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0005 0939 2888 3988 Cigarettes Semiconductor Natural Foods Health Management 
Benchmark SP 500  1,651   4.84  Index Moved Down -0.29% ...


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Collecting data for ^GSPC and JOUT ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   Johnson Outdoors Inc.
Check Correlation Matrix  
Daily Returns (%)
GSPC   JOUT   
 
Assuming 30 trading days horizon, SP 500 is expected to generate 1.25 times less return on investment than Johnson. But when comparing it to its historical volatility, S&P 500 is 3.53 times less risky than Johnson. It trades about 0.35 of its potential returns per unit of risk. Johnson Outdoors Inc is currently generating about 0.12 of returns per unit of risk over similar time horizon. If you would invest  2,281  in Johnson Outdoors Inc on April 24, 2013 and sell it today you would earn a total of  150.00  from holding Johnson Outdoors Inc or generate 6.58% return on investment over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and Johnson Outdoors Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.58
Parameters
Time Period1 Month [change]
DirectionPositive JOUT Moved Up vs ^GSPC
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   JOUT   

S&P 500

 
    
SP 500
Performance
19
Out Of
100
Over 30
Days
    

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Johnson Outdoors Inc

 
    
Johnson
Performance
7
Out Of
100
Over 30
Days
93% of all equities and portfolios perform better than Johnson Outdoors Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Johnson Outdoors Inc are ranked lower than 7 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Johnson

Pool Corp vs. Johnson Outdoors Inc
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