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S&P 500   1,666   1.18  Index Moved Down -0.07%
FNMFO FNMFO 096770 KDDIF Iron Emerging Markets Small Blend 
United States  USA  |  Investing Opportunities


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Collecting data for ^GSPC and LOW ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   Lowes Companies Inc.
Check Correlation Matrix  
Daily Returns (%)
GSPC   LOW   
 
Assuming 30 trading days horizon, SP 500 is expected to generate 1.91 times less return on investment than Lowes. But when comparing it to its historical volatility, S&P 500 is 2.82 times less risky than Lowes. It trades about 0.59 of its potential returns per unit of risk. Lowes Companies Inc is currently generating about 0.4 of returns per unit of risk over similar time horizon. If you would invest  3,801  in Lowes Companies Inc on April 20, 2013 and sell it today you would earn a total of  466.00  from holding Lowes Companies Inc or generate 12.26% 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 Lowes Companies Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.45
Parameters
Time Period1 Month [change]
DirectionPositive LOW Moved Up vs ^GSPC
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   LOW   

S&P 500

 
    
SP 500
Performance
31
Out Of
100
Over 30
Days
    

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Lowes Companies Inc

 
    
Lowes
Performance
21
Out Of
100
Over 30
Days
79% of all equities and portfolios perform better than Lowes Companies Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Lowes Companies Inc are ranked lower than 21 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Lowes

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