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Investment horizon:

30 Days Login to change

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S&P 500 vs Mobile Telesystems OJSC

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Daily Returns (%)

GSPC

MBT

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Assuming 30 trading days horizon, S&P 500 is expected to generate 0.38 times more return on investment than Mobile. However, S&P 500 is 2.62 times less risky than Mobile. It trades about 0.34 of its potential returns per unit of risk. Mobile Telesystems OJSC is currently generating about 0.09 per unit of risk. If you would invest 159,361 in S&P 500 on April 26, 2013 and sell it today you would earn a total of 5,599 from holding S&P 500 or generate 3.51% return on investment over 30 days.

Diversification

Modest diversification

Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and Mobile Telesystems OJSC in the same portfolio assuming nothing else is changed

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Correlation Coefficient

0.23

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Very Weak
Accuracy	100.0%
Values	Daily Returns

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Predicted Return Density

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Returns

GSPC

MBT

S&P 500

Profile

SP 500

Performance

18	Out Of 100

Over 30

Days

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Mobile Telesystems OJSC

Alpha

Profile

Mobile

Performance

4	Out Of 100

Over 30

Days

96% of all equities and portfolios perform better than Mobile Telesystems OJSC. Compared with the overall equity markets, risk-adjusted returns on investments in Mobile Telesystems OJSC are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.

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Match-ups for Mobile

China Mobile Limited vs. Mobile Telesystems OJSC

America Movil SAB de CV vs. Mobile Telesystems OJSC

China Unicom Hong Kong Limited vs. Mobile Telesystems OJSC

Telefonica Brasil SA vs. Mobile Telesystems OJSC

Rogers Communications Inc vs. Mobile Telesystems OJSC

TELUS Corporation vs. Mobile Telesystems OJSC

Sprint Nextel Corp vs. Mobile Telesystems OJSC

VimpelCom Ltd vs. Mobile Telesystems OJSC

Turkcell Iletisim Hizmetleri AS vs. Mobile Telesystems OJSC

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