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S&P 500   1,667   17.00  Index Moved Up 1.03%
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Collecting data for ^GSPC and PKSGF ...

Asset Comparison and Correlation

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Investment horizon: 
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 S&P 500  vs   Parkson Retail Group Limited
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Daily Returns (%)
GSPC   PKSGF   
 
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Timeline
Assuming 30 trading days horizon, S&P 500 is expected to generate 0.12 times more return on investment than Parkson. However, S&P 500 is 8.05 times less risky than Parkson. It trades about 0.6 of its potential returns per unit of risk. Parkson Retail Group Limited is currently generating about -0.22 per unit of risk. If you would invest  156,250  in S&P 500 on April 19, 2013 and sell it today you would earn a total of  10,497  from holding S&P 500 or generate 6.72% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and Parkson Retail Group Limited in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.28
Parameters
Time Period1 Month [change]
DirectionNegative ^GSPC Moved Down vs PKSGF.PK
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
GSPC   PKSGF   

S&P 500

 
Profile
    
SP 500
Performance
33
Out Of
100
Over 30
Days
?
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Parkson Retail Group Limited

Alpha
 
Profile
    
Parkson
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days Parkson Retail Group Limited has generated negative risk-adjusted returns adding no value to investors with long positions.
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