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Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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Collecting data for ^GSPC and UMBF ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   UMB Financial Corp.
Check Correlation Matrix  
Daily Returns (%)
GSPC   UMBF   
 
Assuming 30 trading days horizon, SP 500 is expected to generate 1.44 times less return on investment than UMB Financia. But when comparing it to its historical volatility, S&P 500 is 1.96 times less risky than UMB Financia. It trades about 0.32 of its potential returns per unit of risk. UMB Financial Corporation is currently generating about 0.23 of returns per unit of risk over similar time horizon. If you would invest  4,967  in UMB Financial Corporation on April 25, 2013 and sell it today you would earn a total of  301.00  from holding UMB Financial Corporation or generate 6.06% return on investment over 30 days.

Diversification

Very poor diversification
Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and UMB Financial Corp. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.8
Parameters
Time Period1 Month [change]
DirectionPositive UMBF Moved Up vs ^GSPC
StrengthStrong
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   UMBF   

S&P 500

 
    
SP 500
Performance
17
Out Of
100
Over 30
Days
    

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UMB Financial Corporation

 
    
UMB Financia
Performance
12
Out Of
100
Over 30
Days
88% of all equities and portfolios perform better than UMB Financial Corporation. Compared with the overall equity markets, risk-adjusted returns on investments in UMB Financial Corporation are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.
    

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