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S&P 500   1,667   17.00  Index Moved Up 1.03%
FNMFO FNMFO 096770 KDDIF Exotic Advertising Books Apparel 
United States  USA  |  Investing Themes


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Collecting data for ^GSPTSE and ROI ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Canada Composite  vs   Route1 Inc.
Check Correlation Matrix  
Daily Returns (%)
GSPTSE   ROI   
 
Assuming 30 trading days horizon, Canada is expected to generate 3.3 times less return on investment than Route1. But when comparing it to its historical volatility, Canada Composite is 19.44 times less risky than Route1. It trades about 0.35 of its potential returns per unit of risk. Route1 Inc is currently generating about 0.06 of returns per unit of risk over similar time horizon. If you would invest  4.00  in Route1 Inc on April 18, 2013 and sell it today you would earn a total of  0.00 from holding Route1 Inc or generate 0.0% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding Canada Composite and Route1 Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.47
Parameters
Time Period1 Month [change]
DirectionNegative ^GSPTSE Moved Down vs ROI.V
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPTSE   ROI   

Canada Composite

 
    
Canada
Performance
19
Out Of
100
Over 30
Days
    

Match ups for Canada

Eagle Small Cap Growth I vs. Canada Composite
Russell Small Cap Consistent Growth ETF vs. Canada Composite
JPMorgan Mid Cap Value Instl vs. Canada Composite
Voltaire Limited vs. Canada Composite
McCormick Schmicks Seafood Restaurants Inc vs. Canada Composite
JPMorgan Large Cap Growth Select vs. Canada Composite
Thornburg International Value R5 vs. Canada Composite
Loomis Sayles Mid Cap Growth Y vs. Canada Composite
Global X NASDAQ China Technology ETF vs. Canada Composite
MRV Communications Inc vs. Canada Composite
  

Route1 Inc

 
    
Route1
Performance
3
Out Of
100
Over 30
Days
97% of all equities and portfolios perform better than Route1 Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Route1 Inc are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Route1

OpenText Corporation vs. Route1 Inc
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