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


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 NYSE  vs   Gabetti Property Solutions S.p
Check Correlation Matrix  
Daily Returns (%)
GAB   NYA   
 
Given investment horizon of 30 days, NYSE is expected to generate 4.08 times less return on investment than Gabetti. But when comparing it to its historical volatility, NYSE is 17.41 times less risky than Gabetti. It trades about 0.21 of its potential returns per unit of risk. Gabetti Property Solutions SpA is currently generating about 0.05 of returns per unit of risk over similar time horizon. If you would invest  5.00  in Gabetti Property Solutions SpA on April 25, 2013 and sell it today you would earn a total of  0.00 from holding Gabetti Property Solutions SpA or generate 0.0% return on investment over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding NYSE and Gabetti Property Solutions S.p in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.51
Parameters
Time Period1 Month [change]
DirectionPositive GAB.MI Moved Up vs ^NYA
StrengthWeak
Accuracy86.36%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GAB   NYA   

NYSE

 
    
NYSE
Performance
11
Out Of
100
Over 30
Days
    

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Gabetti Property Solutions SpA

 
    
Gabetti
Performance
2
Out Of
100
Over 30
Days
98% of all equities and portfolios perform better than Gabetti Property Solutions SpA. Compared with the overall equity markets, risk-adjusted returns on investments in Gabetti Property Solutions SpA are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Gabetti

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