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US Market Closed: May 24, 08:31 AM 2012  
 
 
  NYSE  7,541  



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Collecting data for ^NYA and NUS ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 NYSE  and   Nu Skin Enterprises Inc.
Check Correlation Matrix  
Daily Returns (%)
NUS  NYA  
Timeline
Given investment horizon of 30 days, NYSE is expected to generate 0.15 times more return on investment than Nu Skin. However, NYSE is 6.7 times less risky than Nu Skin. It trades about -0.32 of its potential returns per unit of risk. Nu Skin Enterprises Inc. is currently generating about -0.24 per unit of risk. If you would invest 807,079 in NYSE on April 24, 2012 and sell it today you would lose (52,989) from holding NYSE or give up 6.57% of portfolio value over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding NYSE and Nu Skin Enterprises Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.13
 Parameters
Time Period1 Month [change]
DirectionPositive NUS Moved Up vs ^NYA
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between NYA and NUS
    
    
 
       
Predicted Return Density
Expected Daily Returns   
NUS  NYA  

NYSE

 
    
    
NYSE
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days NYSE has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Nu Skin Enterprises Inc.

 
    
    
Nu Skin
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Nu Skin Enterprises Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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