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Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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Collecting data for ^STI and 596 ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Straits Tms  vs   Thai Village Holdings Ltd.
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Daily Returns (%)
596   STI   
 
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Given investment horizon of 30 days, Straits Tms is expected to generate about the same return on investment as Thai Village Holdings Ltd.But, Straits Tms is 5.1 times less risky than Thai. It trades about -0.36 of its potential returns per unit of risk. Thai Village Holdings Ltd is currently generating about -0.07 per unit of risk. If you would invest  12.00  in Thai Village Holdings Ltd on May 20, 2013 and sell it today you would lose (1.00) from holding Thai Village Holdings Ltd or give up 8.33% of portfolio value over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding Straits Tms and Thai Village Holdings Ltd. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.27
Parameters
Time Period1 Month [change]
DirectionPositive 596.SI Moved Up vs ^STI
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
596   STI   

Straits Tms

 
    
Straits
Performance
0
Out Of
100
Over 30
Days
    

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Audience Inc vs. Straits Tms
BCB Bancorp Inc vs. Straits Tms
Bridgepoint Education Inc vs. Straits Tms
  

Thai Village Holdings Ltd

 
    
Thai
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Thai Village Holdings Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for Thai

BreadTalk Group Limited vs. Thai Village Holdings Ltd
Hyflux Ltd vs. Thai Village Holdings Ltd
Mapletree Logistics Trust vs. Thai Village Holdings Ltd


 
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