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Benchmark SP 500  1,639   12.31  Index Moved Up 0.76% United States ...


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Collecting data for 012330 and 096770 ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Mobis  vs   SK Innovation
 Compare Fundamentals  
Daily Returns (%)
012330   096770   
 
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Assuming 30 trading days horizon, Mobis is expected to generate 1.12 times more return on investment than SK Innovati. However, Mobis is 1.12 times more volatile than SK Innovation. It trades about -0.19 of its potential returns per unit of risk. SK Innovation is currently generating about -0.35 per unit of risk. If you would invest  27,350,000  in Mobis on May 19, 2013 and sell it today you would lose (1,450,000) from holding Mobis or give up 5.3% of portfolio value over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Mobis and SK Innovation in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.15
Parameters
Time Period1 Month [change]
DirectionPositive 096770.KS Moved Up vs 012330.KS
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
012330   096770   

Mobis

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

Match-ups for Mobis

Samsung Electronics Preferred vs. Mobis
Shinhan Financial Group Company Limited vs. Mobis
  

SK Innovation

 
    
SK Innovati
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days SK Innovation has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for SK Innovati

Samsung Electronics Preferred vs. SK Innovation
Mobis vs. SK Innovation
Shinhan Financial Group Company Limited vs. SK Innovation


 
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