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US Market Closed: May 24, 18:54 PM 2012  
IUSA IEEM IWRD 0JGS IDFF IJPN 
 
 
  NYSE  7,552  11.46  Index Moved Up 



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Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Agilent Technologies Inc.  and   JPMorgan Chase & Co.
Check Correlation Matrix  
Daily Returns (%)
JPM   
Timeline
Taking into account 30 trading days horizon, Agilent Technologies Inc. is expected to generate 0.71 times more return on investment than JPMorgan. However, Agilent Technologies Inc. is 1.4 times less risky than JPMorgan. It trades about 0.07 of its potential returns per unit of risk. JPMorgan Chase & is currently generating about -0.38 per unit of risk. If you would invest 4,118 in Agilent Technologies Inc. on April 24, 2012 and sell it today you would lose (41.00) from holding Agilent Technologies Inc. or give up 1.0% of portfolio value over 30 days.

Diversification

Weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Agilent Technologies Inc. and JPMorgan Chase & Co. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.38
 Parameters
Time Period1 Month [change]
DirectionPositive JPM Moved Up vs A
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
JPM   

Agilent Technologies Inc.

 
    
    
Agilent
Performance
5
Out Of
100
Over 30
Days
95% of all equities and portfolios perform better than Agilent Technologies Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Agilent Technologies Inc. are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.
    
    
Roper Industries Inc. vs. Agilent Technologies Inc.
Garmin Ltd. vs. Agilent Technologies Inc.
Trimble Navigation Limited vs. Agilent Technologies Inc.
BioRad Laboratories Inc. vs. Agilent Technologies Inc.
Cepheid vs. Agilent Technologies Inc.
Bruker Corporation vs. Agilent Technologies Inc.
  

JPMorgan Chase &

 
    
    
JPMorgan
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days JPMorgan Chase & has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Industrial And Commercial Bank Of China Ltd. vs. JPMorgan Chase &
Wells Fargo & Company vs. JPMorgan Chase &
BCO Bradesco S.A. vs. JPMorgan Chase &
Citigroup Inc. vs. JPMorgan Chase &
Royal Bank of Canada vs. JPMorgan Chase &
ANZ Banking Group Ltd. vs. JPMorgan Chase &
       


 

 
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