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US Market Closed: May 24, 19:37 PM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,552  11.46  Index Moved Up 



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Collecting data for ABTL and BIDU ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Autobytel Inc.  and   Baidu Inc.
Check Correlation Matrix  
Daily Returns (%)
BIDU  ABTL  
Timeline
Given investment horizon of 30 days, Autobytel Inc. is expected to under-perform the Baidu. In addition to that, Autobytel is 1.33 times more volatile than Baidu Inc.. It trades about -0.34 of its total potential returns per unit of risk. Baidu Inc. is currently generating about -0.23 per unit of volatility. If you would invest 13,482 in Baidu Inc. on April 24, 2012 and sell it today you would lose (1,253) from holding Baidu Inc. or give up 9.29% of portfolio value over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding Autobytel Inc. and Baidu Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.22
 Parameters
Time Period1 Month [change]
DirectionPositive BIDU Moved Up vs ABTL
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
BIDU  ABTL  

Autobytel Inc.

 
    
    
Autobytel
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Autobytel Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Akamai Technologies Inc. vs. Autobytel Inc.
Bankrate Inc. Common Stock vs. Autobytel Inc.
Sohu.com Inc. vs. Autobytel Inc.
  

Baidu Inc.

 
    
    
Baidu
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Baidu Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Google Inc. vs. Baidu Inc.
Yahoo! Inc. vs. Baidu Inc.
Akamai Technologies Inc. vs. Baidu Inc.
Bankrate Inc. Common Stock vs. Baidu Inc.
Sohu.com Inc. vs. Baidu Inc.
ValueClick Inc. vs. Baidu Inc.
       


 

 
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