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Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Abercrombie & Fitch Co.  vs   Nordstrom Inc.
 Compare Fundamentals  
Daily Returns (%)
ANF   JWN   
 
Considering 30-days investment horizon, Abercrombie is expected to generate 1.35 times less return on investment than Nordstrom. In addition to that, Abercrombie is 2.56 times more volatile than Nordstrom Inc. It trades about 0.08 of its total potential returns per unit of risk. Nordstrom Inc is currently generating about 0.29 per unit of volatility. If you would invest  5,671  in Nordstrom Inc on April 25, 2013 and sell it today you would earn a total of  316.00  from holding Nordstrom Inc or generate 5.57% return on investment over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Abercrombie & Fitch Co. and Nordstrom Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.19
Parameters
Time Period1 Month [change]
DirectionPositive JWN Moved Up vs ANF
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
ANF   JWN   

Abercrombie Fitch Co

 
    
Abercrombie
Performance
4
Out Of
100
Over 30
Days
96% of all equities and portfolios perform better than Abercrombie Fitch Co. Compared with the overall equity markets, risk-adjusted returns on investments in Abercrombie Fitch Co are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Abercrombie

Luxottica Group SpA vs. Abercrombie Fitch Co
Gap Inc vs. Abercrombie Fitch Co
Limited Brands Inc vs. Abercrombie Fitch Co
Ross Stores Inc vs. Abercrombie Fitch Co
Nordstrom Inc vs. Abercrombie Fitch Co
Urban Outfitters Inc vs. Abercrombie Fitch Co
American Eagle Outfitters Inc vs. Abercrombie Fitch Co
Chicos FAS Inc vs. Abercrombie Fitch Co
DSW Inc vs. Abercrombie Fitch Co
  

Nordstrom Inc

 
    
Nordstrom
Performance
15
Out Of
100
Over 30
Days
85% of all equities and portfolios perform better than Nordstrom Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Nordstrom Inc are ranked lower than 15 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Nordstrom

Luxottica Group SpA vs. Nordstrom Inc
Gap Inc vs. Nordstrom Inc
Limited Brands Inc vs. Nordstrom Inc
Ross Stores Inc vs. Nordstrom Inc
Urban Outfitters Inc vs. Nordstrom Inc
Abercrombie Fitch Co vs. Nordstrom Inc
American Eagle Outfitters Inc vs. Nordstrom Inc
DSW Inc vs. Nordstrom Inc
Chicos FAS Inc vs. Nordstrom Inc


 
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