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US Market Closed: May 25, 05:35 AM 2012  
VZ BCE CTL CHT EQIX WIN 
 
 
  NYSE  7,552  



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Collecting data for AOI and BTI ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Alliance One International Inc  and   British American Tobacco plc
Check Correlation Matrix  
Daily Returns (%)
BTI  AOI  
Timeline
Considering 30-days investment horizon, Alliance One International Inc. is expected to under-perform the British Amer. In addition to that, Alliance is 2.94 times more volatile than British American Tobacco plc. It trades about -0.31 of its total potential returns per unit of risk. British American Tobacco plc is currently generating about -0.34 per unit of volatility. If you would invest 10,336 in British American Tobacco plc on April 25, 2012 and sell it today you would lose (772) from holding British American Tobacco plc or give up 7.47% of portfolio value over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Alliance One International Inc and British American Tobacco plc in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.19
 Parameters
Time Period1 Month [change]
DirectionPositive BTI Moved Up vs AOI
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between AOI and BTI
    
    
 
       
Predicted Return Density
Expected Daily Returns   
BTI  AOI  

Alliance One International Inc.

 
    
    
Alliance
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Alliance One International Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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British American Tobacco plc

 
    
    
British Amer
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days British American Tobacco plc has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Vector Group Ltd. vs. British American Tobacco plc
       


 

 
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