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US Market Closed: May 25, 05:36 AM 2012  
 
 
  NYSE  7,552  



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Collecting data for AOI and VGR ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Alliance One International Inc  and   Vector Group Ltd.
Check Correlation Matrix  
Daily Returns (%)
AOI  VGR  
Timeline
Considering 30-days investment horizon, Alliance One International Inc. is expected to under-perform the Vector. In addition to that, Alliance is 4.09 times more volatile than Vector Group Ltd.. It trades about -0.31 of its total potential returns per unit of risk. Vector Group Ltd. is currently generating about -0.22 per unit of volatility. If you would invest 1,742 in Vector Group Ltd. on April 25, 2012 and sell it today you would lose (71.00) from holding Vector Group Ltd. or give up 4.08% of portfolio value over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding Alliance One International Inc and Vector Group Ltd. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.23
 Parameters
Time Period1 Month [change]
DirectionPositive VGR Moved Up vs AOI
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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 Share Correlation between AOI and VGR 
Share Share Correlation between AOI and VGR
    
    
 
       
Predicted Return Density
Expected Daily Returns   
AOI  VGR  

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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Vector Group Ltd.

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