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US Market Closed: May 25, 06:16 AM 2012  
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  NYSE  7,552  



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Collecting data for APTL and ACET ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Alaska Power & Telephone Co.  and   Aceto Corp.
Check Correlation Matrix  
Daily Returns (%)
ACET  APTL  
Timeline
Assuming 30 trading days horizon, Alaska Power & Telephone is expected to generate 0.44 times more return on investment than Aceto. However, Alaska Power & Telephone is 2.28 times less risky than Aceto. It trades about 0.21 of its potential returns per unit of risk. Aceto Corporation is currently generating about -0.17 per unit of risk. If you would invest 1,700 in Alaska Power & Telephone on April 25, 2012 and sell it today you would earn a total of 0.00 from holding Alaska Power & Telephone or generate 0.0% return on investment over 30 days.

Diversification

Significant diversification
Overlapping area represents amount of risk that can be diversified away by holding Alaska Power & Telephone Co. and Aceto Corp. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.06
 Parameters
Time Period1 Month [change]
DirectionPositive ACET Moved Up vs APTL.PK
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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 Share Correlation between APTL and ACET 
Share Share Correlation between APTL and ACET
    
    
 
       
Predicted Return Density
Expected Daily Returns   
ACET  APTL  

Alaska Power & Telephone

 
    
    
Alaska
Performance
9
Out Of
100
Over 30
Days
91% of all equities and portfolios perform better than Alaska Power & Telephone. Compared with the overall equity markets, risk-adjusted returns on investments in Alaska Power & Telephone are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.
    
    
Federal National Mortgage Association vs. Alaska Power & Telephone
KDDI CORP vs. Alaska Power & Telephone
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Aceto Corporation

 
    
    
Aceto
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Aceto Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Celanese Corporation vs. Aceto Corporation
       


 

 
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