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Collecting data for APTL and IOM ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Alaska Power & Telephone Co.  and   Iomart Group PLC
Check Correlation Matrix  
Daily Returns (%)
APTL  IOM  
Timeline
Assuming 30 trading days horizon, Alaska Power & Telephone is expected to generate 0.38 times more return on investment than Iomart. However, Alaska Power & Telephone is 2.64 times less risky than Iomart. It trades about 0.21 of its potential returns per unit of risk. Iomart Group PLC is currently generating about -0.19 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

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

Correlation Coefficient

-0.2
 Parameters
Time Period1 Month [change]
DirectionNegative APTL.PK Moved Down vs IOM.L
StrengthInsignificant
Accuracy72.73%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
APTL  IOM  

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
SK Innovation vs. Alaska Power & Telephone
A.P. M vs. Alaska Power & Telephone
Citigroup Inc. vs. Alaska Power & Telephone
AngloGold Ashanti Ltd. vs. Alaska Power & Telephone
  

Iomart Group PLC

 
    
    
Iomart
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Iomart Group PLC has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Federal National Mortgage Association vs. Iomart Group PLC
KDDI CORP vs. Iomart Group PLC
SK Innovation vs. Iomart Group PLC
A.P. M vs. Iomart Group PLC
Citigroup Inc. vs. Iomart Group PLC
AngloGold Ashanti Ltd. vs. Iomart Group PLC
       


 

 
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