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Investment horizon:

30 Days Login to change

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AAREAL BANK vs CAPITAL FUTURES CO TWD10

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Daily Returns (%)

6024

ARL

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Assuming 30 trading days horizon, AAREAL BANK is expected to generate 186.33 times more return on investment than CAPITAL. However, AAREAL is 186.33 times more volatile than CAPITAL FUTURES TWD10. It trades about 0.17 of its potential returns per unit of risk. CAPITAL FUTURES TWD10 is currently generating about 0.47 per unit of risk. If you would invest 1,652 in AAREAL BANK on April 22, 2013 and sell it today you would earn a total of 212.00 from holding AAREAL BANK or generate 12.83% return on investment over 30 days.

Diversification

Very weak diversification

Overlapping area represents amount of risk that can be diversified away by holding AAREAL BANK and CAPITAL FUTURES CO TWD10 in the same portfolio assuming nothing else is changed

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Correlation Coefficient

0.52

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Weak
Accuracy	77.27%
Values	Daily Returns

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Predicted Return Density

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Returns

6024

ARL

AAREAL BANK

Alpha

Profile

AAREAL

Performance

9	Out Of 100

Over 30

Days

91% of all equities and portfolios perform better than AAREAL BANK. Compared with the overall equity markets, risk-adjusted returns on investments in AAREAL BANK are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.

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Match ups for AAREAL

AngloGold Ashanti Ltd vs. AAREAL BANK

Berkshire Hathaway Inc vs. AAREAL BANK

PetroChina Co Ltd vs. AAREAL BANK

Industrial and Commercial Bank of China Limited vs. AAREAL BANK

Nestl vs. AAREAL BANK

PetroChina Co Ltd vs. AAREAL BANK

Royal Dutch Shell plc vs. AAREAL BANK

Roche Holding AG vs. AAREAL BANK

CAPITAL FUTURES TWD10

Alpha

Profile

CAPITAL

Performance

24	Out Of 100

Over 30

Days

76% of all equities and portfolios perform better than CAPITAL FUTURES TWD10. Compared with the overall equity markets, risk-adjusted returns on investments in CAPITAL FUTURES TWD10 are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.

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Match ups for CAPITAL

YUANTA SECURITIES COLTD C-WTS vs. CAPITAL FUTURES TWD10

YUANTA SECURITIES COLTD P-WTS vs. CAPITAL FUTURES TWD10

GRAND CATHAY SECURITIES CORP C- vs. CAPITAL FUTURES TWD10

EDISON OPTO vs. CAPITAL FUTURES TWD10

POLARIS SECURITIES C-WTS 3-1-12 vs. CAPITAL FUTURES TWD10

54901TWO vs. CAPITAL FUTURES TWD10

62761TWO vs. CAPITAL FUTURES TWD10

24611TWO vs. CAPITAL FUTURES TWD10

DRCHIP BIOTECHNOL 0 CNV BDS 2 vs. CAPITAL FUTURES TWD10

UB OFFICE SYSTEM TWD10 vs. CAPITAL FUTURES TWD10

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