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Collecting data for ATC and IOM ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Atlantic Coal PLC  and   Iomart Group PLC
Check Correlation Matrix  
Daily Returns (%)
ATC  IOM  
Timeline
Assuming 30 trading days horizon, Atlantic Coal PLC is expected to under-perform the Iomart. In addition to that, Atlantic is 2.83 times more volatile than Iomart Group PLC. It trades about -0.07 of its total potential returns per unit of risk. Iomart Group PLC is currently generating about -0.19 per unit of volatility. If you would invest 13,700 in Iomart Group PLC on April 25, 2012 and sell it today you would lose (900) from holding Iomart Group PLC or give up 6.57% of portfolio value over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Atlantic Coal PLC and Iomart Group PLC in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.16
 Parameters
Time Period1 Month [change]
DirectionPositive IOM.L Moved Up vs ATC.L
StrengthInsignificant
Accuracy88.89%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
ATC  IOM  

Atlantic Coal PLC

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