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US Market Open: May 25, 11:25 AM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
  
 
  NYSE  7,561  8.512  Index Moved Up 



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Collecting data for BEVFF and XFP ...

Asset Comparison and Correlation

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Investment horizon: 
30 Days (Login to change)
       
 
    
 Bennett Environmental Inc.  and   Lehman ABS Corp. 6.125% A
Check Correlation Matrix  
Daily Returns (%)
XFP  BEVFF  
Timeline
If you would invest 2,165 in Lehman ABS Corporation 6.125% A on April 25, 2012 and sell it today you would lose (3.00) from holding Lehman ABS Corporation 6.125% A or give up 0.14% of portfolio value over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding Bennett Environmental Inc. and Lehman ABS Corp. 6.125% A in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.49
 Parameters
Time Period1 Month [change]
DirectionNegative BEVFF.PK Moved Down vs XFP
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between BEVFF and XFP
    
    
 
       
Predicted Return Density
Expected Daily Returns   
XFP  BEVFF  

Bennett Environmental Inc.

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

Lehman ABS Corporation 6.125% A

Alpha
 
Profile
    
    
Lehman
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days Lehman ABS Corporation 6.125% A has generated negative risk-adjusted returns adding no value to investors with long positions.
Check Performance
    
    
Federal National Mortgage Association vs. Lehman ABS Corporation 6.125% A
KDDI CORP vs. Lehman ABS Corporation 6.125% A
SK Innovation vs. Lehman ABS Corporation 6.125% A
A.P. M vs. Lehman ABS Corporation 6.125% A
Citigroup Inc. vs. Lehman ABS Corporation 6.125% A
AngloGold Ashanti Ltd. vs. Lehman ABS Corporation 6.125% A
       


 

 
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