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Asset Comparison and Correlation

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Investment horizon:

30 Days Login to change

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BSQUARE Corp. vs BMC Software Inc.

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Daily Returns (%)

BSQR

BMC

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Timeline

Given investment horizon of 30 days, BSQUARE Corp is expected to under-perform the BMC Software. In addition to that, BSQUARE is 4.5 times more volatile than BMC Software Inc. It trades about -0.07 of its total potential returns per unit of risk. BMC Software Inc is currently generating about 0.2 per unit of volatility. If you would invest 4,490 in BMC Software Inc on April 23, 2013 and sell it today you would earn a total of 35.00 from holding BMC Software Inc or generate 0.78% return on investment over 30 days.

Diversification

Significant diversification

Overlapping area represents amount of risk that can be diversified away by holding BSQUARE Corp. and BMC Software Inc. in the same portfolio assuming nothing else is changed

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Correlation Coefficient

0.09

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Insignificant
Accuracy	95.45%
Values	Daily Returns

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Predicted Return Density

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Returns

BSQR

BMC

BSQUARE Corp

Alpha

Profile

BSQUARE

Performance

0	Out Of 100

Over 30

Days

Over the last 30 days BSQUARE Corp has generated negative risk-adjusted returns adding no value to investors with long positions.

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Match ups for BSQUARE

Microsoft Corporation vs. BSQUARE Corp

Oracle Corporation vs. BSQUARE Corp

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Intuit Inc vs. BSQUARE Corp

Red Hat Inc vs. BSQUARE Corp

VeriSign Inc vs. BSQUARE Corp

BMC Software Inc vs. BSQUARE Corp

F5 Networks Inc vs. BSQUARE Corp

BMC Software Inc

Alpha

Profile

BMC Software

Performance

10	Out Of 100

Over 30

Days

90% of all equities and portfolios perform better than BMC Software Inc. Compared with the overall equity markets, risk-adjusted returns on investments in BMC Software Inc are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.

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Predict Price

Match ups for BMC Software

Microsoft Corporation vs. BMC Software Inc

Oracle Corporation vs. BMC Software Inc

SAP AG vs. BMC Software Inc

salesforce inc vs. BMC Software Inc

Adobe Systems Inc vs. BMC Software Inc

Intuit Inc vs. BMC Software Inc

Red Hat Inc vs. BMC Software Inc

VeriSign Inc vs. BMC Software Inc

F5 Networks Inc vs. BMC Software Inc

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