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AMPI3 AMBV4 AMBV3 AMIL3 Compulsion Cleaning Tech Funds Impulse 
Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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COMGAS quote and profile

 
 Companies |  Insiders  | Dashboard  
     
48.99
  
STOCK
0.00  No Change   0.00%  
Year To Date
30.5449.55
Last 1 Month(s)
49.2949.55
Trading Day 
48.348.99
 

Diversification Suggestion

Use COMGAS to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment
Analyze COMGAS ON Trend or Check current 30 days COMGAS correlation with market (S&P 500)
1 Month Beta -0.03  
Highest Price:  
Lowest Price:  
49.55  
49.29  
May 21 2013 
May 17 2013 
As returns on market increase, returns on owning COMGAS are expected to decrease at a much smaller rate. During bear market, COMGAS is likely to outperform the market.
COMGAS ON Almost negative betaCOMGAS ON Beta Legend
CGAS3 Brazil Sao Paolo #BRCGASACNOR0BR
COMGAS ON
Benchmark S&P 500
Currency: BRL - Brazilian Real
Traded on Sao Paolo Stock Exchange
    
Number of Employees15
 Brazil Bovesp   0.10 % Macroaxis: 0.1 Moved Up  
 
 thisGreen CGAS3 CGAS3.SA agains markets  0.00 % No Change  
 United States SP 500   0.06 % Macroaxis: 0.06 Moved Down  
 
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COMGAS Leadership

Luis Domenech CEO, Vice Chairman of the Board, Member of the Executive Board
Marcos Lutz Vice Chairman of the Board
Nelson Silva Chairman of the Board
Rubens Mello Chairman of the Board

COMGAS correlation with market

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding COMGAS ON and equity matching BVSP index in the same portfolio

COMGAS Performance

Price Growth (%)  
COMGAS   Market   
 

COMGAS 30-Days Risk-Return Take

If you would invest  4,930  in COMGAS ON on April 26, 2013 and sell it today you would earn a total of  25.00  from holding COMGAS ON or generate 0.51% return on investment over 30 days. COMGAS ON is generating 0.13% of daily returns and assumes 0.27% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than COMGAS ON and 93% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
 
Change Benchmark   Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, COMGAS ON is expected to generate 1.54 times less return on investment than the market. But when comparing it to its historical volatility, the company is 2.15 times less risky than the market. It trades about 0.48 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.34 of returns per unit of risk over similar time horizon.
Past Market
Over 30
Days
25
Out Of
100
 
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COMGAS vs Competition

COMGAS vs. Ampla Investimentos E Servicos SA
COMGAS vs. Companhia de Bebidas Das Americas AMBEV
COMGAS vs. Companhia de Bebidas Das Americas AMBEV
COMGAS vs. Amil Participacoes SA
COMGAS vs. All America Latina Logistica SA
COMGAS vs. Alpargatas SA
COMGAS vs. Marisa Lojas SA
COMGAS vs. Anhanguera Educacional Participacoes SA
COMGAS vs. Alpargatas SA
COMGAS vs. Aliansce Shopping Centers SA

COMGAS May 26 2013 Opportunity Range

Information Ratio(0.28)
Maximum Drawdown0.0203
Value At Risk(0.02)
Potential Upside0.5275

 
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