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US Market Closed: May 25, 19:36 PM 2012  
AMGN GILD BIIB CELG CSL ALXN 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for CMCSA and DISH ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Comcast Corp.  and   Dish Network Corp.
Check Correlation Matrix  
Daily Returns (%)
CMCSA  DISH  
Timeline
Assuming 30 trading days horizon, Comcast Corporation is expected to generate 0.82 times more return on investment than Dish. However, Comcast Corporation is 1.22 times less risky than Dish. It trades about -0.1 of its potential returns per unit of risk. Dish Network Corporation is currently generating about -0.33 per unit of risk. If you would invest 3,024 in Comcast Corporation on April 25, 2012 and sell it today you would lose (131.00) from holding Comcast Corporation or give up 4.33% of portfolio value over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Comcast Corp. and Dish Network Corp. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.68
 Parameters
Time Period1 Month [change]
DirectionPositive DISH Moved Up vs CMCSA
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between CMCSA and DISH
    
    
 
       
Predicted Return Density
Expected Daily Returns   
CMCSA  DISH  

Comcast Corporation

 
    
    
Comcast
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Comcast Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
DIRECTV vs. Comcast Corporation
Time Warner Cable Inc. vs. Comcast Corporation
Discovery Communications Inc vs. Comcast Corporation
Liberty Global Inc. vs. Comcast Corporation
Dish Network Corporation vs. Comcast Corporation
Shaw Communications Inc. vs. Comcast Corporation
  

Dish Network Corporation

 
    
    
Dish
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Dish Network Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Comcast Corporation vs. Dish Network Corporation
DIRECTV vs. Dish Network Corporation
Time Warner Cable Inc. vs. Dish Network Corporation
Discovery Communications Inc vs. Dish Network Corporation
Liberty Global Inc. vs. Dish Network Corporation
Shaw Communications Inc. vs. Dish Network Corporation
       


 

 
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