Macroaxis: Personalized Investing
Simple Personalized Investing

S&P 500   1,666   1.18  Index Moved Down -0.07%
SNA LECO TTC SSD Small Value Sport Products Cleaning Realty 
United States  USA  |  Optimize Portfolios


Processing
Collecting data for CR and ^GSPC ...

Asset Comparison and Correlation

 View All Portfolios 
    
Investment horizon: 
  30 Days    Login   to change
Run Correlation
 
 Crane Co.  vs   S&P 500
Check Correlation Matrix  
Daily Returns (%)
GSPC   CR   
 
Embed  Financial Widgets Catalog
Export  Financial Widgets Catalog
Timeline
Allowing for 30-days total investment horizon, Crane Co is expected to generate 1.65 times more return on investment than SP 500. However, Crane is 1.65 times more volatile than S&P 500. It trades about 0.75 of its potential returns per unit of risk. S&P 500 is currently generating about 0.56 per unit of risk. If you would invest  5,326  in Crane Co on April 21, 2013 and sell it today you would earn a total of  698  from holding Crane Co or generate 13.11% return on investment over 30 days.

Diversification

Very poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Crane Co. and S&P 500 in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.82
Parameters
Time Period1 Month [change]
DirectionPositive ^GSPC Moved Up vs CR
StrengthStrong
Accuracy100.0%
ValuesDaily Returns
Follow Correlation between CR and GSPC with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker
Add To Reader
Get Widget
 
Add Correlation between CR and GSPC to your reader
Syndicate
 
Share Correlation between CR and GSPC 
Find Opportunities
 
Predicted Return Density
 
Embed  Financial Widgets Catalog
Export  Financial Widgets Catalog
Returns   
GSPC   CR   

Crane Co

Alpha
 
Profile
    
Crane
Performance
40
Out Of
100
Over 30
Days
?
60% of all equities and portfolios perform better than Crane Co. Compared with the overall equity markets, risk-adjusted returns on investments in Crane Co are ranked lower than 40 (%) of all global equities and portfolios over the last 30 days.
Check Performance
Backtest
Predict Price
    

Match ups for Crane

General Electric Company vs. Crane Co
Siemens Aktiengesellschaft vs. Crane Co
United Technologies Corp vs. Crane Co
Honeywell International Inc vs. Crane Co
Danaher Corp vs. Crane Co
Illinois Tool Works Inc vs. Crane Co
Koninklijke Philips Electronics NV vs. Crane Co
Cummins Inc vs. Crane Co
Kubota Corporation vs. Crane Co
IngersollRand Plc vs. Crane Co
  

S&P 500

 
Profile
    
SP 500
Performance
30
Out Of
100
Over 30
Days
?
Check Performance
Backtest
Predict Price
    

Match ups for SP 500

NexCore Healthcare Capital Corp vs. S&P 500
Lattice Semiconductor Corporation vs. S&P 500
BOOT vs. S&P 500
Pinecrest Energy Inc vs. S&P 500
Dynavax Technologies Corporation vs. S&P 500
iPath Long Extended Russell 1000 TR ETN vs. S&P 500
PDF Solutions Inc vs. S&P 500
Trico Marine Services Inc vs. S&P 500
Diamond Hill Investment Group Inc vs. S&P 500
Berkshire Bancorp Inc vs. S&P 500
UBS ETRACS 2x Long Alerian MLP Infr ETN vs. S&P 500
City Telecom HK Limited vs. S&P 500


 
Analytics
Risk Adjusted Returns Landscape
Live Efficient Frontier
Market Correlation Analysis
Watchlist Analysis
Financial Content
Portfolio Estimation and Projections
Portfolio Theme Builder
 
 
Research Modules
Equities Backtesting Analysis
Instant Retirement Optimizer
Cross-portfolio RSS and Mobile Access
Company, fund, and ETF Directory
Financial Advisor Directory
Insider and Manager Directory
Wealth Management
 Gadgets, Widgets, and Apps          
Take our survey
  
Financial Widget
Financial Widgets
Financial Content
Investing Content
Get Stock Ticker
Stock Tickers
 
Opportunities   Themes   Suggestions
Services And Technology
Frequently Asked Questions
Quick Product Tour
Product Technology Overview
Solution Methodology
Plans and Pricing
 
Free Investor Tools
World Market Correlations
Instant Equity Comparator
Watchlist Analysis
Position Suggestions
Equity Alpha Analysis
 
About Us
About Macroaxis
Contact Us
Product Terms Of Use
Service Privacy Policy
Advertising Opportunities
  © 2013 Macroaxis Inc. All rights reserved       Custom Reporting   Advertising   Mobile Access   Retirement Grader   Alpha Search   Compare Stocks
Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us
Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey
Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium