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US Market Closed: May 25, 21:35 PM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for CRIS and HCCI ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Curis Inc.  and   HeritageCrystal Clean Inc
Check Correlation Matrix  
Daily Returns (%)
CRIS  HCCI  
Timeline
Given investment horizon of 30 days, Curis Inc. is expected to generate 1.0 times more return on investment than HeritageCrys. However, Curis Inc. is as risky as HeritageCrys. It trades about -0.07 of its potential returns per unit of risk. HeritageCrystal Clean Inc is currently generating about -0.18 per unit of risk. If you would invest 487.00 in Curis Inc. on April 25, 2012 and sell it today you would lose (21.00) from holding Curis Inc. or give up 4.31% of portfolio value over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding Curis Inc. and HeritageCrystal Clean Inc in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.21
 Parameters
Time Period1 Month [change]
DirectionPositive HCCI Moved Up vs CRIS
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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 Share Correlation between CRIS and HCCI 
Share Share Correlation between CRIS and HCCI
    
    
 
       
Predicted Return Density
Expected Daily Returns   
CRIS  HCCI  

Curis Inc.

 
    
    
Curis
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Curis Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Celgene Corporation vs. Curis Inc.
Alexion Pharmaceuticals Inc. vs. Curis Inc.
Vertex Pharmaceuticals Incorporated vs. Curis Inc.
  

HeritageCrystal Clean Inc

 
    
    
HeritageCrys
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days HeritageCrystal Clean Inc has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Waste Connections Inc. vs. HeritageCrystal Clean Inc
Progressive Waste Solutions Ltd. vs. HeritageCrystal Clean Inc
       


 

 
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