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US Market Closed: May 25, 21:35 PM 2012  
AWK SVT WTR PNN CWT AWR 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for CRIS and ITC ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Curis Inc.  and   ITC Holdings Corp.
Check Correlation Matrix  
Daily Returns (%)
CRIS  ITC  
Timeline
Given investment horizon of 30 days, Curis Inc. is expected to generate 1.58 times more return on investment than ITC Holdings. However, Curis is 1.58 times more volatile than ITC Holdings Corporation. It trades about -0.07 of its potential returns per unit of risk. ITC Holdings Corporation is currently generating about -0.28 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 ITC Holdings Corp. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.26
 Parameters
Time Period1 Month [change]
DirectionPositive ITC Moved Up vs CRIS
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
CRIS  ITC  

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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ITC Holdings Corporation

 
    
    
ITC Holdings
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days ITC Holdings Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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