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US Market Closed: May 25, 21:40 PM 2012  
BPO CBG IEP JLL FCE-A DFT 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Salesforce.com  and   Expedia Inc.
Check Correlation Matrix  
Daily Returns (%)
EXPE  CRM  
Timeline
Considering 30-days investment horizon, Salesforce.com is expected to under-perform the Expedia. But the stock apears to be less risky and, when comparing its historical volatility, Salesforce.com is 1.66 times less risky than Expedia. The stock trades about -0.02 of its potential returns per unit of risk. The Expedia Inc. is currently generating about 0.3 of returns per unit of risk over similar time horizon. If you would invest 3,263 in Expedia Inc. on April 25, 2012 and sell it today you would earn a total of 1,262 from holding Expedia Inc. or generate 38.68% return on investment over 30 days.

Diversification

Significant diversification
Overlapping area represents amount of risk that can be diversified away by holding Salesforce.com and Expedia Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.09
 Parameters
Time Period1 Month [change]
DirectionPositive EXPE Moved Up vs CRM
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
EXPE  CRM  

Salesforce.com

 
    
    
Salesforce
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Salesforce.com has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Microsoft Corporation vs. Salesforce.com
Oracle Corporation vs. Salesforce.com
SAP AG vs. Salesforce.com
Intuit Inc. vs. Salesforce.com
Adobe Systems Inc. vs. Salesforce.com
CA Inc. vs. Salesforce.com
  

Expedia Inc.

 
    
    
Expedia
Performance
12
Out Of
100
Over 30
Days
88% of all equities and portfolios perform better than Expedia Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Expedia Inc. are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.
    
    
Marriott International Inc. vs. Expedia Inc.
Starwood Hotels & Resorts Worldwide Inc. vs. Expedia Inc.
Wyndham Worldwide Corporation vs. Expedia Inc.
Intercontinental Hotels Group plc vs. Expedia Inc.
Ctrip.com International Ltd. vs. Expedia Inc.
Choice Hotels International Inc. vs. Expedia Inc.
       


 

 
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