Welcome to Macroaxis
Sign in to go to your portfolios
Don't have an account? Create It
  Macroaxis: Personalized Investing   The proven technology to invest wisely
Macroaxis Country Selector USA  Change      Macroaxis User Registration Register    Macroaxis User Login Sign In
   



Processing
Collecting data for CSKI and AUXL ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 China Sky One Medical Inc.  and   Auxilium Pharmaceuticals Inc.
Check Correlation Matrix  
Daily Returns (%)
AUXL  CSKI  
Timeline
Given investment horizon of 30 days, China Sky One Medical Inc. is expected to under-perform the Auxilium. In addition to that, China is 1.56 times more volatile than Auxilium Pharmaceuticals Inc.. It trades about -0.14 of its total potential returns per unit of risk. Auxilium Pharmaceuticals Inc. is currently generating about 0.13 per unit of volatility. If you would invest 1,807 in Auxilium Pharmaceuticals Inc. on April 25, 2012 and sell it today you would earn a total of 103.00 from holding Auxilium Pharmaceuticals Inc. or generate 5.7% return on investment over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding China Sky One Medical Inc. and Auxilium Pharmaceuticals Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.05
 Parameters
Time Period1 Month [change]
DirectionNegative CSKI Moved Down vs AUXL
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
Follow Correlation between CSKI and AUXL with your standard RSS feed, custom widget, or your favorite social app
Add To Reader
 
Add Correlation between CSKI and AUXL to your reader
 
Get social with Correlation between CSKI and AUXL
 Share Correlation between CSKI and AUXL 
Share Share Correlation between CSKI and AUXL
    
    
 
       
Predicted Return Density
Expected Daily Returns   
AUXL  CSKI  

China Sky One Medical Inc.

 
    
    
China
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days China Sky One Medical Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Federal National Mortgage Association vs. China Sky One Medical Inc.
KDDI CORP vs. China Sky One Medical Inc.
SK Innovation vs. China Sky One Medical Inc.
A.P. M vs. China Sky One Medical Inc.
Citigroup Inc. vs. China Sky One Medical Inc.
AngloGold Ashanti Ltd. vs. China Sky One Medical Inc.
  

Auxilium Pharmaceuticals Inc.

 
    
    
Auxilium
Performance
5
Out Of
100
Over 30
Days
95% of all equities and portfolios perform better than Auxilium Pharmaceuticals Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Auxilium Pharmaceuticals Inc. are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.
    
    
Perrigo vs. Auxilium Pharmaceuticals Inc.
Herbalife Ltd. vs. Auxilium Pharmaceuticals Inc.
Prestige Brands Holdings Inc. vs. Auxilium Pharmaceuticals Inc.
USANA Health Sciences Inc. vs. Auxilium Pharmaceuticals Inc.
Lifevantage Corporation vs. Auxilium Pharmaceuticals Inc.
Nutraceutical International Corporation vs. Auxilium Pharmaceuticals Inc.
       


 

 
Analytics
Investor Landscape
Efficient Frontier
Market Correlation
Risk and Return Analysis
Financial Content
Portfolio Projections
Portfolio Backtesting
Tools
FAQs
Retirement Optimizer
RSS and Mobile Access
Company Directory
Advisor Directory
Insider Directory
Wealth Management
About Us
About Macroaxis
Contact Us
Terms Of Use
Privacy Policy
Custom Reporting
Product Tour
More ROI Custom Reporting