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US Market Closed: May 25, 22:05 PM 2012  
GT TWI CTB ROG MYE AEPI 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for CSKI and MTEX ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 China Sky One Medical Inc.  and   Mannatech Inc.
Check Correlation Matrix  
Daily Returns (%)
MTEX  CSKI  
Timeline
Given investment horizon of 30 days, China Sky One Medical Inc. is expected to under-perform the Mannatech. But the stock apears to be less risky and, when comparing its historical volatility, China Sky One Medical Inc. is 1.38 times less risky than Mannatech. The stock trades about -0.14 of its potential returns per unit of risk. The Mannatech Inc. is currently generating about -0.04 of returns per unit of risk over similar time horizon. If you would invest 427.00 in Mannatech Inc. on April 25, 2012 and sell it today you would lose (3.00) from holding Mannatech Inc. or give up 0.7% of portfolio value over 30 days.

Diversification

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

Correlation Coefficient

0.04
 Parameters
Time Period1 Month [change]
DirectionPositive MTEX Moved Up vs CSKI
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between CSKI and MTEX
    
    
 
       
Predicted Return Density
Expected Daily Returns   
MTEX  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.
    
    
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Citigroup Inc. vs. China Sky One Medical Inc.
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Mannatech Inc.

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