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US Market Closed: May 25, 23:05 PM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for D5C

DAIICHI quote and profile

    
1.7
  
STOCK
 0.00   No Change   0.00%  
 0.834 Year To Date 1.32 

Diversification Suggestion

Use DAIICHI to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment

1 Month Beta ..........

1.28
As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, DAIICHI will likely underperform.
DAIICHI CHUO KISEN Large Beta
D5C Germany Berlin #JP3477800001DE
DAIICHI CHUO KISEN
 
Trade DAIICHI
 thisGreen D5C D5C.BE agains markets  0.00 % No Change  
 
 United States NASDAQ   0.07 % Macroaxis: 0.07 Moved Down  
 
 United States SP 500   0.22 % Macroaxis: 0.22 Moved Down  
 
 United States NYSE   0.24 % Macroaxis: 0.24 Moved Down  
 

DAIICHI correlation with market

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding DAIICHI CHUO KISEN and equity matching NYA index in the same portfolio

DAIICHI Performance

    
Price Growth (%)   
Market  DAIICHI  
 
Timeline
    

DAIICHI 30-Days Risk-Return Take

    
If you would invest 99.00 in DAIICHI CHUO KISEN on April 25, 2012 and sell it today you would lose (11.00) from holding DAIICHI CHUO KISEN or give up 11.11% of portfolio value over 30 days. DAIICHI CHUO KISEN is producing return of less than zero assuming 3.08% volatility of returns over the 30 days investment horizon. Simply put, 51% of all equities have less volatile historical return distribution than DAIICHI CHUO KISEN and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, DAIICHI CHUO KISEN is expected to under-perform the market. In addition to that, the company is 4.05 times more volatile than its market benchmark. It trades about -0.23 of its total potential returns per unit of risk. The NYSE is currently generating roughly -0.39 per unit of volatility.
    

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

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