Macroaxis: Personalized Investing
Simple Personalized Investing

S&P 500   1,666   1.18  Index Moved Down -0.07%
4925 4142 045098 99421 Plastics Energy Basic Utilities Railroads 
United States  USA  |  Screen Global Equities


Processing
Collecting data for DBC and ^GSPC ...

Asset Comparison and Correlation

 View All Portfolios 
    
Investment horizon: 
  30 Days    Login   to change
Run Correlation
 
 PowerShares DB Commodity Index  vs   S&P 500
Check Correlation Matrix  
Daily Returns (%)
GSPC   DBC   
 
Embed  Financial Widgets Catalog
Export  Financial Widgets Catalog
Timeline
Considering 30-days investment horizon, PowerShares is expected to generate 3.1 times less return on investment than SP 500. In addition to that, PowerShares is 1.49 times more volatile than S&P 500. It trades about 0.12 of its total potential returns per unit of risk. S&P 500 is currently generating about 0.56 per unit of volatility. If you would invest  157,878  in S&P 500 on April 21, 2013 and sell it today you would earn a total of  8,751  from holding S&P 500 or generate 5.54% return on investment over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding PowerShares DB Commodity Index and S&P 500 in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.45
Parameters
Time Period1 Month [change]
DirectionPositive ^GSPC Moved Up vs DBC
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
Follow Correlation between DBC and GSPC with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker
Add To Reader
Get Widget
 
Add Correlation between DBC and GSPC to your reader
Syndicate
 
Share Correlation between DBC and GSPC 
Find Opportunities
 
Predicted Return Density
 
Embed  Financial Widgets Catalog
Export  Financial Widgets Catalog
Returns   
GSPC   DBC   

PowerShares DB Commodity Index Tracking

Alpha
 
Profile
    
PowerShares
Performance
6
Out Of
100
Over 30
Days
?
94% of all equities and portfolios perform better than PowerShares DB Commodity Index Tracking. Compared with the overall equity markets, risk-adjusted returns on investments in PowerShares DB Commodity Index Tracking are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.
Check Performance
Backtest
Predict Price
    

Match ups for PowerShares

iPath DJUBS Commodity Index TR ETN vs. PowerShares DB Commodity Index Tracking
iShares S P GSCI CommodityIndexed Trust vs. PowerShares DB Commodity Index Tracking
ELEMENTS Rogers Intl Commodity ETN vs. PowerShares DB Commodity Index Tracking
GreenHaven Continuous Commodity Index vs. PowerShares DB Commodity Index Tracking
GS Connect S P GSCI Enh Commodity TR ETN vs. PowerShares DB Commodity Index Tracking
UBS ETRACS CMCI TR ETN vs. PowerShares DB Commodity Index Tracking
iPath S P GSCI Total Return Index ETN vs. PowerShares DB Commodity Index Tracking
Stream S P Dynamic Roll Glbl Commodities vs. PowerShares DB Commodity Index Tracking
PowerShares DB Commodity Long ETN vs. PowerShares DB Commodity Index Tracking
  

S&P 500

 
Profile
    
SP 500
Performance
30
Out Of
100
Over 30
Days
?
Check Performance
Backtest
Predict Price
    

Match ups for SP 500

iShares iBoxx $ High Yield Corporate Bd vs. S&P 500
National Interstate Corporation vs. S&P 500
VelocityShares Daily Inverse VIX ST ETN vs. S&P 500
Trico Marine Services Inc vs. S&P 500
iShares Barclays 20+ Year Treas Bond vs. S&P 500
Symmetricom Inc vs. S&P 500
Nxstage Medical Inc vs. S&P 500
Nexstar Broadcasting Group Inc vs. S&P 500
Berkshire Bancorp Inc vs. S&P 500
Dynavax Technologies Corporation vs. S&P 500
BOOT vs. S&P 500
SPDR Barclays Capital Convertible Secs vs. S&P 500


 
Analytics
Risk Adjusted Returns Landscape
Live Efficient Frontier
Market Correlation Analysis
Watchlist Analysis
Financial Content
Portfolio Estimation and Projections
Portfolio Theme Builder
 
 
Research Modules
Equities Backtesting Analysis
Instant Retirement Optimizer
Cross-portfolio RSS and Mobile Access
Company, fund, and ETF Directory
Financial Advisor Directory
Insider and Manager Directory
Wealth Management
 Gadgets, Widgets, and Apps          
Take our survey
  
Financial Widget
Financial Widgets
Financial Content
Investing Content
Get Stock Ticker
Stock Tickers
 
Opportunities   Themes   Suggestions
Services And Technology
Frequently Asked Questions
Quick Product Tour
Product Technology Overview
Solution Methodology
Plans and Pricing
 
Free Investor Tools
World Market Correlations
Instant Equity Comparator
Watchlist Analysis
Position Suggestions
Equity Alpha Analysis
 
About Us
About Macroaxis
Contact Us
Product Terms Of Use
Service Privacy Policy
Advertising Opportunities
  © 2013 Macroaxis Inc. All rights reserved       Custom Reporting   Advertising   Mobile Access   Retirement Grader   Alpha Search   Compare Stocks
Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us
Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey
Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium