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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 The Walt Disney Company  vs   Ford Motor Co.
 Compare Fundamentals  
Daily Returns (%)
F   DIS   
 
Considering 30-days investment horizon, Disney is expected to generate 1.63 times less return on investment than Ford. But when comparing it to its historical volatility, The Walt Disney Company is 1.44 times less risky than Ford. It trades about 0.51 of its potential returns per unit of risk. Ford Motor Co is currently generating about 0.57 of returns per unit of risk over similar time horizon. If you would invest  1,293  in Ford Motor Co on April 18, 2013 and sell it today you would earn a total of  215.00  from holding Ford Motor Co or generate 16.63% return on investment over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding The Walt Disney Company and Ford Motor Co. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.17
Parameters
Time Period1 Month [change]
DirectionPositive F Moved Up vs DIS
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
F   DIS   

The Walt Disney Company

 
    
Disney
Performance
27
Out Of
100
Over 30
Days
73% of all equities and portfolios perform better than The Walt Disney Company. Compared with the overall equity markets, risk-adjusted returns on investments in The Walt Disney Company are ranked lower than 27 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Disney

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Ford Motor Co

 
    
Ford
Performance
30
Out Of
100
Over 30
Days
70% of all equities and portfolios perform better than Ford Motor Co. Compared with the overall equity markets, risk-adjusted returns on investments in Ford Motor Co are ranked lower than 30 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Ford

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