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US Market Closed: May 26, 00:41 AM 2012  
8137 0685 GCI 0583 0018 0282 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for DNO and VSR ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Domino Printing Sciences PLC  and   Versar Inc.
Check Correlation Matrix  
Daily Returns (%)
DNO  VSR  
Timeline
Assuming 30 trading days horizon, Domino Printing Sciences PLC is expected to under-perform the Versar. But the stock apears to be less risky and, when comparing its historical volatility, Domino Printing Sciences PLC is 2.42 times less risky than Versar. The stock trades about -0.41 of its potential returns per unit of risk. The Versar Inc. is currently generating about 0.34 of returns per unit of risk over similar time horizon. If you would invest 244.00 in Versar Inc. on April 25, 2012 and sell it today you would earn a total of 58.00 from holding Versar Inc. or generate 23.77% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding Domino Printing Sciences PLC and Versar Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.31
 Parameters
Time Period1 Month [change]
DirectionNegative DNO.L Moved Down vs VSR
StrengthInsignificant
Accuracy86.36%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
DNO  VSR  

Domino Printing Sciences PLC

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

 
    
    
Versar
Performance
15
Out Of
100
Over 30
Days
85% of all equities and portfolios perform better than Versar Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Versar Inc. are ranked lower than 15 (%) of all global equities and portfolios over the last 30 days.
    
    
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