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US Market Closed: May 26, 00:50 AM 2012  
G CXW BAH EXBD FCN HURN 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for DRE and FVE ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Duke Realty Corp.  and   Five Star Quality Care Inc.
Check Correlation Matrix  
Daily Returns (%)
FVE  DRE  
Timeline
Considering 30-days investment horizon, Duke Realty Corporation is expected to generate 0.45 times more return on investment than Five. However, Duke Realty Corporation is 2.24 times less risky than Five. It trades about -0.28 of its potential returns per unit of risk. Five Star Quality Care Inc. is currently generating about -0.2 per unit of risk. If you would invest 1,479 in Duke Realty Corporation on April 25, 2012 and sell it today you would lose (100.00) from holding Duke Realty Corporation or give up 6.76% of portfolio value over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Duke Realty Corp. and Five Star Quality Care Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.15
 Parameters
Time Period1 Month [change]
DirectionPositive FVE Moved Up vs DRE
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between DRE and FVE
    
    
 
       
Predicted Return Density
Expected Daily Returns   
FVE  DRE  

Duke Realty Corporation

 
    
    
Duke
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Duke Realty Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Boston Properties Inc. vs. Duke Realty Corporation
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Alexandria Real Estate Equities Inc. vs. Duke Realty Corporation
Liberty Property Trust vs. Duke Realty Corporation
Kilroy Realty Corporation vs. Duke Realty Corporation
Highwoods Properties Inc. vs. Duke Realty Corporation
  

Five Star Quality Care Inc.

 
    
    
Five
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Five Star Quality Care Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Brookdale Senior Living Inc. vs. Five Star Quality Care Inc.
Emeritus Corporation vs. Five Star Quality Care Inc.
National Healthcare Corporation vs. Five Star Quality Care Inc.
The Ensign Group Inc. vs. Five Star Quality Care Inc.
Kindred Healthcare Inc. vs. Five Star Quality Care Inc.
Sunrise Senior Living Inc. vs. Five Star Quality Care Inc.
       


 

 
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