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US Market Closed: May 26, 00:50 AM 2012  
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  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for DRE and GFLBB ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Duke Realty Corp.  and   Great Florida Bank
Check Correlation Matrix  
Daily Returns (%)
DRE  GFLBB  
Timeline
Considering 30-days investment horizon, Duke Realty Corporation is expected to generate 0.1 times more return on investment than Great. However, Duke Realty Corporation is 9.74 times less risky than Great. It trades about -0.28 of its potential returns per unit of risk. Great Florida Bank is currently generating about -0.17 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 Great Florida Bank in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.12
 Parameters
Time Period1 Month [change]
DirectionPositive GFLBB.OB Moved Up vs DRE
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
DRE  GFLBB  

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.
    
    
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Great Florida Bank

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