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Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Duke Energy Corp.  vs   Questar Corp.
 Compare Fundamentals  
Daily Returns (%)
STR   DUK   
 
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Considering 30-days investment horizon, Duke Energy Corporation is expected to generate 0.73 times more return on investment than Questar. However, Duke Energy Corporation is 1.36 times less risky than Questar. It trades about -0.25 of its potential returns per unit of risk. Questar Corporation is currently generating about -0.29 per unit of risk. If you would invest  7,139  in Duke Energy Corporation on May 20, 2013 and sell it today you would lose (316.00) from holding Duke Energy Corporation or give up 4.43% of portfolio value over 30 days.

Diversification

Very poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Duke Energy Corp. and Questar Corp. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.86
Parameters
Time Period1 Month [change]
DirectionPositive STR Moved Up vs DUK
StrengthStrong
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
STR   DUK   

Duke Energy Corporation

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

Match-ups for Duke

Southern Company vs. Duke Energy Corporation
Dominion Resources Inc vs. Duke Energy Corporation
FirstEnergy Corp vs. Duke Energy Corporation
Edison International vs. Duke Energy Corporation
  

Questar Corporation

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

Match-ups for Questar

National Grid plc vs. Questar Corporation
AGL Resources Inc vs. Questar Corporation


 
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