Allowing for 30-days total investment horizon, Estee Lauder Companies Inc. is expected to under-perform the Elizabeth. But the stock apears to be less risky and, when comparing its historical volatility, Estee Lauder Companies Inc. is 1.01 times less risky than Elizabeth. The stock trades about -0.46 of its potential returns per unit of risk. The Elizabeth Arden Inc. is currently generating about -0.32 of returns per unit of risk over similar time horizon. If you would invest 3,948 in Elizabeth Arden Inc. on April 26, 2012 and sell it today you would lose (426.00) from holding Elizabeth Arden Inc. or give up 10.79% of portfolio value over 30 days.
Diversification
Weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Estee Lauder Companies Inc. and Elizabeth Arden Inc. in the same portfolio (assuming nothing else is changed)
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