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US Market Closed: May 26, 02:35 AM 2012  
RZGE1 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for ELAN and LFGEF ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 eLandia International Inc.  and   Lafarge S.A.
Check Correlation Matrix  
Daily Returns (%)
LFGEF  ELAN  
Timeline
Assuming 30 trading days horizon, eLandia International Inc. is expected to generate 8.24 times more return on investment than Lafarge. However, eLandia is 8.24 times more volatile than Lafarge S.A.. It trades about 0.38 of its potential returns per unit of risk. Lafarge S.A. is currently generating about -0.29 per unit of risk. If you would invest 25.00 in eLandia International Inc. on April 26, 2012 and sell it today you would earn a total of 14.00 from holding eLandia International Inc. or generate 56.0% return on investment over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding eLandia International Inc. and Lafarge S.A. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.18
 Parameters
Time Period1 Month [change]
DirectionNegative ELAN.OB Moved Down vs LFGEF.PK
StrengthInsignificant
Accuracy30.43%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
LFGEF  ELAN  

eLandia International Inc.

 
    
    
eLandia
Performance
16
Out Of
100
Over 30
Days
84% of all equities and portfolios perform better than eLandia International Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in eLandia International Inc. are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days.
    
    
Federal National Mortgage Association vs. eLandia International Inc.
KDDI CORP vs. eLandia International Inc.
SK Innovation vs. eLandia International Inc.
A.P. M vs. eLandia International Inc.
Citigroup Inc. vs. eLandia International Inc.
AngloGold Ashanti Ltd. vs. eLandia International Inc.
  

Lafarge S.A.

 
    
    
Lafarge
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Lafarge S.A. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Federal National Mortgage Association vs. Lafarge S.A.
KDDI CORP vs. Lafarge S.A.
SK Innovation vs. Lafarge S.A.
A.P. M vs. Lafarge S.A.
Citigroup Inc. vs. Lafarge S.A.
AngloGold Ashanti Ltd. vs. Lafarge S.A.
       


 

 
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