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US Market Closed: May 26, 03:45 AM 2012  
VEMAX VEMRX VEMIX VEIEX VERSX ODVYX 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for ESI and DV ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 ITT Educational Services Inc.  and   DeVry Inc.
Check Correlation Matrix  
Daily Returns (%)
ESI  DV  
Timeline
Considering 30-days investment horizon, ITT Educational Services Inc. is expected to generate about the same return on investment as DeVry Inc..However, ITT Educatio is 1.54 times more volatile than DeVry Inc.. It trades about -0.36 of its potential returns per unit of risk. DeVry Inc. is currently producing about -0.55 per unit of risk. If you would invest 3,211 in DeVry Inc. on April 26, 2012 and sell it today you would lose (389.00) from holding DeVry Inc. or give up 12.11% of portfolio value over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding ITT Educational Services Inc. and DeVry Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.59
 Parameters
Time Period1 Month [change]
DirectionPositive DV Moved Up vs ESI
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
ESI  DV  

ITT Educational Services Inc.

 
    
    
ITT Educatio
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days ITT Educational Services Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
New Oriental Education & Technology Group vs. ITT Educational Services Inc.
Apollo Group Inc. vs. ITT Educational Services Inc.
The Washington Post Company vs. ITT Educational Services Inc.
DeVry Inc. vs. ITT Educational Services Inc.
Education Management Corporation vs. ITT Educational Services Inc.
Bridgepoint Education Inc. vs. ITT Educational Services Inc.
  

DeVry Inc.

 
    
    
DeVry
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days DeVry Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
New Oriental Education & Technology Group vs. DeVry Inc.
Apollo Group Inc. vs. DeVry Inc.
The Washington Post Company vs. DeVry Inc.
ITT Educational Services Inc. vs. DeVry Inc.
Education Management Corporation vs. DeVry Inc.
Bridgepoint Education Inc. vs. DeVry Inc.
       


 

 
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