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US Market Closed: May 26, 03:45 AM 2012  
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for ESI and MMS ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 ITT Educational Services Inc.  and   MAXIMUS Inc.
Check Correlation Matrix  
Daily Returns (%)
ESI  MMS  
Timeline
Considering 30-days investment horizon, ITT Educational Services Inc. is expected to under-perform the MAXIMUS. In addition to that, ITT Educatio is 1.42 times more volatile than MAXIMUS Inc.. It trades about -0.36 of its total potential returns per unit of risk. MAXIMUS Inc. is currently generating about 0.21 per unit of volatility. If you would invest 4,464 in MAXIMUS Inc. on April 26, 2012 and sell it today you would earn a total of 139.00 from holding MAXIMUS Inc. or generate 3.11% return on investment over 30 days.

Diversification

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

Correlation Coefficient

-0.51
 Parameters
Time Period1 Month [change]
DirectionNegative ESI Moved Down vs MMS
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between ESI and MMS
    
    
 
       
Predicted Return Density
Expected Daily Returns   
ESI  MMS  

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.
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DeVry Inc. vs. ITT Educational Services Inc.
Education Management Corporation vs. ITT Educational Services Inc.
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MAXIMUS Inc.

 
    
    
MAXIMUS
Performance
9
Out Of
100
Over 30
Days
91% of all equities and portfolios perform better than MAXIMUS Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in MAXIMUS Inc. are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.
    
    
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