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Benchmark  United States  NYSE  10,576   5.981 Index Moved Down -0.06%  


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Correlation analysis between Expedia and Microsoft

 
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Investment horizon:  
  30 Days    Login   to change
  
This module allows you to analyze existing cross correlation between Expedia Inc and Microsoft Corporation. You can compare the effects of market volatilities on Expedia and Microsoft and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. Please also check ongoing floating volatility patterns of Expedia and Microsoft.
 
 Expedia Inc.  vs   Microsoft Corp.
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Daily Returns (%)
EXPE   MSFT   
 
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Given investment horizon of 30 days, Expedia Inc is expected to generate 1.67 times more return on investment than Microsoft. However, Expedia is 1.67 times more volatile than Microsoft Corporation. It trades about 0.02 of its potential returns per unit of risk. Microsoft Corporation is currently generating about -0.05 per unit of risk. If you would invest  7,116  in Expedia Inc on March 25, 2014 and sell it today you would earn a total of  132.00  from holding Expedia Inc or generate 1.85% return on investment over 30 days.

Diversification

Weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Expedia Inc. and Microsoft Corp. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.3
Parameters
Time Period1 Month [change]
DirectionPositive MSFT Moved Up vs EXPE
StrengthVery Weak
Accuracy95.24%
ValuesDaily Returns
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Predicted Return Density
 
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Returns:   
EXPE   MSFT   

Expedia Inc

 
    
Compared with the overall equity markets, risk-adjusted returns on investments in Expedia Inc are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.
    

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Microsoft Corporation

 
    
Over the last 30 days Microsoft Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
    

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