Asset Comparison and Correlation

Taking into account 30 trading days horizon, Ford Motor is expected to under-perform the Agilent. But the stock apears to be less risky and, when comparing its historical volatility, Ford Motor is 1.23 times less risky than Agilent. The stock trades about -0.36 of its potential returns per unit of risk. The Agilent Technologies Inc. is currently generating about -0.05 of returns per unit of risk over similar time horizon. If you would invest 4,256 in Agilent Technologies Inc. on April 26, 2012 and sell it today you would lose (155.00) from holding Agilent Technologies Inc. or give up 3.64% of portfolio value over 30 days.