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Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Federal National Mortgage Asso  vs   Supertel Hospitality Inc.
 Compare Fundamentals  
Daily Returns (%)
FNMFO   SPPRP   
 
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Assuming 30 trading days horizon, Federal National Mortgage Association is expected to generate 6.52 times more return on investment than Supertel. However, Federal is 6.52 times more volatile than Supertel Hospitality Inc. It trades about -0.03 of its potential returns per unit of risk. Supertel Hospitality Inc is currently generating about -0.4 per unit of risk. If you would invest  1,815,000  in Federal National Mortgage Association on May 21, 2013 and sell it today you would lose (115,000) from holding Federal National Mortgage Association or give up 6.34% of portfolio value over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding Federal National Mortgage Asso and Supertel Hospitality Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.25
Parameters
Time Period1 Month [change]
DirectionNegative FNMFO.PK Moved Down vs SPPRP
StrengthInsignificant
Accuracy55.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
FNMFO   SPPRP   

Federal National Mortgage Association

 
    
Federal
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Federal National Mortgage Association has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for Federal

Federal National Mortgage Association vs. Federal National Mortgage Association
SK Innovation vs. Federal National Mortgage Association
Japan Tobacco Inc vs. Federal National Mortgage Association
AP M vs. Federal National Mortgage Association
AP M vs. Federal National Mortgage Association
Citigroup Inc vs. Federal National Mortgage Association
SGS SA vs. Federal National Mortgage Association
  

Supertel Hospitality Inc

 
    
Supertel
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Supertel Hospitality Inc has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for Supertel

Federal National Mortgage Association vs. Supertel Hospitality Inc
Federal National Mortgage Association vs. Supertel Hospitality Inc
SK Innovation vs. Supertel Hospitality Inc
Japan Tobacco Inc vs. Supertel Hospitality Inc
AP M vs. Supertel Hospitality Inc
AP M vs. Supertel Hospitality Inc
Citigroup Inc vs. Supertel Hospitality Inc
SGS SA vs. Supertel Hospitality Inc


 
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