Macroaxis: Personalized Investing
Simple Personalized Investing

SP 500   1,648   7.83  Index Moved Down -0.47%
BHEL BHEL ABB CUMMINS Currency Oil And Gas Emerging Markets Long-Short 
United States GSPC USD ...  |  Check Insiders


Processing
Collecting data for FXI and PGJ ...

Asset Comparison and Correlation

 View All Portfolios 
    
Investment horizon: 
  30 Days    Login   to change
Run Correlation
 
 iShares FTSE China 25 Index Fu  vs   PowerShares Golden Dragon Chin
 Compare Fundamentals  
Daily Returns (%)
PGJ   FXI   
 
Change Benchmark   
Embed  Financial Widgets Catalog
Export  Financial Widgets Catalog
Timeline
Considering 30-days investment horizon, iShares is expected to generate 2.79 times less return on investment than PowerShares. But when comparing it to its historical volatility, iShares FTSE China 25 Index Fund is 1.23 times less risky than PowerShares. It trades about 0.19 of its potential returns per unit of risk. PowerShares Golden Dragon China is currently generating about 0.43 of returns per unit of risk over similar time horizon. If you would invest  1,913  in PowerShares Golden Dragon China on April 23, 2013 and sell it today you would earn a total of  208.00  from holding PowerShares Golden Dragon China or generate 10.87% return on investment over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding iShares FTSE China 25 Index Fu and PowerShares Golden Dragon Chin in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.63
Parameters
Time Period1 Month [change]
DirectionPositive PGJ Moved Up vs FXI
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
Follow Correlation between FXI and PGJ with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker
Add To Reader
Get Widget
 
Add Correlation between FXI and PGJ to your reader
Syndicate
 
Share Correlation between FXI and PGJ 
Find Opportunities
 
Predicted Return Density
 
Embed  Financial Widgets Catalog
Export  Financial Widgets Catalog
Returns   
PGJ   FXI   

iShares FTSE China 25 Index Fund

Alpha
 
Profile
    
iShares
Performance
10
Out Of
100
Over 30
Days
?
90% of all equities and portfolios perform better than iShares FTSE China 25 Index Fund. Compared with the overall equity markets, risk-adjusted returns on investments in iShares FTSE China 25 Index Fund are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.
Check Performance
Backtest
Predict Price
    

Match ups for iShares

iShares MSCI Hong Kong Index vs. iShares FTSE China 25 Index Fund
iShares MSCI Taiwan Index vs. iShares FTSE China 25 Index Fund
SPDR S P China vs. iShares FTSE China 25 Index Fund
Guggenheim China Small Cap vs. iShares FTSE China 25 Index Fund
PowerShares Golden Dragon China vs. iShares FTSE China 25 Index Fund
Guggenheim China Real Estate vs. iShares FTSE China 25 Index Fund
Market Vectors China ETF vs. iShares FTSE China 25 Index Fund
iShares FTSE China HK Listed Index vs. iShares FTSE China 25 Index Fund
Guggenheim China Technology vs. iShares FTSE China 25 Index Fund
  

PowerShares Golden Dragon China

Alpha
 
Profile
    
PowerShares
Performance
22
Out Of
100
Over 30
Days
?
78% of all equities and portfolios perform better than PowerShares Golden Dragon China. Compared with the overall equity markets, risk-adjusted returns on investments in PowerShares Golden Dragon China are ranked lower than 22 (%) of all global equities and portfolios over the last 30 days.
Check Performance
Backtest
Predict Price
    

Match ups for PowerShares

iShares FTSE China 25 Index Fund vs. PowerShares Golden Dragon China
iShares MSCI Hong Kong Index vs. PowerShares Golden Dragon China
iShares MSCI Taiwan Index vs. PowerShares Golden Dragon China
SPDR S P China vs. PowerShares Golden Dragon China
Guggenheim China Small Cap vs. PowerShares Golden Dragon China
Guggenheim China Real Estate vs. PowerShares Golden Dragon China
Market Vectors China ETF vs. PowerShares Golden Dragon China
iShares FTSE China HK Listed Index vs. PowerShares Golden Dragon China
Guggenheim China Technology vs. PowerShares Golden Dragon China


 
Analytics
Risk Adjusted Returns Landscape
Live Efficient Frontier
Market Correlation Analysis
Watchlist Analysis
Financial Content
Portfolio Estimation and Projections
Portfolio Theme Builder
 
 
Research Modules
Equities Backtesting Analysis
Instant Retirement Optimizer
Cross-portfolio RSS and Mobile Access
Company, fund, and ETF Directory
Financial Advisor Directory
Insider and Manager Directory
Wealth Management
 Gadgets, Widgets, and Apps          
Take our survey
  
Financial Widget
Financial Widgets
Financial Content
Investing Content
Get Stock Ticker
Stock Tickers
 
Opportunities   Themes   Suggestions
Services And Technology
Frequently Asked Questions
Quick Product Tour
Product Technology Overview
Solution Methodology
Plans and Pricing
 
Free Investor Tools
World Market Correlations
Instant Equity Comparator
Watchlist Analysis
Position Suggestions
Equity Alpha Analysis
 
About Us
About Macroaxis
Contact Us
Product Terms Of Use
Service Privacy Policy
Advertising Opportunities
  © 2013 Macroaxis Inc. All rights reserved       Custom Reporting   Advertising   Mobile Access   Retirement Grader   Alpha Search   Compare Stocks
Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us
Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey
Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium