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US Market Closed: May 26, 06:54 AM 2012

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NYSE 7,534 18.032

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Asset Comparison and Correlation

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Investment horizon:

30 Days (Login to change)

Generex Biotechnology Corp. and Acura Pharmaceuticals Inc.

Check Correlation Matrix

Daily Returns (%)

GNBT

ACUR

Timeline

Given investment horizon of 30 days, Generex Biotechnology Corporation is expected to under-perform the Acura. In addition to that, Generex is 1.23 times more volatile than Acura Pharmaceuticals Inc.. It trades about -0.07 of its total potential returns per unit of risk. Acura Pharmaceuticals Inc. is currently generating about -0.06 per unit of volatility. If you would invest 326.00 in Acura Pharmaceuticals Inc. on April 26, 2012 and sell it today you would lose (21.00) from holding Acura Pharmaceuticals Inc. or give up 6.44% of portfolio value over 30 days.

Diversification

Very good diversification

Overlapping area represents amount of risk that can be diversified away by holding Generex Biotechnology Corp. and Acura Pharmaceuticals Inc. in the same portfolio (assuming nothing else is changed)

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Correlation Coefficient

-0.26

Parameters

Time Period	1 Month [change]
Direction	Negative
Strength	Insignificant
Accuracy	100.0%
Values	Daily Returns

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Predicted Return Density

Expected Daily Returns

GNBT

ACUR

Generex Biotechnology Corporation

Alpha

Profile

Generex

Performance

0	Out Of 100

Over 30

Days

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

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