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Collecting data for GOOG and ^KS11 ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Google Inc.  vs   Seoul Comp
Check Correlation Matrix  
Daily Returns (%)
KS11   GOOG   
 
Given investment horizon of 30 days, Google Inc is expected to generate 1.79 times more return on investment than Seoul. However, Google is 1.79 times more volatile than Seoul Comp. It trades about 0.35 of its potential returns per unit of risk. Seoul Comp is currently generating about 0.27 per unit of risk. If you would invest  81,345  in Google Inc on April 23, 2013 and sell it today you would earn a total of  7,597  from holding Google Inc or generate 9.34% return on investment over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Google Inc. and Seoul Comp in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.12
Parameters
Time Period1 Month [change]
DirectionPositive ^KS11 Moved Up vs GOOG
StrengthInsignificant
Accuracy90.91%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
KS11   GOOG   

Google Inc

 
    
Google
Performance
19
Out Of
100
Over 30
Days
81% of all equities and portfolios perform better than Google Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Google Inc are ranked lower than 19 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Google

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Sohu Inc vs. Google Inc
  

Seoul Comp

 
    
Seoul
Performance
15
Out Of
100
Over 30
Days
    

Match ups for Seoul

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Time Warner Inc vs. Seoul Comp


 
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