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US Market Closed: May 26, 08:37 AM 2012  
VTSSX VTSMX VITSX VTSAX VFIAX VFINX 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for GOOG and D ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Google Inc.  and   Dominion Resources Inc.
Check Correlation Matrix  
Daily Returns (%)
 GOOG  
Timeline
Given investment horizon of 30 days, Google Inc. is expected to under-perform the Dominion. In addition to that, Google is 3.33 times more volatile than Dominion Resources Inc.. It trades about -0.1 of its total potential returns per unit of risk. Dominion Resources Inc. is currently generating about 0.12 per unit of volatility. If you would invest 5,207 in Dominion Resources Inc. on April 26, 2012 and sell it today you would earn a total of 48.00 from holding Dominion Resources Inc. or generate 0.92% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding Google Inc. and Dominion Resources Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.23
 Parameters
Time Period1 Month [change]
DirectionNegative GOOG Moved Down vs D
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
 GOOG  

Google Inc.

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

 
    
    
Dominion
Performance
5
Out Of
100
Over 30
Days
95% of all equities and portfolios perform better than Dominion Resources Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Dominion Resources Inc. are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.
    
    
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