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US Market Closed: May 26, 09:12 AM 2012  
PTRAX PTTAX PTTCX PTTRX PTRRX PTTPX 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for GSOL and AOL ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Global Sources Ltd.  and   AOL Inc.
Check Correlation Matrix  
Daily Returns (%)
GSOL  AOL  
Timeline
Given investment horizon of 30 days, Global Sources Ltd. is expected to under-perform the AOL Inc. In addition to that, Global is 1.54 times more volatile than AOL Inc.. It trades about -0.21 of its total potential returns per unit of risk. AOL Inc. is currently generating about 0.26 per unit of volatility. If you would invest 2,518 in AOL Inc. on April 26, 2012 and sell it today you would earn a total of 230.00 from holding AOL Inc. or generate 9.13% return on investment over 30 days.

Diversification

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

Correlation Coefficient

-0.37
 Parameters
Time Period1 Month [change]
DirectionNegative GSOL Moved Down vs AOL
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between GSOL and AOL
    
    
 
       
Predicted Return Density
Expected Daily Returns   
GSOL  AOL  

Global Sources Ltd.

 
    
    
Global
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Global Sources Ltd. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Google Inc. vs. Global Sources Ltd.
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Bankrate Inc. Common Stock vs. Global Sources Ltd.
Sohu.com Inc. vs. Global Sources Ltd.
  

AOL Inc.

 
    
    
AOL Inc
Performance
11
Out Of
100
Over 30
Days
89% of all equities and portfolios perform better than AOL Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in AOL Inc. are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.
    
    
Google Inc. vs. AOL Inc.
Baidu Inc. vs. AOL Inc.
Yahoo! Inc. vs. AOL Inc.
Akamai Technologies Inc. vs. AOL Inc.
Bankrate Inc. Common Stock vs. AOL Inc.
Sohu.com Inc. vs. AOL Inc.
       


 

 
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