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US Market Closed: May 26, 09:28 AM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for HBNK and CRIS ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Hampden Bancorp Inc.  and   Curis Inc.
Check Correlation Matrix  
Daily Returns (%)
HBNK  CRIS  
Timeline
Given investment horizon of 30 days, Hampden Bancorp Inc. is expected to generate 0.53 times more return on investment than Curis. However, Hampden Bancorp Inc. is 1.9 times less risky than Curis. It trades about 0.14 of its potential returns per unit of risk. Curis Inc. is currently generating about -0.08 per unit of risk. If you would invest 1,243 in Hampden Bancorp Inc. on April 26, 2012 and sell it today you would earn a total of 57.00 from holding Hampden Bancorp Inc. or generate 4.59% return on investment over 30 days.

Diversification

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

Correlation Coefficient

-0.27
 Parameters
Time Period1 Month [change]
DirectionNegative HBNK Moved Down vs CRIS
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
HBNK  CRIS  

Hampden Bancorp Inc.

 
    
    
Hampden
Performance
6
Out Of
100
Over 30
Days
94% of all equities and portfolios perform better than Hampden Bancorp Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Hampden Bancorp Inc. are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.
    
    
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Curis Inc.

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