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US Market Closed: May 26, 09:41 AM 2012  
PUCPX PFIUX PUBRX PUBCX PUBAX PUBDX 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for HES and XOM ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Hess Corp.  and   Exxon Mobil Corp.
Check Correlation Matrix  
Daily Returns (%)
HES  XOM  
Timeline
Considering 30-days investment horizon, Hess Corporation is expected to under-perform the Exxon. In addition to that, Hess is 3.22 times more volatile than Exxon Mobil Corporation. It trades about -0.23 of its total potential returns per unit of risk. Exxon Mobil Corporation is currently generating about -0.37 per unit of volatility. If you would invest 8,608 in Exxon Mobil Corporation on April 26, 2012 and sell it today you would lose (400.00) from holding Exxon Mobil Corporation or give up 4.65% of portfolio value over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Hess Corp. and Exxon Mobil Corp. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.59
 Parameters
Time Period1 Month [change]
DirectionPositive XOM Moved Up vs HES
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
HES  XOM  

Hess Corporation

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

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