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US Market Closed: May 26, 11:42 AM 2012  
DIS TWX 0200 1070 2383 0198 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for IAGX and AUXL ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Imagenetix Inc.  and   Auxilium Pharmaceuticals Inc.
Check Correlation Matrix  
Daily Returns (%)
AUXL  IAGX  
Timeline
Assuming 30 trading days horizon, Imagenetix Inc. is expected to under-perform the Auxilium. In addition to that, Imagenetix is 5.5 times more volatile than Auxilium Pharmaceuticals Inc.. It trades about -0.2 of its total potential returns per unit of risk. Auxilium Pharmaceuticals Inc. is currently generating about 0.14 per unit of volatility. If you would invest 1,830 in Auxilium Pharmaceuticals Inc. on April 26, 2012 and sell it today you would earn a total of 97.00 from holding Auxilium Pharmaceuticals Inc. or generate 5.3% return on investment over 30 days.

Diversification

Significant diversification
Overlapping area represents amount of risk that can be diversified away by holding Imagenetix Inc. and Auxilium Pharmaceuticals Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.08
 Parameters
Time Period1 Month [change]
DirectionPositive AUXL Moved Up vs IAGX.OB
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
AUXL  IAGX  

Imagenetix Inc.

 
    
    
Imagenetix
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Imagenetix Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Perrigo vs. Imagenetix Inc.
Herbalife Ltd. vs. Imagenetix Inc.
Auxilium Pharmaceuticals Inc. vs. Imagenetix Inc.
Prestige Brands Holdings Inc. vs. Imagenetix Inc.
USANA Health Sciences Inc. vs. Imagenetix Inc.
Lifevantage Corporation vs. Imagenetix Inc.
  

Auxilium Pharmaceuticals Inc.

 
    
    
Auxilium
Performance
6
Out Of
100
Over 30
Days
94% of all equities and portfolios perform better than Auxilium Pharmaceuticals Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Auxilium Pharmaceuticals Inc. are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.
    
    
Perrigo vs. Auxilium Pharmaceuticals Inc.
Herbalife Ltd. vs. Auxilium Pharmaceuticals Inc.
Prestige Brands Holdings Inc. vs. Auxilium Pharmaceuticals Inc.
USANA Health Sciences Inc. vs. Auxilium Pharmaceuticals Inc.
Lifevantage Corporation vs. Auxilium Pharmaceuticals Inc.
Nutraceutical International Corporation vs. Auxilium Pharmaceuticals Inc.
       


 

 
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