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US Market Closed: May 26, 10:16 AM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for INBP and AUXL ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Integrated Biopharma Inc.  and   Auxilium Pharmaceuticals Inc.
Check Correlation Matrix  
Daily Returns (%)
AUXL  INBP  
Timeline
Assuming 30 trading days horizon, Integrated Biopharma Inc. is expected to generate 53.05 times more return on investment than Auxilium. However, Integrated is 53.05 times more volatile than Auxilium Pharmaceuticals Inc.. It trades about 0.2 of its potential returns per unit of risk. Auxilium Pharmaceuticals Inc. is currently generating about 0.14 per unit of risk. If you would invest 3.00 in Integrated Biopharma Inc. on April 26, 2012 and sell it today you would earn a total of 4.00 from holding Integrated Biopharma Inc. or generate 133.33% return on investment over 30 days.

Diversification

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

Correlation Coefficient

0.04
 Parameters
Time Period1 Month [change]
DirectionPositive AUXL Moved Up vs INBP.OB
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between INBP and AUXL
    
    
 
       
Predicted Return Density
Expected Daily Returns   
AUXL  INBP  

Integrated Biopharma Inc.

 
    
    
Integrated
Performance
8
Out Of
100
Over 30
Days
92% of all equities and portfolios perform better than Integrated Biopharma Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Integrated Biopharma Inc. are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.
    
    
Perrigo vs. Integrated Biopharma Inc.
Herbalife Ltd. vs. Integrated Biopharma Inc.
Auxilium Pharmaceuticals Inc. vs. Integrated Biopharma Inc.
Prestige Brands Holdings Inc. vs. Integrated Biopharma Inc.
USANA Health Sciences Inc. vs. Integrated Biopharma Inc.
Lifevantage Corporation vs. Integrated Biopharma 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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