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Risk/Return Analysis
US Market Closed: May 26, 13:31 PM 2012
SLB
NOV
HAL
BHI
CAM
FTI
NYSE
7,534
18.032
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Collecting data for JBO and CPC ...
Asset Comparison and Correlation
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Investment horizon:
30 Days (
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Run Correlation
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Lehman ABS 6.30 GS Cap I 6.30%
Alpha
Profile
Lehman
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days Lehman ABS 6.30 GS Cap I 6.30% has generated negative risk-adjusted returns adding no value to investors with long positions.
Check Performance
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Chemspec International Limited
Alpha
Profile
Federal National Mortgage Association vs. Chemspec International Limited
KDDI CORP vs. Chemspec International Limited
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Citigroup Inc. vs. Chemspec International Limited
AngloGold Ashanti Ltd. vs. Chemspec International Limited
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