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S&P 500   1,667   17.00  Index Moved Up 1.03%
102591 102592 110575 102590 Software Small Value World Allocation Small Growth 
United States  USA  |  Investing Themes


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 JPMorgan Chase & Co.  vs   Ford Motor Co.
 Compare Fundamentals  
Daily Returns (%)
F   JPM   
 
Considering 30-days investment horizon, JPMorgan is expected to generate 1.53 times less return on investment than Ford. But when comparing it to its historical volatility, JPMorgan Chase Co is 1.2 times less risky than Ford. It trades about 0.42 of its potential returns per unit of risk. Ford Motor Co is currently generating about 0.54 of returns per unit of risk over similar time horizon. If you would invest  1,306  in Ford Motor Co on April 19, 2013 and sell it today you would earn a total of  202.00  from holding Ford Motor Co or generate 15.47% return on investment over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding JPMorgan Chase & Co. and Ford Motor Co. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.49
Parameters
Time Period1 Month [change]
DirectionPositive F Moved Up vs JPM
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
F   JPM   

JPMorgan Chase Co

 
    
JPMorgan
Performance
22
Out Of
100
Over 30
Days
78% of all equities and portfolios perform better than JPMorgan Chase Co. Compared with the overall equity markets, risk-adjusted returns on investments in JPMorgan Chase Co are ranked lower than 22 (%) of all global equities and portfolios over the last 30 days.
    

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Ford Motor Co

 
    
Ford
Performance
28
Out Of
100
Over 30
Days
72% of all equities and portfolios perform better than Ford Motor Co. Compared with the overall equity markets, risk-adjusted returns on investments in Ford Motor Co are ranked lower than 28 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Ford

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