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Investment horizon:

30 Days Login to change

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JPMorgan Chase & Co. vs Merck & Co. Inc.

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Daily Returns (%)

JPM

MRK

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Considering 30-days investment horizon, JPMorgan Chase Co is expected to generate 0.75 times more return on investment than Merck. However, JPMorgan Chase Co is 1.34 times less risky than Merck. It trades about 0.37 of its potential returns per unit of risk. Merck Co Inc is currently generating about -0.03 per unit of risk. If you would invest 4,900 in JPMorgan Chase Co on April 24, 2013 and sell it today you would earn a total of 435.00 from holding JPMorgan Chase Co or generate 8.88% return on investment over 30 days.

Diversification

Average diversification

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

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Correlation Coefficient

0.17

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Insignificant
Accuracy	100.0%
Values	Daily Returns

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Predicted Return Density

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Returns

JPM

MRK

JPMorgan Chase Co

Alpha

Profile

JPMorgan

Performance

19	Out Of 100

Over 30

Days

81% 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 19 (%) of all global equities and portfolios over the last 30 days.

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Merck Co Inc

Alpha

Profile

Merck

Performance

0	Out Of 100

Over 30

Days

Over the last 30 days Merck Co Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

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