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Asset Comparison and Correlation

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Investment horizon:

30 Days Login to change

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Kodiak Oil & Gas Corp. vs S&P 500

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Daily Returns (%)

KOG

GSPC

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Considering 30-days investment horizon, Kodiak Oil Gas Corp is expected to generate 3.33 times more return on investment than SP 500. However, Kodiak is 3.33 times more volatile than S&P 500. It trades about 0.38 of its potential returns per unit of risk. S&P 500 is currently generating about 0.35 per unit of risk. If you would invest 787 in Kodiak Oil Gas Corp on April 24, 2013 and sell it today you would earn a total of 107.00 from holding Kodiak Oil Gas Corp or generate 13.6% return on investment over 30 days.

Diversification

Poor diversification

Overlapping area represents amount of risk that can be diversified away by holding Kodiak Oil & Gas Corp. and S&P 500 in the same portfolio assuming nothing else is changed

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Correlation Coefficient

0.6

Parameters

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

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Predicted Return Density

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Returns

KOG

GSPC

Kodiak Oil Gas Corp

Alpha

Profile

Kodiak

Performance

20	Out Of 100

Over 30

Days

80% of all equities and portfolios perform better than Kodiak Oil Gas Corp. Compared with the overall equity markets, risk-adjusted returns on investments in Kodiak Oil Gas Corp are ranked lower than 20 (%) of all global equities and portfolios over the last 30 days.

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S&P 500

Profile

SP 500

Performance

19	Out Of 100

Over 30

Days

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