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US Market Closed: May 26, 14:11 PM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for LCC and JBLU ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 US Airways Group Inc.  and   JetBlue Airways Corp.
Check Correlation Matrix  
Daily Returns (%)
JBLU  LCC  
Timeline
Considering 30-days investment horizon, US Airways Group Inc. is expected to generate 1.35 times more return on investment than JetBlue. However, US Airways is 1.35 times more volatile than JetBlue Airways Corporation. It trades about 0.3 of its potential returns per unit of risk. JetBlue Airways Corporation is currently generating about 0.05 per unit of risk. If you would invest 1,031 in US Airways Group Inc. on April 26, 2012 and sell it today you would earn a total of 199.00 from holding US Airways Group Inc. or generate 19.3% return on investment over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding US Airways Group Inc. and JetBlue Airways Corp. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.76
 Parameters
Time Period1 Month [change]
DirectionPositive JBLU Moved Up vs LCC
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
JBLU  LCC  

US Airways Group Inc.

 
    
    
US Airways
Performance
12
Out Of
100
Over 30
Days
88% of all equities and portfolios perform better than US Airways Group Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in US Airways Group Inc. are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.
    
    
Delta Air Lines Inc. vs. US Airways Group Inc.
China Southern Airlines Ltd. vs. US Airways Group Inc.
TAM S.A. vs. US Airways Group Inc.
China Eastern Airlines Corporation Ltd. vs. US Airways Group Inc.
TriQuint Semiconductor Inc. vs. US Airways Group Inc.
Century Aluminum vs. US Airways Group Inc.
  

JetBlue Airways Corporation

 
    
    
JetBlue
Performance
2
Out Of
100
Over 30
Days
98% of all equities and portfolios perform better than JetBlue Airways Corporation. Compared with the overall equity markets, risk-adjusted returns on investments in JetBlue Airways Corporation are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.
    
    
LAN Airlines S.A. vs. JetBlue Airways Corporation
Southwest Airlines vs. JetBlue Airways Corporation
Copa Holdings SA vs. JetBlue Airways Corporation
Alaska Air Group Inc. vs. JetBlue Airways Corporation
Allegiant Travel Company vs. JetBlue Airways Corporation
GOL Linhas A vs. JetBlue Airways Corporation
       


 

 
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