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Collecting data for LOYPLUSM1 and IXETRBE2 ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 LOYPLUS M1  vs   IXE IXEMILBE2
 Compare Fundamentals  
Daily Returns (%)
IXETRBE2   LOYPLUSM1   
 
Assuming 30 trading days horizon, LOYPLUS is expected to generate 12.0 times less return on investment than IXE IXEMILBE. But when comparing it to its historical volatility, LOYPLUS M1 is 26.5 times less risky than IXE IXEMILBE. It trades about 0.5 of its potential returns per unit of risk. IXE IXEMILBE2 is currently generating about 0.23 of returns per unit of risk over similar time horizon. If you would invest  125.00  in IXE IXEMILBE2 on April 20, 2013 and sell it today you would earn a total of  1.00  from holding IXE IXEMILBE2 or generate 0.8% return on investment over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding LOYPLUS M1 and IXE IXEMILBE2 in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.06
Parameters
Time Period1 Month [change]
DirectionNegative LOYPLUSM1.MX Moved Down vs IXETRBE2.MX
StrengthInsignificant
Accuracy85.71%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
IXETRBE2   LOYPLUSM1   

LOYPLUS M1

 
    
LOYPLUS
Performance
15
Out Of
100
Over 30
Days
85% of all equities and portfolios perform better than LOYPLUS M1. Compared with the overall equity markets, risk-adjusted returns on investments in LOYPLUS M1 are ranked lower than 15 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for LOYPLUS

BNMPZO B0E vs. LOYPLUS M1
BNMPZO B2A vs. LOYPLUS M1
BNMPZO B1B vs. LOYPLUS M1
BNMPZO C0B vs. LOYPLUS M1
BNMCP A vs. LOYPLUS M1
BNMCP C0B vs. LOYPLUS M1
APOLO12 F2 vs. LOYPLUS M1
APOLO 12B vs. LOYPLUS M1
APOLO12 M2 vs. LOYPLUS M1
APOLO 12E vs. LOYPLUS M1
  

IXE IXEMILBE2

 
    
IXE IXEMILBE
Performance
11
Out Of
100
Over 30
Days
89% of all equities and portfolios perform better than IXE IXEMILBE2. Compared with the overall equity markets, risk-adjusted returns on investments in IXE IXEMILBE2 are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for IXE IXEMILBE

BNMPZO B0E vs. IXE IXEMILBE2
BNMPZO B2A vs. IXE IXEMILBE2
BNMPZO B1B vs. IXE IXEMILBE2
BNMPZO C0B vs. IXE IXEMILBE2
BNMCP A vs. IXE IXEMILBE2
BNMCP C0B vs. IXE IXEMILBE2
APOLO12 F2 vs. IXE IXEMILBE2
APOLO 12B vs. IXE IXEMILBE2
APOLO12 M2 vs. IXE IXEMILBE2
APOLO 12E vs. IXE IXEMILBE2


 
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