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US Market Closed: May 26, 14:53 PM 2012  
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for MLG and AICPQ ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 MetLife Inc.  and   AICI CAP TR 9% PFD
Check Correlation Matrix  
Daily Returns (%)
MLG  AICPQ  
Timeline
Considering 30-days investment horizon, MetLife Inc. is expected to generate 0.07 times more return on investment than AICI. However, MetLife Inc. is 15.15 times less risky than AICI. It trades about 0.25 of its potential returns per unit of risk. AICI CAP TR 9% PFD is currently generating about -0.21 per unit of risk. If you would invest 2,569 in MetLife Inc. on April 26, 2012 and sell it today you would earn a total of 76.00 from holding MetLife Inc. or generate 2.96% return on investment over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding MetLife Inc. and AICI CAP TR 9% PFD in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.09
 Parameters
Time Period1 Month [change]
DirectionNegative MLG Moved Down vs AICPQ.PK
StrengthInsignificant
Accuracy95.65%
ValuesDaily Returns
    
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Share Share Correlation between MLG and AICPQ
    
    
 
       
Predicted Return Density
Expected Daily Returns   
MLG  AICPQ  

MetLife Inc.

 
    
    
MetLife
Performance
11
Out Of
100
Over 30
Days
89% of all equities and portfolios perform better than MetLife Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in MetLife Inc. are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.
    
    
Federal National Mortgage Association vs. MetLife Inc.
KDDI CORP vs. MetLife Inc.
SK Innovation vs. MetLife Inc.
A.P. M vs. MetLife Inc.
Citigroup Inc. vs. MetLife Inc.
AngloGold Ashanti Ltd. vs. MetLife Inc.
  

AICI CAP TR 9% PFD

 
    
    
AICI
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days AICI CAP TR 9% PFD has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Federal National Mortgage Association vs. AICI CAP TR 9% PFD
KDDI CORP vs. AICI CAP TR 9% PFD
SK Innovation vs. AICI CAP TR 9% PFD
A.P. M vs. AICI CAP TR 9% PFD
Citigroup Inc. vs. AICI CAP TR 9% PFD
AngloGold Ashanti Ltd. vs. AICI CAP TR 9% PFD
       


 

 
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