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Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 MAXIMUS Inc.  and   Strayer Education Inc.
Check Correlation Matrix  
Daily Returns (%)
STRA  MMS  
Timeline
Considering 30-days investment horizon, MAXIMUS Inc. is expected to generate 0.56 times more return on investment than Strayer. However, MAXIMUS Inc. is 1.79 times less risky than Strayer. It trades about 0.21 of its potential returns per unit of risk. Strayer Education Inc. is currently generating about -0.2 per unit of risk. If you would invest 4,464 in MAXIMUS Inc. on April 26, 2012 and sell it today you would earn a total of 139.00 from holding MAXIMUS Inc. or generate 3.11% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding MAXIMUS Inc. and Strayer Education Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.26
 Parameters
Time Period1 Month [change]
DirectionNegative MMS Moved Down vs STRA
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
STRA  MMS  

MAXIMUS Inc.

 
    
    
MAXIMUS
Performance
9
Out Of
100
Over 30
Days
91% of all equities and portfolios perform better than MAXIMUS Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in MAXIMUS Inc. are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.
    
    
Visa Inc. vs. MAXIMUS Inc.
Mastercard Incorporated vs. MAXIMUS Inc.
Western Union vs. MAXIMUS Inc.
Fidelity National Information Services Inc. vs. MAXIMUS Inc.
Fiserv Inc. vs. MAXIMUS Inc.
Moodys Corporation vs. MAXIMUS Inc.
  

Strayer Education Inc.

 
    
    
Strayer
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Strayer Education Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
New Oriental Education & Technology Group vs. Strayer Education Inc.
Apollo Group Inc. vs. Strayer Education Inc.
The Washington Post Company vs. Strayer Education Inc.
DeVry Inc. vs. Strayer Education Inc.
ITT Educational Services Inc. vs. Strayer Education Inc.
Education Management Corporation vs. Strayer Education Inc.
       


 

 
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