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FNMFO FNMFO 096770 KDDIF Large Blend Hybrid Mix Momentum Recycling 
Benchmark SP 500  1,639   12.31  Index Moved Up 0.76% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Merck & Co. Inc.  vs   Ford Motor Co.
 Compare Fundamentals  
Daily Returns (%)
F   MRK   
 
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Considering 30-days investment horizon, Merck Co Inc is expected to generate 1.08 times more return on investment than Ford. However, Merck is 1.08 times more volatile than Ford Motor Co. It trades about 0.17 of its potential returns per unit of risk. Ford Motor Co is currently generating about 0.11 per unit of risk. If you would invest  4,733  in Merck Co Inc on May 19, 2013 and sell it today you would earn a total of  47.00  from holding Merck Co Inc or generate 0.99% return on investment over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Merck & Co. Inc. and Ford Motor Co. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.13
Parameters
Time Period1 Month [change]
DirectionPositive F Moved Up vs MRK
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
F   MRK   

Merck Co Inc

 
    
Merck
Performance
9
Out Of
100
Over 30
Days
91% of all equities and portfolios perform better than Merck Co Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Merck Co Inc are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.
    

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Ford Motor Co

 
    
Ford
Performance
5
Out Of
100
Over 30
Days
95% of all equities and portfolios perform better than Ford Motor Co. Compared with the overall equity markets, risk-adjusted returns on investments in Ford Motor Co are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.
    

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