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US Market Closed: May 26, 17:22 PM 2012  
GOOG YHOO AKAM RATE SOHU VCLK 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for MRWSF and SYKE ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 MORRISON W SPRMRKT P  and   Sykes Enterprises Incorporated
Check Correlation Matrix  
Daily Returns (%)
SYKE  MRWSF  
Timeline
Assuming 30 trading days horizon, MORRISON W SPRMRKT P is expected to under-perform the Sykes. In addition to that, MORRISON is 1.31 times more volatile than Sykes Enterprises Incorporated. It trades about -0.26 of its total potential returns per unit of risk. Sykes Enterprises Incorporated is currently generating about -0.14 per unit of volatility. If you would invest 1,591 in Sykes Enterprises Incorporated on April 26, 2012 and sell it today you would lose (64.00) from holding Sykes Enterprises Incorporated or give up 4.02% of portfolio value over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding MORRISON W SPRMRKT P and Sykes Enterprises Incorporated in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.17
 Parameters
Time Period1 Month [change]
DirectionPositive SYKE Moved Up vs MRWSF.PK
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
SYKE  MRWSF  

MORRISON W SPRMRKT P

 
    
    
MORRISON
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days MORRISON W SPRMRKT P has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Sykes Enterprises Incorporated

 
    
    
Sykes
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Sykes Enterprises Incorporated has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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