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Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Microsoft Corp.  vs   The Walt Disney Company
 Compare Fundamentals  
Daily Returns (%)
DIS   MSFT   
 
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Given investment horizon of 30 days, Microsoft Corporation is expected to generate 0.82 times more return on investment than Disney. However, Microsoft Corporation is 1.22 times less risky than Disney. It trades about -0.02 of its potential returns per unit of risk. The Walt Disney Company is currently generating about -0.07 per unit of risk. If you would invest  3,461  in Microsoft Corporation on May 21, 2013 and sell it today you would lose (2.00) from holding Microsoft Corporation or give up 0.06% of portfolio value over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Microsoft Corp. and The Walt Disney Company in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.44
Parameters
Time Period1 Month [change]
DirectionPositive DIS Moved Up vs MSFT
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
DIS   MSFT   

Microsoft Corporation

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

Match-ups for Microsoft

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The Walt Disney Company

 
    
Disney
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days The Walt Disney Company has generated negative risk-adjusted returns adding no value to investors with long positions.
    

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