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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Microsoft Corp.  vs   Exxon Mobil Corp.
 Compare Fundamentals  
Daily Returns (%)
XOM   MSFT   
 
Given investment horizon of 30 days, Microsoft Corporation is expected to generate 1.3 times more return on investment than Exxon. However, Microsoft is 1.3 times more volatile than Exxon Mobil Corporation. It trades about 0.29 of its potential returns per unit of risk. Exxon Mobil Corporation is currently generating about 0.13 per unit of risk. If you would invest  3,194  in Microsoft Corporation on April 24, 2013 and sell it today you would earn a total of  221.00  from holding Microsoft Corporation or generate 6.92% return on investment over 30 days.

Diversification

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

Correlation Coefficient

0.48
Parameters
Time Period1 Month [change]
DirectionPositive XOM Moved Up vs MSFT
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
XOM   MSFT   

Microsoft Corporation

 
    
Microsoft
Performance
15
Out Of
100
Over 30
Days
85% of all equities and portfolios perform better than Microsoft Corporation. Compared with the overall equity markets, risk-adjusted returns on investments in Microsoft Corporation are ranked lower than 15 (%) of all global equities and portfolios over the last 30 days.
    

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Exxon Mobil Corporation

 
    
Exxon
Performance
7
Out Of
100
Over 30
Days
93% of all equities and portfolios perform better than Exxon Mobil Corporation. Compared with the overall equity markets, risk-adjusted returns on investments in Exxon Mobil Corporation are ranked lower than 7 (%) of all global equities and portfolios over the last 30 days.
    

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