Welcome to Macroaxis
Sign in to go to your portfolios
Don't have an account? Create It
  Macroaxis: Personalized Investing   The proven technology to invest wisely
Macroaxis Country Selector USA  Change      Macroaxis User Registration Register    Macroaxis User Login Sign In
   
  
 
US Market Closed: May 26, 17:38 PM 2012  
005380 000270 012330 FNMFO 051910 032830 
 
 
  NYSE  7,534  18.032  Index Moved Down 



Processing
Collecting data for MTN and EAF ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Vail Resorts Inc.  and   EASTAFRICA FPO
Check Correlation Matrix  
Daily Returns (%)
MTN  EAF  
Timeline
Considering 30-days investment horizon, Vail Resorts Inc. is expected to generate 0.34 times more return on investment than EASTAFRICA. However, Vail Resorts Inc. is 2.92 times less risky than EASTAFRICA. It trades about 0.03 of its potential returns per unit of risk. EASTAFRICA FPO is currently generating about -0.16 per unit of risk. If you would invest 4,131 in Vail Resorts Inc. on April 26, 2012 and sell it today you would earn a total of 18.00 from holding Vail Resorts Inc. or generate 0.44% return on investment over 30 days.

Diversification

Significant diversification
Overlapping area represents amount of risk that can be diversified away by holding Vail Resorts Inc. and EASTAFRICA FPO in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.03
 Parameters
Time Period1 Month [change]
DirectionPositive EAF.AX Moved Up vs MTN
StrengthInsignificant
Accuracy86.36%
ValuesDaily Returns
    
Follow Correlation between MTN and EAF with your standard RSS feed, custom widget, or your favorite social app
Add To Reader
 
Add Correlation between MTN and EAF to your reader
 
Get social with Correlation between MTN and EAF
 Share Correlation between MTN and EAF 
Share Share Correlation between MTN and EAF
    
    
 
       
Predicted Return Density
Expected Daily Returns   
MTN  EAF  

Vail Resorts Inc.

 
    
    
Vail
Performance
1
Out Of
100
Over 30
Days
99% of all equities and portfolios perform better than Vail Resorts Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Vail Resorts Inc. are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.
    
    
Las Vegas Sands Corporation vs. Vail Resorts Inc.
Carnival Corporation vs. Vail Resorts Inc.
Wynn Resorts Ltd. vs. Vail Resorts Inc.
Melco Crown Entertainment Ltd. vs. Vail Resorts Inc.
Royal Caribbean Cruises Ltd. vs. Vail Resorts Inc.
MGM Resorts International vs. Vail Resorts Inc.
  

EASTAFRICA FPO

 
    
    
EASTAFRICA
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days EASTAFRICA FPO has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Federal National Mortgage Association vs. EASTAFRICA FPO
KDDI CORP vs. EASTAFRICA FPO
SK Innovation vs. EASTAFRICA FPO
A.P. M vs. EASTAFRICA FPO
Citigroup Inc. vs. EASTAFRICA FPO
AngloGold Ashanti Ltd. vs. EASTAFRICA FPO
       


 

 
Analytics
Investor Landscape
Efficient Frontier
Market Correlation
Risk and Return Analysis
Financial Content
Portfolio Projections
Portfolio Backtesting
Tools
FAQs
Retirement Optimizer
RSS and Mobile Access
Company Directory
Advisor Directory
Insider Directory
Wealth Management
About Us
About Macroaxis
Contact Us
Terms Of Use
Privacy Policy
Custom Reporting
Product Tour
More ROI Custom Reporting