Considering 30-days investment horizon, Navistar International Corporation is expected to under-perform the Toyota. In addition to that, Navistar is 2.22 times more volatile than Toyota Motor Corporation. It trades about -0.32 of its total potential returns per unit of risk. Toyota Motor Corporation is currently generating about -0.24 per unit of volatility. If you would invest 8,229 in Toyota Motor Corporation on April 26, 2012 and sell it today you would lose (549) from holding Toyota Motor Corporation or give up 6.67% of portfolio value over 30 days.
Diversification
Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Navistar International Corp. and Toyota Motor Corp. in the same portfolio (assuming nothing else is changed)
Over the last 30 days Navistar International Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
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