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US Market Closed: May 26, 18:10 PM 2012  
PTRAX PTTAX PTTCX PTTRX PTRRX PTTPX 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for NGT and WMAR ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Eastern American Natural Gas T  and   West Marine Inc.
Check Correlation Matrix  
Daily Returns (%)
WMAR  NGT  
Timeline
Considering 30-days investment horizon, Eastern American Natural Gas Trust is expected to generate 0.3 times more return on investment than West. However, Eastern American Natural Gas Trust is 3.37 times less risky than West. It trades about -0.28 of its potential returns per unit of risk. West Marine Inc. is currently generating about -0.35 per unit of risk. If you would invest 2,226 in Eastern American Natural Gas Trust on April 26, 2012 and sell it today you would lose (76.00) from holding Eastern American Natural Gas Trust or give up 3.41% of portfolio value over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Eastern American Natural Gas T and West Marine Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.17
 Parameters
Time Period1 Month [change]
DirectionPositive WMAR Moved Up vs NGT
StrengthInsignificant
Accuracy95.65%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
WMAR  NGT  

Eastern American Natural Gas Trust

 
    
    
Eastern
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Eastern American Natural Gas Trust has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
The Goldman Sachs Group Inc. vs. Eastern American Natural Gas Trust
IntercontinentalExchange Inc. vs. Eastern American Natural Gas Trust
NYSE Euronext Inc. vs. Eastern American Natural Gas Trust
Nasdaq OMX Group Inc. vs. Eastern American Natural Gas Trust
Administradora de Fondos de Pensiones Provida SA vs. Eastern American Natural Gas Trust
Apollo Global Management LLC vs. Eastern American Natural Gas Trust
  

West Marine Inc.

 
    
    
West
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days West Marine Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Luxottica Group SpA vs. West Marine Inc.
Staples Inc. vs. West Marine Inc.
Tractor Supply Company vs. West Marine Inc.
PetSmart Inc. vs. West Marine Inc.
Sally Beauty Holdings Inc. vs. West Marine Inc.
HSN Inc. vs. West Marine Inc.
       


 

 
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