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US Market Closed: May 26, 15:27 PM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for NKTR and DCTH ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Nektar Therapeutics  and   Delcath Systems Inc.
Check Correlation Matrix  
Daily Returns (%)
DCTH  NKTR  
Timeline
Given investment horizon of 30 days, Nektar Therapeutics is expected to generate 0.32 times more return on investment than Delcath. However, Nektar Therapeutics is 3.16 times less risky than Delcath. It trades about -0.17 of its potential returns per unit of risk. Delcath Systems Inc. is currently generating about -0.27 per unit of risk. If you would invest 787 in Nektar Therapeutics on April 26, 2012 and sell it today you would lose (91.00) from holding Nektar Therapeutics or give up 11.56% of portfolio value over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding Nektar Therapeutics and Delcath Systems Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.21
 Parameters
Time Period1 Month [change]
DirectionPositive DCTH Moved Up vs NKTR
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
DCTH  NKTR  

Nektar Therapeutics

 
    
    
Nektar
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Nektar Therapeutics has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Delcath Systems Inc.

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