Given investment horizon of 30 days, PACCAR Inc. is expected to generate 0.52 times more return on investment than Navistar. However, PACCAR Inc. is 1.94 times less risky than Navistar. It trades about -0.39 of its potential returns per unit of risk. Navistar International Corporation is currently generating about -0.32 per unit of risk. If you would invest 4,373 in PACCAR Inc. on April 26, 2012 and sell it today you would lose (538) from holding PACCAR Inc. or give up 12.3% of portfolio value over 30 days.
Diversification
Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding PACCAR Inc. and Navistar International 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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