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, 17:06 PM 2012  
 
 
  NYSE  7,534  18.032  Index Moved Down 



Processing
Collecting data for PEH and RANASUG ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Pacific Environment Limited  and   Rana Sugars Ltd.
Check Correlation Matrix  
Daily Returns (%)
PEH  RANASUG  
Timeline
Assuming 30 trading days horizon, Pacific Environment Limited is expected to under-perform the Rana. In addition to that, Pacific is 2.61 times more volatile than Rana Sugars Ltd.. It trades about -0.09 of its total potential returns per unit of risk. Rana Sugars Ltd. is currently generating about -0.15 per unit of volatility. If you would invest 349.00 in Rana Sugars Ltd. on April 26, 2012 and sell it today you would lose (45.00) from holding Rana Sugars Ltd. or give up 12.89% of portfolio value over 30 days.

Diversification

Pay attention
Overlapping area represents amount of risk that can be diversified away by holding Pacific Environment Limited and Rana Sugars Ltd. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.0
 Parameters
Time Period1 Month [change]
DirectionFlat 
StrengthInsignificant
Accuracy94.74%
ValuesDaily Returns
    
Follow Correlation between PEH and RANASUG with your standard RSS feed, custom widget, or your favorite social app
Add To Reader
 
Add Correlation between PEH and RANASUG to your reader
 
Get social with Correlation between PEH and RANASUG
 Share Correlation between PEH and RANASUG 
Share Share Correlation between PEH and RANASUG
    
    
 
       
Predicted Return Density
Expected Daily Returns   
PEH  RANASUG  

Pacific Environment Limited

 
    
    
Pacific
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Pacific Environment Limited has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Donaldson Company Inc. vs. Pacific Environment Limited
Transpacific Industries Group Ltd vs. Pacific Environment Limited
Calgon Carbon Corporation vs. Pacific Environment Limited
Tox Free Solutions Limited vs. Pacific Environment Limited
ADAES Inc. vs. Pacific Environment Limited
Energy Recovery Inc. vs. Pacific Environment Limited
  

Rana Sugars Ltd.

 
    
    
Rana
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Rana Sugars Ltd. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
E.I.D. Parry India Ltd. vs. Rana Sugars Ltd.
McLeod Russel India Ltd. vs. Rana Sugars Ltd.
Archer Daniels Midland Company vs. Rana Sugars Ltd.
Kaveri Seed Company Ltd. vs. Rana Sugars Ltd.
Bunge Limited vs. Rana Sugars Ltd.
Advanta India Ltd. vs. Rana Sugars Ltd.
       


 

 
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