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Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Pepsico Inc.  vs   Embotelladora Andina S.A.
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Daily Returns (%)
AKO-B   PEP   
 
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Considering 30-days investment horizon, Pepsico Inc is not expected to generate positive returns. However, Pepsico Inc is 2.9 times less risky than AKO-B. It waists most of its returns potential to compensate for thr risk taken. AKO-B is generating about -0.14 per unit of risk. If you would invest  8,263  in Pepsico Inc on May 20, 2013 and sell it today you would lose (6.00) from holding Pepsico Inc or give up 0.07% of portfolio value over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding Pepsico Inc. and Embotelladora Andina S.A. in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.26
Parameters
Time Period1 Month [change]
DirectionNegative PEP Moved Down vs AKO-B
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
AKO-B   PEP   

Pepsico Inc

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

Match-ups for Pepsico

The CocaCola Company vs. Pepsico Inc
CocaCola FEMSA SAB de CV vs. Pepsico Inc
Embotelladora Andina SA vs. Pepsico Inc
  

Embotelladora Andina SA

 
    
AKO-B
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Embotelladora Andina SA has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for AKO-B

The CocaCola Company vs. Embotelladora Andina SA
Pepsico Inc vs. Embotelladora Andina SA
CocaCola FEMSA SAB de CV vs. Embotelladora Andina SA


 
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