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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Perry Ellis International Inc.  vs   Barnes Group Inc.
 Compare Fundamentals  
Daily Returns (%)
PERY   B   
 
Given investment horizon of 30 days, Perry is expected to generate 1.06 times less return on investment than Barnes. In addition to that, Perry is 1.27 times more volatile than Barnes Group Inc. It trades about 0.34 of its total potential returns per unit of risk. Barnes Group Inc is currently generating about 0.46 per unit of volatility. If you would invest  2,736  in Barnes Group Inc on April 22, 2013 and sell it today you would earn a total of  318.00  from holding Barnes Group Inc or generate 11.62% return on investment over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Perry Ellis International Inc. and Barnes Group Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.66
Parameters
Time Period1 Month [change]
DirectionPositive B Moved Up vs PERY
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
PERY   B   

Perry Ellis International Inc

 
    
Perry
Performance
18
Out Of
100
Over 30
Days
82% of all equities and portfolios perform better than Perry Ellis International Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Perry Ellis International Inc are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Perry

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Barnes Group Inc

 
    
Barnes
Performance
24
Out Of
100
Over 30
Days
76% of all equities and portfolios perform better than Barnes Group Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Barnes Group Inc are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Barnes

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