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Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Philippine Long Distance Telep  vs   Exponent Inc.
 Compare Fundamentals  
Daily Returns (%)
EXPO   PHI   
 
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Considering 30-days investment horizon, Philippine Long Distance Telephone Company is expected to under-perform the Exponent. But the stock apears to be less risky and, when comparing its historical volatility, Philippine Long Distance Telephone Company is 1.01 times less risky than Exponent. The stock trades about -0.46 of its potential returns per unit of risk. The Exponent Inc is currently generating about 0.15 of returns per unit of risk over similar time horizon. If you would invest  5,564  in Exponent Inc on May 21, 2013 and sell it today you would earn a total of  214.00  from holding Exponent Inc or generate 3.85% return on investment over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Philippine Long Distance Telep and Exponent Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.12
Parameters
Time Period1 Month [change]
DirectionPositive EXPO Moved Up vs PHI
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
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Philippine Long Distance Telephone Compa

 
    
Philippine
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Philippine Long Distance Telephone Company has generated negative risk-adjusted returns adding no value to investors with long positions.
    

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Exponent Inc

 
    
Exponent
Performance
8
Out Of
100
Over 30
Days
92% of all equities and portfolios perform better than Exponent Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Exponent Inc are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Exponent

Genpact Ltd vs. Exponent Inc
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