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S&P 500   1,667   17.00  Index Moved Up 1.03%
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Collecting data for PMFG and ^GSPC ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 PMFG Inc.  vs   S&P 500
Check Correlation Matrix  
Daily Returns (%)
GSPC   PMFG   
 
Given investment horizon of 30 days, PMFG Inc is expected to generate 6.32 times more return on investment than SP 500. However, PMFG is 6.32 times more volatile than S&P 500. It trades about 0.15 of its potential returns per unit of risk. S&P 500 is currently generating about 0.59 per unit of risk. If you would invest  599  in PMFG Inc on April 20, 2013 and sell it today you would earn a total of  25.00  from holding PMFG Inc or generate 4.17% return on investment over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding PMFG Inc. and S&P 500 in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.77
Parameters
Time Period1 Month [change]
DirectionPositive ^GSPC Moved Up vs PMFG
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   PMFG   

PMFG Inc

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

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S&P 500

 
    
SP 500
Performance
31
Out Of
100
Over 30
Days
    

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