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Benchmark SP 500  1,642   9.70  Index Moved Down -0.59% United States ...


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Collecting data for PR and ^NYA ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Prevedi Sicurezza  vs   NYSE
Check Correlation Matrix  
Daily Returns (%)
PR   NYA   
 
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Assuming 30 trading days horizon, Prevedi Sicurezza is expected to generate 4.41 times more return on investment than NYSE. However, Prevedi is 4.41 times more volatile than NYSE. It trades about 0.02 of its potential returns per unit of risk. NYSE is currently generating about -0.1 per unit of risk. If you would invest  26.00  in Prevedi Sicurezza on May 20, 2013 and sell it today you would earn a total of  0.00 from holding Prevedi Sicurezza or generate 0.0% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding Prevedi Sicurezza and NYSE in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.48
Parameters
Time Period1 Month [change]
DirectionNegative PR.MI Moved Down vs ^NYA
StrengthVery Weak
Accuracy95.45%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
PR   NYA   

Prevedi Sicurezza

 
    
Prevedi
Performance
1
Out Of
100
Over 30
Days
99% of all equities and portfolios perform better than Prevedi Sicurezza. Compared with the overall equity markets, risk-adjusted returns on investments in Prevedi Sicurezza are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Prevedi

ERG SpA vs. Prevedi Sicurezza
  

NYSE

 
    
NYSE
Performance
0
Out Of
100
Over 30
Days
    

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