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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Pacific Sunwear of California   vs   Eagle Materials Inc.
 Compare Fundamentals  
Daily Returns (%)
PSUN   EXP   
 
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Given investment horizon of 30 days, Pacific Sunwear of California Inc is expected to generate 1.49 times more return on investment than Eagle. However, Pacific is 1.49 times more volatile than Eagle Materials Inc. It trades about 0.1 of its potential returns per unit of risk. Eagle Materials Inc is currently generating about -0.09 per unit of risk. If you would invest  298.00  in Pacific Sunwear of California Inc on May 20, 2013 and sell it today you would earn a total of  17.00  from holding Pacific Sunwear of California Inc or generate 5.7% return on investment over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding Pacific Sunwear of California and Eagle Materials Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.27
Parameters
Time Period1 Month [change]
DirectionPositive EXP Moved Up vs PSUN
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
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Returns   
PSUN   EXP   

Pacific Sunwear of California Inc

 
    
Pacific
Performance
5
Out Of
100
Over 30
Days
95% of all equities and portfolios perform better than Pacific Sunwear of California Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Pacific Sunwear of California Inc are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Pacific

Luxottica Group SpA vs. Pacific Sunwear of California Inc
The Gap Inc vs. Pacific Sunwear of California Inc
L Brands Inc vs. Pacific Sunwear of California Inc
Ross Stores Inc vs. Pacific Sunwear of California Inc
Nordstrom Inc vs. Pacific Sunwear of California Inc
Kohls Corp vs. Pacific Sunwear of California Inc
Urban Outfitters Inc vs. Pacific Sunwear of California Inc
Abercrombie Fitch Co vs. Pacific Sunwear of California Inc
American Eagle Outfitters Inc vs. Pacific Sunwear of California Inc
DSW Inc vs. Pacific Sunwear of California Inc
  

Eagle Materials Inc

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

Match-ups for Eagle

James Hardie Industries plc vs. Eagle Materials Inc
CRH plc vs. Eagle Materials Inc
CEMEX SAB de CV vs. Eagle Materials Inc
Monarch Cement Co vs. Eagle Materials Inc


 
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