Macroaxis: Personalized Investing
Personalized Investing and
Digital Wealth Optimization

Benchmark  United States  NYSE  10,986   52.767 Index Moved Down -0.48%  


Processing
Collecting data for PZE and TOT ...

Correlation analysis between Petrobras and Total

   
?
Summary
?
Essentials
?
Health
?
Technicals
?
Premiums
?
Valuation
?
Danger
?
History
?
Headlines
?
Leaders
?
Hype
?
Backtest
?
Peers
?
Advice
?
Correlation
?
Exposure
?
Forecast
?
Cycles
?
Operators
?
Shifting
?
Momentum
?
Patterns
?
Depth
?
Overlaps
?
Statistics
?
Volatility
?
Volume
?
Widgets
Investment horizon:  
  30 Days    Login   to change
  
Run Correlation
 
This module allows you to analyze existing cross correlation between Petrobras Argentina SA and Total SA. You can compare the effects of market volatilities on Petrobras and Total and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Petrobras with a short position of Total. Please also check ongoing floating volatility patterns of Petrobras and Total.
 

Unable to calculate performance of either PZE or TOT at this time. Please try again latter.

Historical Performance Chart

Directional Movement
Moving Averages
Balance Of Power
Bollinger Bands
Commodity Channel
Price Ceiling
Money Flow Index
Pattern Detection
Tangent Of Price Move
On Balance Volume
Price Depth
Rate of Change
Mean
Deviation		Jensen
Alpha		Sortino
Ratio		Treynor
Ratio		Semi
Deviation		Information
Ratio		Expected
Shortfall		Potential
Upside		Value
At Risk		Maximum
Drawdown
PZE
 2.39  0.18  0.07  0.10  2.76  0.07 (3.04) 4.81 (4.92) 12.00 
Backtest
TOT
 0.96 (0.28)(0.17)(0.10) 1.60 (0.20)(0.98) 2.02 (2.26) 3.79 
Backtest

Comparative Volatility

Predicted Return Density
 Save Chart Image
 
Embed  
Returns:   
PZE   TOT   

Petrobras Argentina SA

Premiums
 
Correlation
 
Profile
Compared with the overall equity markets, risk-adjusted returns on investments in Petrobras Argentina SA are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.
Check Performance
Backtest
Predict Price

Pair trading matchups for Petrobras

Exxon Mobil Corporation vs. Petrobras Argentina SA
Total SA vs. Petrobras Argentina SA
Statoil ASA vs. Petrobras Argentina SA
  

Total SA

Premiums
 
Correlation
 
Profile
Over the last 30 days Total SA has generated negative risk-adjusted returns adding no value to investors with long positions.
Check Performance
Backtest
Predict Price

Pair trading matchups for Total

Exxon Mobil Corporation vs. Total SA
Statoil ASA vs. Total SA


 
Analytics
Risk Adjusted Returns Landscape
Live Efficient Frontier
Market Correlation Analysis
Watchlist Analysis
Financial Content
Portfolio Estimation and Projections
Portfolio Theme Builder
 
 
Research Modules
Equities Backtesting Analysis
Instant Retirement Optimizer
Cross-portfolio RSS and Mobile Access
Company, fund, and ETF Directory
Financial Advisor Directory
Insider and Manager Directory
Wealth Management
Financial Widget
Financial Widgets
Get Stock Ticker
Stock Tickers
 
Opportunities   Themes   Suggestions
Services And Technology
Frequently Asked Questions
Quick Product Tour
Product Technology Overview
Solution Methodology
Plans and Pricing
 
Free Investor Tools
World Market Correlations
Instant Equity Comparator
Watchlist Analysis
Position Suggestions
Equity Alpha Analysis
 
About Us
About Macroaxis
Contact Us
Product Terms Of Use
Service Privacy Policy
Advertising Opportunities
  © 2014 Macroaxis Inc. All rights reserved       Advertising   Mobile Access   Retirement   Alpha Search   Compare Stocks                 Macroaxis Blog   Take our survey