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US Market Closed: May 26, 20:22 PM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for RAI and BTI ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Reynolds American Inc.  and   British American Tobacco plc
Check Correlation Matrix  
Daily Returns (%)
RAI  BTI  
Timeline
Considering 30-days investment horizon, Reynolds American Inc. is expected to generate 0.81 times more return on investment than British Amer. However, Reynolds American Inc. is 1.24 times less risky than British Amer. It trades about 0.22 of its potential returns per unit of risk. British American Tobacco plc is currently generating about -0.43 per unit of risk. If you would invest 4,058 in Reynolds American Inc. on April 26, 2012 and sell it today you would earn a total of 139.00 from holding Reynolds American Inc. or generate 3.43% return on investment over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding Reynolds American Inc. and British American Tobacco plc in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.02
 Parameters
Time Period1 Month [change]
DirectionNegative RAI Moved Down vs BTI
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between RAI and BTI
    
    
 
       
Predicted Return Density
Expected Daily Returns   
RAI  BTI  

Reynolds American Inc.

 
    
    
Reynolds
Performance
9
Out Of
100
Over 30
Days
91% of all equities and portfolios perform better than Reynolds American Inc.. Compared with the overall equity markets, risk-adjusted returns on investments in Reynolds American Inc. are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.
    
    
Philip Morris International Inc. vs. Reynolds American Inc.
British American Tobacco plc vs. Reynolds American Inc.
Altria Group Inc. vs. Reynolds American Inc.
Lorillard Inc. vs. Reynolds American Inc.
Vector Group Ltd. vs. Reynolds American Inc.
  

British American Tobacco plc

 
    
    
British Amer
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days British American Tobacco plc has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Philip Morris International Inc. vs. British American Tobacco plc
Altria Group Inc. vs. British American Tobacco plc
Reynolds American Inc. vs. British American Tobacco plc
Lorillard Inc. vs. British American Tobacco plc
Vector Group Ltd. vs. British American Tobacco plc
       


 

 
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