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Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Ratos AB  vs   Federal National Mortgage Asso
 Compare Fundamentals  
Daily Returns (%)
FNMFO   RATO-A   
 
Assuming 30 trading days horizon, Ratos AB is expected to under-perform the Federal. But the stock apears to be less risky and, when comparing its historical volatility, Ratos AB is 2.73 times less risky than Federal. The stock trades about -0.06 of its potential returns per unit of risk. The Federal National Mortgage Association is currently generating about 0.28 of returns per unit of risk over similar time horizon. If you would invest  1,555,000  in Federal National Mortgage Association on April 26, 2013 and sell it today you would earn a total of  570,000  from holding Federal National Mortgage Association or generate 36.66% return on investment over 30 days.

Diversification

Significant diversification
Overlapping area represents amount of risk that can be diversified away by holding Ratos AB and Federal National Mortgage Asso in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.01
Parameters
Time Period1 Month [change]
DirectionPositive FNMFO.PK Moved Up vs RATO-A.ST
StrengthInsignificant
Accuracy90.48%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
FNMFO   RATO-A   

Ratos AB

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

Match-ups for Ratos

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Federal National Mortgage Association

 
    
Federal
Performance
15
Out Of
100
Over 30
Days
85% of all equities and portfolios perform better than Federal National Mortgage Association. Compared with the overall equity markets, risk-adjusted returns on investments in Federal National Mortgage Association are ranked lower than 15 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Federal

Federal National Mortgage Association vs. Federal National Mortgage Association
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AP M vs. Federal National Mortgage Association
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