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US Market Closed: May 26, 20:48 PM 2012  
BHP BBL VALE RIO TCK-A TCK-B 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Regal Entertainment Group  and   Rentrak Corp.
Check Correlation Matrix  
Daily Returns (%)
RENT  RGC  
Timeline
Considering 30-days investment horizon, Regal Entertainment Group is expected to generate 0.68 times more return on investment than Rentrak. However, Regal Entertainment Group is 1.46 times less risky than Rentrak. It trades about 0.15 of its potential returns per unit of risk. Rentrak Corporation is currently generating about -0.24 per unit of risk. If you would invest 1,350 in Regal Entertainment Group on April 26, 2012 and sell it today you would earn a total of 71.00 from holding Regal Entertainment Group or generate 5.26% return on investment over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding Regal Entertainment Group and Rentrak Corp. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.26
 Parameters
Time Period1 Month [change]
DirectionPositive RENT Moved Up vs RGC
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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 Share Correlation between RGC and RENT 
Share Share Correlation between RGC and RENT
    
    
 
       
Predicted Return Density
Expected Daily Returns   
RENT  RGC  

Regal Entertainment Group

 
    
    
Regal
Performance
6
Out Of
100
Over 30
Days
94% of all equities and portfolios perform better than Regal Entertainment Group. Compared with the overall equity markets, risk-adjusted returns on investments in Regal Entertainment Group are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.
    
    
Cinemark Holdings Inc. vs. Regal Entertainment Group
Lions Gate Entertainment Corporation vs. Regal Entertainment Group
DreamWorks Animation SKG Inc. vs. Regal Entertainment Group
Carmike Cinemas Inc. vs. Regal Entertainment Group
Rentrak Corporation vs. Regal Entertainment Group
Reading International Inc. vs. Regal Entertainment Group
  

Rentrak Corporation

 
    
    
Rentrak
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Rentrak Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Cinemark Holdings Inc. vs. Rentrak Corporation
Regal Entertainment Group vs. Rentrak Corporation
Lions Gate Entertainment Corporation vs. Rentrak Corporation
DreamWorks Animation SKG Inc. vs. Rentrak Corporation
Carmike Cinemas Inc. vs. Rentrak Corporation
Reading International Inc. vs. Rentrak Corporation
       


 

 
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