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US Market Closed: May 26, 21:10 PM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for RSPO and UBS ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Reshoot Production Company  and   UBS AG
Check Correlation Matrix  
Daily Returns (%)
RSPO  UBS  
Timeline
Assuming 30 trading days horizon, Reshoot Production Company is expected to generate 9.6 times more return on investment than UBS AG. However, Reshoot is 9.6 times more volatile than UBS AG. It trades about 0.21 of its potential returns per unit of risk. UBS AG is currently generating about -0.21 per unit of risk. If you would invest 36.00 in Reshoot Production Company on April 26, 2012 and sell it today you would earn a total of 29.00 from holding Reshoot Production Company or generate 80.56% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding Reshoot Production Company and UBS AG in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.26
 Parameters
Time Period1 Month [change]
DirectionNegative RSPO.OB Moved Down vs UBS
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between RSPO and UBS
    
    
 
       
Predicted Return Density
Expected Daily Returns   
RSPO  UBS  

Reshoot Production Company

 
    
    
Reshoot
Performance
9
Out Of
100
Over 30
Days
91% of all equities and portfolios perform better than Reshoot Production Company. Compared with the overall equity markets, risk-adjusted returns on investments in Reshoot Production Company are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.
    
    
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UBS AG

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