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US Market Closed: May 26, 19:17 PM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for SHSH and ATC ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Shoshone Silver Mining Company  and   Atlantic Coal PLC
Check Correlation Matrix  
Daily Returns (%)
ATC  SHSH  
Timeline
Assuming 30 trading days horizon, Shoshone Silver Mining Company is expected to under-perform the Atlantic. In addition to that, Shoshone is 1.09 times more volatile than Atlantic Coal PLC. It trades about -0.27 of its total potential returns per unit of risk. Atlantic Coal PLC is currently generating about -0.14 per unit of volatility. If you would invest 46.00 in Atlantic Coal PLC on April 26, 2012 and sell it today you would lose (14.00) from holding Atlantic Coal PLC or give up 30.43% of portfolio value over 30 days.

Diversification

Weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Shoshone Silver Mining Company and Atlantic Coal PLC in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.34
 Parameters
Time Period1 Month [change]
DirectionPositive ATC.L Moved Up vs SHSH.OB
StrengthVery Weak
Accuracy81.82%
ValuesDaily Returns
    
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Share Share Correlation between SHSH and ATC
    
    
 
       
Predicted Return Density
Expected Daily Returns   
ATC  SHSH  

Shoshone Silver Mining Company

 
    
    
Shoshone
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Shoshone Silver Mining Company has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Atlantic Coal PLC

 
    
    
Atlantic
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Atlantic Coal PLC has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Federal National Mortgage Association vs. Atlantic Coal PLC
KDDI CORP vs. Atlantic Coal PLC
SK Innovation vs. Atlantic Coal PLC
A.P. M vs. Atlantic Coal PLC
Citigroup Inc. vs. Atlantic Coal PLC
AngloGold Ashanti Ltd. vs. Atlantic Coal PLC
       


 

 
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