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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
 
 Sonus Networks Inc.  vs   Perry Ellis International Inc.
 Compare Fundamentals  
Daily Returns (%)
PERY   SONS   
 
Given investment horizon of 30 days, Sonus Networks Inc is expected to generate 2.2 times more return on investment than Perry. However, Sonus is 2.2 times more volatile than Perry Ellis International Inc. It trades about 0.2 of its potential returns per unit of risk. Perry Ellis International Inc is currently generating about 0.29 per unit of risk. If you would invest  207.00  in Sonus Networks Inc on April 25, 2013 and sell it today you would earn a total of  33.00  from holding Sonus Networks Inc or generate 15.94% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding Sonus Networks Inc. and Perry Ellis International Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.38
Parameters
Time Period1 Month [change]
DirectionNegative SONS Moved Down vs PERY
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
PERY   SONS   

Sonus Networks Inc

 
    
Sonus
Performance
10
Out Of
100
Over 30
Days
90% of all equities and portfolios perform better than Sonus Networks Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Sonus Networks Inc are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Sonus

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Perry Ellis International Inc

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

Match-ups for Perry

VF Corporation vs. Perry Ellis International Inc
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Under Armour Inc vs. Perry Ellis International Inc
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