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FNMFO FNMFO 096770 KDDIF Action Alerts Long-Short Large Growth Investing 
Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Collecting data for TFCO and ^GSPC ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Tufco Technologies Inc.  vs   S&P 500
Check Correlation Matrix  
Daily Returns (%)
GSPC   TFCO   
 
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Given investment horizon of 30 days, Tufco Technologies Inc is expected to under-perform the SP 500. In addition to that, Tufco is 4.13 times more volatile than S&P 500. It trades about -0.17 of its total potential returns per unit of risk. S&P 500 is currently generating about -0.05 per unit of volatility. If you would invest  166,916  in S&P 500 on May 20, 2013 and sell it today you would lose (1,735) from holding S&P 500 or give up 1.04% of portfolio value over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding Tufco Technologies Inc. and S&P 500 in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.16
Parameters
Time Period1 Month [change]
DirectionNegative TFCO Moved Down vs ^GSPC
StrengthInsignificant
Accuracy76.19%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
GSPC   TFCO   

Tufco Technologies Inc

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

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S&P 500

 
    
SP 500
Performance
0
Out Of
100
Over 30
Days
    

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