Allowing for 30-days total investment horizon, Toyota Motor Corporation is expected to generate 0.45 times more return on investment than Navistar. However, Toyota Motor Corporation is 2.22 times less risky than Navistar. It trades about -0.24 of its potential returns per unit of risk. Navistar International Corporation is currently generating about -0.32 per unit of risk. If you would invest 8,229 in Toyota Motor Corporation on April 26, 2012 and sell it today you would lose (549) from holding Toyota Motor Corporation or give up 6.67% of portfolio value over 30 days.
Diversification
Average diversification
Overlapping area represents amount of risk that can be diversified away by holding Toyota Motor Corp. and Navistar International Corp. in the same portfolio (assuming nothing else is changed)
Over the last 30 days Navistar International Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
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