Considering 30-days investment horizon, Tata Motors Ltd. is expected to under-perform the Navistar. But the stock apears to be less risky and, when comparing its historical volatility, Tata Motors Ltd. is 1.1 times less risky than Navistar. The stock trades about -0.41 of its potential returns per unit of risk. The Navistar International Corporation is currently generating about -0.32 of returns per unit of risk over similar time horizon. If you would invest 3,436 in Navistar International Corporation on April 26, 2012 and sell it today you would lose (625) from holding Navistar International Corporation or give up 18.19% of portfolio value over 30 days.
Diversification
Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Tata Motors Ltd. 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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