|Investment Horizon||30 Days Login to change|
This module allows you to analyze existing cross correlation between Tuesday Morning Corporation and Franchise Bancorp Inc. You can compare the effects of market volatilities on Tuesday Morning and Franchise Bancorp and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Tuesday Morning with a short position of Franchise Bancorp. Please also check ongoing floating volatility patterns of Tuesday Morning and Franchise Bancorp.Tuesday Morning Corp. vs Franchise Bancorp Inc.
|Daily Returns (%)|
Given the investment horizon of 30 days, Tuesday Morning is expected to generate 2.66 times less return on investment than Franchise Bancorp. But when comparing it to its historical volatility, Tuesday Morning Corporation is 3.53 times less risky than Franchise Bancorp. It trades about 0.28 of its potential returns per unit of risk. Franchise Bancorp Inc is currently generating about 0.21 of returns per unit of risk over similar time horizon. If you would invest 100.00 in Franchise Bancorp Inc on October 27, 2015 and sell it today you would earn a total of 90.00 from holding Franchise Bancorp Inc or generate 90.0% return on investment over 30 days.
Historical Performance Chart
Predicted Return Density