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US Market Closed: May 26, 23:22 PM 2012  
FNMFO KDDIF 096770 AMKBF CTGBZ AU 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for UVV and BTI ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Universal Corp.  and   British American Tobacco plc
Check Correlation Matrix  
Daily Returns (%)
BTI  UVV  
Timeline
Considering 30-days investment horizon, Universal Corporation is expected to generate 1.02 times more return on investment than British Amer. However, Universal is 1.02 times more volatile than British American Tobacco plc. It trades about -0.05 of its potential returns per unit of risk. British American Tobacco plc is currently generating about -0.43 per unit of risk. If you would invest 4,631 in Universal Corporation on April 26, 2012 and sell it today you would lose (68.00) from holding Universal Corporation or give up 1.47% of portfolio value over 30 days.

Diversification

Significant diversification
Overlapping area represents amount of risk that can be diversified away by holding Universal Corp. and British American Tobacco plc in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.04
 Parameters
Time Period1 Month [change]
DirectionPositive BTI Moved Up vs UVV
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
BTI  UVV  

Universal Corporation

 
    
    
Universal
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Universal Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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British American Tobacco plc

 
    
    
British Amer
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days British American Tobacco plc has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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