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Benchmark SP 500  1,646   4.91  Index Moved Down -0.3% ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Vector Group Ltd.  vs   Philip Morris International In
 Compare Fundamentals  
Daily Returns (%)
PM   VGR   
 
Considering 30-days investment horizon, Vector Group Ltd is expected to generate 1.44 times more return on investment than Philip. However, Vector is 1.44 times more volatile than Philip Morris International Inc. It trades about 0.03 of its potential returns per unit of risk. Philip Morris International Inc is currently generating about 0.01 per unit of risk. If you would invest  1,611  in Vector Group Ltd on April 24, 2013 and sell it today you would earn a total of  1.00  from holding Vector Group Ltd or generate 0.06% return on investment over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding Vector Group Ltd. and Philip Morris International In in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.29
Parameters
Time Period1 Month [change]
DirectionPositive PM Moved Up vs VGR
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
PM   VGR   

Vector Group Ltd

 
    
Vector
Performance
1
Out Of
100
Over 30
Days
99% of all equities and portfolios perform better than Vector Group Ltd. Compared with the overall equity markets, risk-adjusted returns on investments in Vector Group Ltd are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Vector

Philip Morris International Inc vs. Vector Group Ltd
British American Tobacco plc vs. Vector Group Ltd
Altria Group Inc vs. Vector Group Ltd
Reynolds American Inc vs. Vector Group Ltd
Lorillard Inc vs. Vector Group Ltd
  

Philip Morris International Inc

 
    
Philip
Performance
1
Out Of
100
Over 30
Days
99% of all equities and portfolios perform better than Philip Morris International Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Philip Morris International Inc are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Philip

British American Tobacco plc vs. Philip Morris International Inc
Altria Group Inc vs. Philip Morris International Inc
Reynolds American Inc vs. Philip Morris International Inc
Lorillard Inc vs. Philip Morris International Inc
Vector Group Ltd vs. Philip Morris International Inc


 
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