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Investment horizon:

30 Days Login to change

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VimpelCom Ltd. vs Walgreen Co.

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Daily Returns (%)

VIP

WAG

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Considering 30-days investment horizon, VimpelCom Ltd is expected to under-perform the Walgreen. In addition to that, VimpelCom is 1.48 times more volatile than Walgreen Co. It trades about -0.27 of its total potential returns per unit of risk. Walgreen Co is currently generating about 0.03 per unit of volatility. If you would invest 4,962 in Walgreen Co on April 22, 2013 and sell it today you would earn a total of 49.00 from holding Walgreen Co or generate 0.99% return on investment over 30 days.

Diversification

Significant diversification

Overlapping area represents amount of risk that can be diversified away by holding VimpelCom Ltd. and Walgreen Co. in the same portfolio assuming nothing else is changed

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Correlation Coefficient

0.07

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Insignificant
Accuracy	100.0%
Values	Daily Returns

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Predicted Return Density

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Returns

VIP

WAG

VimpelCom Ltd

Alpha

Profile

VimpelCom

Performance

0	Out Of 100

Over 30

Days

Over the last 30 days VimpelCom Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

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Walgreen Co

Alpha

Profile

Walgreen

Performance

1	Out Of 100

Over 30

Days

99% of all equities and portfolios perform better than Walgreen Co. Compared with the overall equity markets, risk-adjusted returns on investments in Walgreen Co are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

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