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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 VMware Inc.  vs   Microsoft Corp.
 Compare Fundamentals  
Daily Returns (%)
VMW   MSFT   
 
Considering 30-days investment horizon, VMware is expected to generate 1.75 times less return on investment than Microsoft. In addition to that, VMware is 1.57 times more volatile than Microsoft Corporation. It trades about 0.17 of its total potential returns per unit of risk. Microsoft Corporation is currently generating about 0.46 per unit of volatility. If you would invest  3,060  in Microsoft Corporation on April 20, 2013 and sell it today you would earn a total of  427.00  from holding Microsoft Corporation or generate 13.95% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding VMware Inc. and Microsoft Corp. in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.31
Parameters
Time Period1 Month [change]
DirectionNegative VMW Moved Down vs MSFT
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
VMW   MSFT   

VMware Inc

 
    
VMware
Performance
9
Out Of
100
Over 30
Days
91% of all equities and portfolios perform better than VMware Inc. Compared with the overall equity markets, risk-adjusted returns on investments in VMware Inc are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.
    

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Microsoft Corporation

 
    
Microsoft
Performance
24
Out Of
100
Over 30
Days
76% of all equities and portfolios perform better than Microsoft Corporation. Compared with the overall equity markets, risk-adjusted returns on investments in Microsoft Corporation are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.
    

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