Considering 30-days investment horizon, VMware is expected to generate 12.0 times less return on investment than Microsoft. In addition to that, VMware is 1.7 times more volatile than Microsoft Corporation. It trades about 0.01 of its total potential returns per unit of risk. Microsoft Corporation is currently generating about 0.12 per unit of volatility. If you would invest 4,180 in Microsoft Corporation on July 3, 2014 and sell it today you would earn a total of 106.00 from holding Microsoft Corporation or generate 2.54% return on investment over 30 days.
Over the last 30 days VMware Inc has generated negative risk-adjusted returns adding no value to investors with long positions.
Pair trading matchups for VMware
Compared with the overall equity markets, risk-adjusted returns on investments in Microsoft Corporation are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.
Pair trading matchups for Microsoft