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US Market Closed: May 27, 00:07 AM 2012  
CWICX RWIEX RWIGX RWIFX CWGCX CWIAX 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for XFP and WMAR ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Lehman ABS Corp. 6.125% A  and   West Marine Inc.
Check Correlation Matrix  
Daily Returns (%)
WMAR  XFP  
Timeline
Considering 30-days investment horizon, Lehman ABS Corporation 6.125% A is expected to generate 0.34 times more return on investment than West. However, Lehman ABS Corporation 6.125% A is 2.92 times less risky than West. It trades about 0.03 of its potential returns per unit of risk. West Marine Inc. is currently generating about -0.35 per unit of risk. If you would invest 2,174 in Lehman ABS Corporation 6.125% A on April 26, 2012 and sell it today you would earn a total of 1.00 from holding Lehman ABS Corporation 6.125% A or generate 0.05% return on investment over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding Lehman ABS Corp. 6.125% A and West Marine Inc. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.05
 Parameters
Time Period1 Month [change]
DirectionNegative XFP Moved Down vs WMAR
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
    
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Share Share Correlation between XFP and WMAR
    
    
 
       
Predicted Return Density
Expected Daily Returns   
WMAR  XFP  

Lehman ABS Corporation 6.125% A

 
    
    
Lehman
Performance
1
Out Of
100
Over 30
Days
99% of all equities and portfolios perform better than Lehman ABS Corporation 6.125% A. Compared with the overall equity markets, risk-adjusted returns on investments in Lehman ABS Corporation 6.125% A are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.
    
    
Federal National Mortgage Association vs. Lehman ABS Corporation 6.125% A
KDDI CORP vs. Lehman ABS Corporation 6.125% A
SK Innovation vs. Lehman ABS Corporation 6.125% A
A.P. M vs. Lehman ABS Corporation 6.125% A
Citigroup Inc. vs. Lehman ABS Corporation 6.125% A
AngloGold Ashanti Ltd. vs. Lehman ABS Corporation 6.125% A
  

West Marine Inc.

 
    
    
West
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days West Marine Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Luxottica Group SpA vs. West Marine Inc.
Staples Inc. vs. West Marine Inc.
Tractor Supply Company vs. West Marine Inc.
PetSmart Inc. vs. West Marine Inc.
Sally Beauty Holdings Inc. vs. West Marine Inc.
HSN Inc. vs. West Marine Inc.
       


 

 
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