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REED ELSEVIER
SAINSBURY (J)
ASTRAZENECA
HAMMERSON
MARKS & SPENCER GROUP
G4S
NATIONAL GRID
SCHRODERS
NV
SCHRODERS
SERCO GROUP
UNITED UTILITIES GROUP
SHIRE
CAPITA GROUP
UNILEVER (UK)
TESCO
SMITH & NEPHEW
DIAGEO
SEVERN
TRENTSCOT.& SOUTHERN ENERGY ASSOCIATED BRIT.FOODS
ROLLS-ROYCE GROUP
BG GROUP
MAN GROUP
NEXT
AGGREKO
AMEC
IMPERIAL TOBACCO GP.
RECKITT BENCKISER GROUP
BRITISH AMERICAN TOBACCO
TULLOW OIL
ANTOFAGASTA
RANDGOLD RESOURCES
0
0.005
0.01
0.015
0.02
0.025
0.03
0 0.02 0.04 0.06 0.08 0.1 0.12
Return(StandardDeviation)
Risk
Risk - Return for Most Negatively Correlated Shares
REED ELSEVIER
SAINSBURY (J)
ASTRAZENECA
HAMMERSON
MARKS & SPENCER GROUP
G4S
NATIONAL GRID
SCHRODERS
NV
SCHRODERS
SERCO GROUP
UNITED UTILITIES GROUP
SHIRE
CAPITA GROUP
UNILEVER (UK)
TESCO
SMITH & NEPHEW
DIAGEO
SEVERN
TRENTSCOT.& SOUTHERN ENERGY ASSOCIATED BRIT.FOODS
ROLLS-ROYCE GROUP
BG GROUP
MAN GROUP
NEXT
AGGREKO
AMEC
IMPERIAL TOBACCO GP.
RECKITT BENCKISER GROUP
BRITISH AMERICAN TOBACCO
TULLOW OIL
ANTOFAGASTA
RANDGOLD RESOURCES
0
0.005
0.01
0.015
0.02
0.025
0.03
0 0.02 0.04 0.06 0.08 0.1 0.12
Return
Risk
Risk - Return for Most Negatively Correlated Shares
RISK
REED ELSEVIER
SAINSBURY (J)
ASTRAZENECA
HAMMERSON
MARKS & SPENCER GROUP
G4S
NATIONAL GRID
SCHRODERS
NV
SCHRODERS
SERCO GROUP
UNITED UTILITIES GROUP
SHIRE
CAPITA GROUP
UNILEVER (UK)
TESCO
SMITH & NEPHEW
DIAGEO
SEVERN
TRENTSCOT.& SOUTHERN ENERGY ASSOCIATED BRIT.FOODS
ROLLS-ROYCE GROUP
BG GROUP
MAN GROUP
NEXT
AGGREKO
AMEC
IMPERIAL TOBACCO GP.
RECKITT BENCKISER GROUP
BRITISH AMERICAN TOBACCO
TULLOW OIL
ANTOFAGASTA
RANDGOLD RESOURCES
0
0.005
0.01
0.015
0.02
0.025
0.03
0 0.02 0.04 0.06 0.08 0.1 0.12
Risk
Risk - Return for Most Negatively Correlated Shares
RISK
RETURN

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Scattergraph

  • 1. REED ELSEVIER SAINSBURY (J) ASTRAZENECA HAMMERSON MARKS & SPENCER GROUP G4S NATIONAL GRID SCHRODERS NV SCHRODERS SERCO GROUP UNITED UTILITIES GROUP SHIRE CAPITA GROUP UNILEVER (UK) TESCO SMITH & NEPHEW DIAGEO SEVERN TRENTSCOT.& SOUTHERN ENERGY ASSOCIATED BRIT.FOODS ROLLS-ROYCE GROUP BG GROUP MAN GROUP NEXT AGGREKO AMEC IMPERIAL TOBACCO GP. RECKITT BENCKISER GROUP BRITISH AMERICAN TOBACCO TULLOW OIL ANTOFAGASTA RANDGOLD RESOURCES 0 0.005 0.01 0.015 0.02 0.025 0.03 0 0.02 0.04 0.06 0.08 0.1 0.12 Return(StandardDeviation) Risk Risk - Return for Most Negatively Correlated Shares
  • 2. REED ELSEVIER SAINSBURY (J) ASTRAZENECA HAMMERSON MARKS & SPENCER GROUP G4S NATIONAL GRID SCHRODERS NV SCHRODERS SERCO GROUP UNITED UTILITIES GROUP SHIRE CAPITA GROUP UNILEVER (UK) TESCO SMITH & NEPHEW DIAGEO SEVERN TRENTSCOT.& SOUTHERN ENERGY ASSOCIATED BRIT.FOODS ROLLS-ROYCE GROUP BG GROUP MAN GROUP NEXT AGGREKO AMEC IMPERIAL TOBACCO GP. RECKITT BENCKISER GROUP BRITISH AMERICAN TOBACCO TULLOW OIL ANTOFAGASTA RANDGOLD RESOURCES 0 0.005 0.01 0.015 0.02 0.025 0.03 0 0.02 0.04 0.06 0.08 0.1 0.12 Return Risk Risk - Return for Most Negatively Correlated Shares RISK
  • 3. REED ELSEVIER SAINSBURY (J) ASTRAZENECA HAMMERSON MARKS & SPENCER GROUP G4S NATIONAL GRID SCHRODERS NV SCHRODERS SERCO GROUP UNITED UTILITIES GROUP SHIRE CAPITA GROUP UNILEVER (UK) TESCO SMITH & NEPHEW DIAGEO SEVERN TRENTSCOT.& SOUTHERN ENERGY ASSOCIATED BRIT.FOODS ROLLS-ROYCE GROUP BG GROUP MAN GROUP NEXT AGGREKO AMEC IMPERIAL TOBACCO GP. RECKITT BENCKISER GROUP BRITISH AMERICAN TOBACCO TULLOW OIL ANTOFAGASTA RANDGOLD RESOURCES 0 0.005 0.01 0.015 0.02 0.025 0.03 0 0.02 0.04 0.06 0.08 0.1 0.12 Risk Risk - Return for Most Negatively Correlated Shares RISK RETURN