|
| Build more portfolios | Check other themes | Change country |
| Efficiency (Sharpe Ratio) | Risk (Volatility) | Expected Return | Current Price | |||
| rVue Holdings Inc | 0.06% | 6.62% | 0.41% | 0.25 | ||
| The Interpublic Group of Companies Inc | 0.01% | 1.60% | 0.02% | 14.58 | ||
| Omnicom Group Inc | 0.00% | 1.74% | 0.01% | 62.92 | ||
| Real Estate Contacts Inc | 0.00% | 0.00% | 0.00% | 0.01 | ||
| DNA Brands Inc | 0.04% | 12.69% | 0.56% | 0.03 | ||
| ReachLocal Inc | 0.07% | 2.64% | 0.16% | 13.68 | ||
| Lamar Advertising Co | 0.28% | 2.10% | 0.58% | 43.48 |
| α | Alpha (Return Over Market) | (0.18) |
| β | Beta (Market Sensitivity) | 0.29 |
| s | Efficiency (Sharpe Ratio) | (0.14) |
| σ | Risk (Volatility) | 1.39 |
| μ | Expected Return | (0.19) |
| Risk Adjusted Performance | (0.05) |
| Market Risk Adjusted Performance | (0.36) |
| Mean Deviation | 1.17 |
| Semi-Deviation | 1.49 |
| Downside Deviation | 1.39 |
| Coefficient Of Variation | (1,713) |
| Standard Deviation | 1.66 |
| Variance | 2.74 |
| Information Ratio | (0.03) |
| Jensen Alpha | (0.09) |
| Total Risk Alpha | 0.0059 |
| Sortino Ratio | (0.03) |
| Treynor Ratio | (0.37) |
| Maximum Drawdown | 7.51 |
| Value At Risk | (1.62) |