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Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
This theme covers companies specializing in advertising, marketing and advertising services in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Set Theme' button to continue

Risk and return landscape for Advertising

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Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent Price
rVue Holdings IncPrice Moved Up 0.06%   Price Moved Totally Down 6.62%   Price Moved Up 0.41%    0.25   
The Interpublic Group of Companies IncPrice Moved Up 0.01%   Price Moved Very Down 1.60%   Price Moved Up 0.02%    14.58   
Omnicom Group IncNo Change 0.00%   Price Moved Very Down 1.74%   Price Moved Up 0.01%    62.92   
Real Estate Contacts IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.01   
DNA Brands IncPrice Moved Down 0.04%   Price Moved Totally Down 12.69%   Price Moved Down 0.56%    0.03   
ReachLocal IncPrice Moved Down 0.07%   Price Moved Very Down 2.64%   Price Moved Down 0.16%    13.68   
Lamar Advertising CoPrice Moved Down 0.28%   Price Moved Very Down 2.10%   Price Moved Down 0.58%    43.48   
* Advice is based on 30 days investment horizon and default level of risk. Use Portfolio Analizer to fine-tune all your assumptions. Check your current assumptions here

Total return distribution analysis

Predicted Return Density
 
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Returns   
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Distribution Greeks

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) 

Technical analysis of total daily returns

Risk Adjusted Performance(0.05)
Market Risk Adjusted Performance(0.36)
Mean Deviation1.17
Semi-Deviation1.49
Downside Deviation1.39
Coefficient Of Variation(1,713)
Standard Deviation1.66
Variance2.74
Information Ratio(0.03)
Jensen Alpha(0.09)
Total Risk Alpha0.0059
Sortino Ratio(0.03)
Treynor Ratio(0.37)
Maximum Drawdown7.51
Value At Risk(1.62)
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