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Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers companies involved in production and distribution of wines and alcoholic beverages in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Optimize This Theme' button to continue

Risk and return landscape for Alcohol

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Daily Expected Return (%)

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Risk [Daily Volatility] (%)

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Assets rated by market efficiency

		Efficiency (Sharpe Ratio)	Risk (Volatility)	Expected Return	Current Price	Advice *
STZ	Constellation Brands Inc	0.27%	1.28%	0.36%	51.88	Strong Buy
WVVI	Willamette Valley Vineyards Inc	0.16%	1.18%	0.20%	4.43	Strong Hold
BF-B	BrownForman Corporation	0.08%	0.87%	0.08%	71.16	Strong Buy
DKAM	Drinks Americas Holdings Ltd	0.06%	12.54%	0.76%	0.04	Strong Sell
DEO	Diageo plc	0.02%	0.67%	0.03%	121.81	Strong Hold
ENCB	Encore Brands Inc	0.09%	16.60%	1.52%	0.01	Strong Hold
ROX	Castle Brands Inc	0.23%	1.34%	0.29%	0.39	Not Rated

* 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

Market

Portfolio

Alpha (Return Over Market)

(0.25)

Beta (Market Sensitivity)

1.75

Efficiency (Sharpe Ratio)

0.17

Risk (Volatility)

0.59

Expected Return

0.11

Technical analysis of total daily returns

Risk Adjusted Performance	(0.0025)
Market Risk Adjusted Performance	(0.03)
Mean Deviation	1.76
Semi-Deviation	2.98
Downside Deviation	2.97
Coefficient Of Variation	(5,414)
Standard Deviation	3.05
Variance	9.31
Information Ratio	(0.09)
Jensen Alpha	(0.41)
Total Risk Alpha	(1.10)
Sortino Ratio	(0.09)
Treynor Ratio	(0.04)
Maximum Drawdown	14.03
Value At Risk	(4.94)

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