Processing
Processing. Please wait...

Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers companies manufacturing textile accessories and apparel products 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 Apparel

Saving Account

Market

Theme Equities

Hypothetical Portfolio

Filter Theme

Optimize This Theme

Daily Expected Return (%)

Change Benchmark

Embed

Export

Risk [Daily Volatility] (%)

Build more portfolios

Check other themes

Change country

Assets rated by market efficiency

		Efficiency (Sharpe Ratio)	Risk (Volatility)	Expected Return	Current Price	Advice *
ICON	Iconix Brand Group Inc	0.65%	1.48%	0.98%	30.28	Hold
UA	Under Armour Inc	0.60%	1.15%	0.70%	63.56	Strong Hold
ZQK	Quiksilver Inc	0.57%	2.27%	1.30%	7.82	Strong Buy
GCO	Genesco Inc	0.54%	1.33%	0.73%	67.57	Strong Buy
CRI	Carters Inc	0.49%	1.68%	0.83%	70.18	Buy
PVH	PVH Corp	0.47%	1.12%	0.53%	116.98	Strong Hold
ASNA	Ascena Retail Group Inc	0.46%	1.33%	0.63%	20.07	Strong Buy
EXPR	Express Inc	0.45%	1.19%	0.55%	19.23	Strong Buy
TUMI	Tumi Holdings Inc	0.41%	1.50%	0.62%	24.17	Strong Buy
GIL	Gildan Activewear Inc	0.36%	0.80%	0.30%	41.23	Hold
PLCE	The Children	0.36%	1.76%	0.65%	51.47	Strong Buy
UNF	UniFirst Corp	0.35%	0.93%	0.34%	95.24	Strong Buy
DSW	DSW Inc	0.33%	1.36%	0.46%	69.27	Strong Buy
ANN	ANN INC	0.32%	1.59%	0.52%	30.91	Strong Buy
JOSB	Jos A Bank Clothiers Inc	0.32%	2.29%	0.74%	46.49	Buy
HBI	Hanesbrands Inc	0.31%	1.16%	0.37%	50.00	Strong Buy
MW	The Mens Wearhouse Inc	0.28%	1.44%	0.41%	35.53	Strong Buy
URBN	Urban Outfitters Inc	0.27%	1.54%	0.43%	42.81	Strong Buy
SHOO	Steven Madden Ltd	0.19%	1.61%	0.31%	47.16	Strong Buy
MANDHANA	Mandhana Industries Limited	0.34%	0.96%	0.31%	246.55	Sell

* 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

Embed

Export

Returns

Market

Portfolio

Alpha (Return Over Market)

(0.01)

Beta (Market Sensitivity)

1.27

Efficiency (Sharpe Ratio)

0.48

Risk (Volatility)

0.75

Expected Return

0.37

Technical analysis of total daily returns

Risk Adjusted Performance	0.3119
Market Risk Adjusted Performance	0.4373
Mean Deviation	0.7302
Downside Deviation	1.24
Coefficient Of Variation	176.1
Standard Deviation	0.9733
Variance	0.9474
Information Ratio	0.2576
Jensen Alpha	0.1719
Total Risk Alpha	0.0178
Sortino Ratio	0.2014
Treynor Ratio	0.4273
Maximum Drawdown	4.06
Value At Risk	(1.24)
Potential Upside	1.89

Apparel Correlation Analysis

	MW	EXPR	UNF	GIL	ZQK	GCO	MANDHANA	PVH	URBN	DSW	ICON	UA	SHOO	JOSB	PLCE	TUMI	ASNA	HBI	CRI
MW		0.82	0.56	0.22	0.41	0.74	0.07	0.52	0.7	0.65	0.29	0.48	0.75	0.72	0.78	0.35	0.73	0.55	0.64
EXPR	0.82		0.63	0.39	0.44	0.74	-0.26	0.66	0.51	0.58	0.28	0.39	0.71	0.69	0.65	0.58	0.6	0.53	0.61
UNF	0.56	0.63		0.19	0.67	0.71	-0.15	0.48	0.5	0.51	0.03	0.48	0.64	0.59	0.51	0.53	0.51	0.54	0.29
GIL	0.22	0.39	0.19		0.16	0.01	-0.41	0.52	0.25	0.15	0.09	-0.1	0.07	0.16	0.13	0.29	0.04	0.12	0.15
ZQK	0.41	0.44	0.67	0.16		0.51	-0.49	0.4	0.35	0.42	0.06	0.47	0.63	0.46	0.47	0.58	0.52	0.61	0.36
GCO	0.74	0.74	0.71	0.01	0.51		-0.04	0.44	0.67	0.64	0.12	0.47	0.72	0.54	0.62	0.32	0.74	0.67	0.42
MANDHANA	0.07	-0.26	-0.15	-0.41	-0.49	-0.04		-0.49	-0.04	0.07	0.03	0.03	-0.25	-0.07	-0.01	-0.49	-0.14	-0.36	-0.29
PVH	0.52	0.66	0.48	0.52	0.4	0.44	-0.49		0.5	0.44	0.07	0.22	0.68	0.52	0.35	0.35	0.26	0.63	0.45
URBN	0.7	0.51	0.5	0.25	0.35	0.67	-0.04	0.5		0.52	0.32	0.01	0.69	0.25	0.49	0.19	0.61	0.65	0.56
DSW	0.65	0.58	0.51	0.15	0.42	0.64	0.07	0.44	0.52		0.11	0.41	0.55	0.32	0.49	0.16	0.6	0.32	0.52
ICON	0.29	0.28	0.03	0.09	0.06	0.12	0.03	0.07	0.32	0.11		-0.14	0.25	-0.01	0.36	-0.03	0.25	0.31	0.37
UA	0.48	0.39	0.48	-0.1	0.47	0.47	0.03	0.22	0.01	0.41	-0.14		0.47	0.64	0.63	0.22	0.58	0.39	0.23
SHOO	0.75	0.71	0.64	0.07	0.63	0.72	-0.25	0.68	0.69	0.55	0.25	0.47		0.55	0.7	0.5	0.63	0.84	0.56
JOSB	0.72	0.69	0.59	0.16	0.46	0.54	-0.07	0.52	0.25	0.32	-0.01	0.64	0.55		0.59	0.36	0.44	0.46	0.38
PLCE	0.78	0.65	0.51	0.13	0.47	0.62	-0.01	0.35	0.49	0.49	0.36	0.63	0.7	0.59		0.42	0.8	0.54	0.5
TUMI	0.35	0.58	0.53	0.29	0.58	0.32	-0.49	0.35	0.19	0.16	-0.03	0.22	0.5	0.36	0.42		0.34	0.34	0.28
ASNA	0.73	0.6	0.51	0.04	0.52	0.74	-0.14	0.26	0.61	0.6	0.25	0.58	0.63	0.44	0.8	0.34		0.58	0.71
HBI	0.55	0.53	0.54	0.12	0.61	0.67	-0.36	0.63	0.65	0.32	0.31	0.39	0.84	0.46	0.54	0.34	0.58		0.45
CRI	0.64	0.61	0.29	0.15	0.36	0.42	-0.29	0.45	0.56	0.52	0.37	0.23	0.56	0.38	0.5	0.28	0.71	0.45

Click cells to compare fundamentals

Compare Fundamentals

Check Volatility

Backtest As Portfolio

Correlation Matchups

High positive correlations

HBI	+ 0.84	SHOO
EXPR	+ 0.82	MW
ASNA	+ 0.8	PLCE
PLCE	+ 0.78	MW
SHOO	+ 0.75	MW
GCO	+ 0.74	MW
GCO	+ 0.74	EXPR
ASNA	+ 0.74	GCO

Insignificant Correlation

PLCE	- 0.01	MANDHANA
JOSB	- 0.01	ICON
TUMI	- 0.03	ICON
MANDHANA	- 0.04	GCO

UA	+ 0.01	URBN
GCO	+ 0.01	GIL
UA	+ 0.03	MANDHANA
ICON	+ 0.03	MANDHANA

High negative correlations

TUMI	- 0.49	MANDHANA
PVH	- 0.49	MANDHANA
MANDHANA	- 0.49	ZQK
MANDHANA	- 0.41	GIL
HBI	- 0.36	MANDHANA
CRI	- 0.29	MANDHANA
MANDHANA	- 0.26	EXPR
SHOO	- 0.25	MANDHANA

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Information Ratio	Expected Shortfall	Potential Upside	Value At Risk	Maximum Drawdown
MW	1.05	0.00	0.06	0.29	1.04	0.07	(1.12)	3.12	(1.97)	6.11	Backtest
EXPR	0.93	0.13	0.19	0.38	0.68	0.20	(1.19)	2.53	(1.65)	4.50	Backtest
UNF	0.73	(0.12)	0.04	0.22	0.47	0.04	(0.90)	1.83	(0.51)	3.41	Backtest
GIL	0.68	0.18	0.00	0.79	0.00	(0.0002)	(0.78)	1.33	(0.85)	3.16	Backtest
ZQK	1.77	0.43	0.35	0.44	1.12	0.43	(2.23)	4.02	(2.99)	9.32	Backtest
ANN	1.30	0.30	0.15	0.72	0.74	0.13	(1.53)	3.44	(1.56)	5.18	Backtest
GCO	1.03	0.28	0.34	0.47	0.14	0.32	(1.39)	2.68	(0.85)	5.12	Backtest
MANDHANA	0.66	(0.18)	(0.40)	0.57	2.18	(0.63)	(0.39)	0.76	(4.17)	4.17	Backtest
PVH	0.96	0.17	0.30	0.43	0.00	0.20	(1.17)	2.46	(0.90)	3.92	Backtest
URBN	1.02	0.02	0.08	0.30	0.75	0.08	(1.15)	3.30	(1.78)	6.60	Backtest
DSW	1.08	0.14	0.12	0.43	0.71	0.11	(1.33)	2.39	(1.93)	4.67	Backtest
ICON	1.09	0.93	1.11	8.06	0.00	0.45	(1.61)	4.57	(0.68)	5.76	Backtest
UA	0.91	0.36	0.39	0.62	0.00	0.34	(1.21)	2.07	(1.22)	3.34	Backtest
SHOO	1.30	(0.35)	0.01	0.14	1.47	0.0065	(1.38)	2.06	(2.78)	5.87	Backtest
JOSB	1.51	0.13	0.13	0.36	2.51	0.19	(1.77)	3.56	(2.36)	9.68	Backtest
PLCE	1.39	0.17	0.23	0.40	0.92	0.19	(1.78)	3.69	(1.65)	7.74	Backtest
TUMI	1.25	0.07	0.24	0.33	0.53	0.21	(1.61)	3.06	(1.74)	5.46	Backtest
ASNA	1.05	0.25	0.26	0.50	0.39	0.24	(1.42)	2.52	(1.44)	5.79	Backtest
HBI	1.01	(0.02)	0.07	0.28	0.61	0.06	(1.28)	2.11	(1.23)	3.99	Backtest
CRI	1.23	0.53	0.73	0.83	0.00	0.31	(1.75)	4.49	(0.99)	7.30	Backtest

Theme Landscape

Risk and return landscape for Apparel

Assets rated by market efficiency

Total return distribution analysis

Technical analysis of total daily returns

Apparel Correlation Analysis

Correlation Matchups

High positive correlations

Insignificant Correlation

High negative correlations

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

Thanks for checking out Macroaxis