Processing
Processing. Please wait...

Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers companies developing chemicals for crops, soil as well as human, and animals 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 Chemicals

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 *
VAL	The Valspar Corporation	0.43%	1.41%	0.61%	73.19	Buy
IFF	International Flavors Fragrances Inc	0.33%	0.87%	0.30%	81.98	Strong Buy
SMG	The Scotts MiracleGro Company	0.26%	1.32%	0.35%	47.79	Strong Buy
ARG	Airgas Inc	0.20%	1.17%	0.24%	102.71	Strong Buy
SXT	Sensient Technologies Corporation	0.18%	1.29%	0.24%	41.09	Strong Buy
CHMT	Chemtura Corporation	0.18%	1.87%	0.35%	23.11	Strong Buy
POL	PolyOne Corporation	0.17%	2.54%	0.44%	25.18	Strong Buy
BCPC	Balchem Corp	0.16%	1.75%	0.29%	46.39	Strong Buy
FUL	HB Fuller Co	0.10%	1.53%	0.16%	40.46	Strong Buy
WLK	Westlake Chemical Corp	0.08%	2.66%	0.23%	92.00	Strong Buy
GRA	WR Grace Co	0.06%	1.18%	0.09%	80.03	Strong Buy
MEOH	Methanex Corporation	0.06%	1.48%	0.10%	43.94	Strong Buy
KRO	Kronos Worldwide Inc	0.02%	2.24%	0.04%	16.20	Strong Buy
HUN	Huntsman Corporation	0.01%	1.57%	0.02%	19.08	Strong Buy
PDH	PetroLogistics LP	0.02%	1.37%	0.02%	13.67	Hold
BAK	Braskem SA	0.02%	1.49%	0.02%	16.75	Strong Buy
IPI	Intrepid Potash Inc	0.02%	2.06%	0.04%	18.23	Strong Buy
OLN	Olin Corp	0.11%	1.72%	0.18%	24.91	Buy
VHI	Valhi Inc	0.12%	1.43%	0.17%	15.80	Strong Buy
CYT	Cytec Industries Inc	0.17%	1.12%	0.18%	72.06	Strong Buy

* 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)

(0.10)

Beta (Market Sensitivity)

1.59

Efficiency (Sharpe Ratio)

0.16

Risk (Volatility)

1.12

Expected Return

0.19

Technical analysis of total daily returns

Risk Adjusted Performance	0.0812
Market Risk Adjusted Performance	0.0935
Mean Deviation	0.8091
Semi-Deviation	1.02
Downside Deviation	1.31
Coefficient Of Variation	751.96
Standard Deviation	1.07
Variance	1.15
Information Ratio	(0.04)
Jensen Alpha	(0.14)
Total Risk Alpha	(0.19)
Sortino Ratio	(0.03)
Treynor Ratio	0.0835
Maximum Drawdown	3.28
Value At Risk	(1.79)

Chemicals Correlation Analysis

	IFF	KRO	PDH	BAK	WLK	GRA	ARG	OLN	VHI	SMG	IPI	CYT	BCPC	HUN	POL	VAL	SXT	FUL	CHMT	MEOH
IFF		0.41	-0.05	0.44	0.64	0.72	0.7	0.7	0.65	0.64	0.37	0.56	0.61	0.73	0.53	0.74	0.7	0.81	0.7	0.65
KRO	0.41		-0.14	0.73	0.09	0.21	0.12	0.18	0.26	0.35	0.28	-0.04	0.19	0.33	0.06	0.12	0.36	0.17	0.19	0.22
PDH	-0.05	-0.14		0.0	-0.32	-0.29	-0.29	-0.2	-0.3	0.0	-0.07	-0.09	-0.06	-0.25	-0.41	0.02	-0.09	-0.28	-0.12	-0.32
BAK	0.44	0.73	0.0		0.05	0.2	0.34	0.11	0.28	0.28	0.29	0.29	0.26	0.42	0.01	0.14	0.51	0.23	0.37	0.16
WLK	0.64	0.09	-0.32	0.05		0.55	0.54	0.7	0.56	0.54	0.27	0.54	0.34	0.57	0.44	0.57	0.55	0.75	0.55	0.56
GRA	0.72	0.21	-0.29	0.2	0.55		0.74	0.57	0.68	0.42	0.11	0.44	0.56	0.62	0.68	0.74	0.5	0.79	0.52	0.48
ARG	0.7	0.12	-0.29	0.34	0.54	0.74		0.6	0.63	0.49	0.11	0.58	0.69	0.76	0.71	0.74	0.7	0.82	0.76	0.56
OLN	0.7	0.18	-0.2	0.11	0.7	0.57	0.6		0.51	0.34	0.32	0.52	0.67	0.65	0.49	0.6	0.59	0.8	0.67	0.57
VHI	0.65	0.26	-0.3	0.28	0.56	0.68	0.63	0.51		0.52	0.23	0.31	0.56	0.64	0.43	0.55	0.63	0.57	0.5	0.45
SMG	0.64	0.35	0.0	0.28	0.54	0.42	0.49	0.34	0.52		0.17	0.32	0.3	0.4	0.2	0.56	0.55	0.54	0.39	0.69
IPI	0.37	0.28	-0.07	0.29	0.27	0.11	0.11	0.32	0.23	0.17		0.21	0.05	0.4	-0.21	0.05	0.26	0.14	0.44	0.36
CYT	0.56	-0.04	-0.09	0.29	0.54	0.44	0.58	0.52	0.31	0.32	0.21		0.55	0.4	0.42	0.56	0.69	0.76	0.55	0.41
BCPC	0.61	0.19	-0.06	0.26	0.34	0.56	0.69	0.67	0.56	0.3	0.05	0.55		0.47	0.56	0.7	0.63	0.72	0.67	0.27
HUN	0.73	0.33	-0.25	0.42	0.57	0.62	0.76	0.65	0.64	0.4	0.4	0.4	0.47		0.47	0.61	0.69	0.61	0.82	0.64
POL	0.53	0.06	-0.41	0.01	0.44	0.68	0.71	0.49	0.43	0.2	-0.21	0.42	0.56	0.47		0.6	0.49	0.73	0.47	0.42
VAL	0.74	0.12	0.02	0.14	0.57	0.74	0.74	0.6	0.55	0.56	0.05	0.56	0.7	0.61	0.6		0.64	0.79	0.6	0.54
SXT	0.7	0.36	-0.09	0.51	0.55	0.5	0.7	0.59	0.63	0.55	0.26	0.69	0.63	0.69	0.49	0.64		0.7	0.7	0.6
FUL	0.81	0.17	-0.28	0.23	0.75	0.79	0.82	0.8	0.57	0.54	0.14	0.76	0.72	0.61	0.73	0.79	0.7		0.7	0.64
CHMT	0.7	0.19	-0.12	0.37	0.55	0.52	0.76	0.67	0.5	0.39	0.44	0.55	0.67	0.82	0.47	0.6	0.7	0.7		0.63
MEOH	0.65	0.22	-0.32	0.16	0.56	0.48	0.56	0.57	0.45	0.69	0.36	0.41	0.27	0.64	0.42	0.54	0.6	0.64	0.63

Click cells to compare fundamentals

Compare Fundamentals

Check Volatility

Backtest As Portfolio

Correlation Matchups

High positive correlations

FUL	+ 0.82	ARG
CHMT	+ 0.82	HUN
FUL	+ 0.81	IFF
FUL	+ 0.8	OLN
FUL	+ 0.79	GRA
FUL	+ 0.79	VAL
HUN	+ 0.76	ARG
CHMT	+ 0.76	ARG

Insignificant Correlation

BAK	- 0.0	PDH
SMG	- 0.0	PDH
CYT	- 0.04	KRO
PDH	- 0.05	IFF

SMG	+ 0.0	PDH
BAK	+ 0.0	PDH
POL	+ 0.01	BAK
VAL	+ 0.02	PDH

High negative correlations

POL	- 0.41	PDH
MEOH	- 0.32	PDH
WLK	- 0.32	PDH
VHI	- 0.3	PDH
ARG	- 0.29	PDH
GRA	- 0.29	PDH
FUL	- 0.28	PDH
HUN	- 0.25	PDH

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
IFF	0.68	0.05	0.12	0.21	0.57	0.13	(0.82)	1.62	(1.26)	2.78	Backtest
KRO	1.49	(0.23)	(0.07)	0.02	1.75	(0.06)	(1.79)	5.93	(1.76)	10.63	Backtest
PDH	1.02	0.04	(0.13)	0.08	1.59	(0.15)	(1.09)	1.88	(2.20)	5.11	Backtest
BAK	1.10	(0.15)	(0.16)	(0.04)	1.30	(0.13)	(1.50)	2.02	(2.07)	7.31	Backtest
WLK	1.95	(0.27)	0.02	0.08	2.17	0.02	(2.35)	2.82	(4.12)	10.24	Backtest
GRA	0.95	(0.18)	(0.10)	0.05	0.88	(0.08)	(1.25)	2.30	(1.58)	3.42	Backtest
ARG	0.87	(0.02)	0.05	0.16	0.76	0.05	(1.19)	2.05	(1.08)	3.37	Backtest
OLN	1.15	(0.51)	(0.14)	(0.10)	3.35	(0.20)	(0.84)	1.45	(3.76)	5.96	Backtest
VHI	1.11	(0.47)	(0.19)	(0.10)	2.16	(0.24)	(1.00)	1.74	(2.50)	5.46	Backtest
SMG	1.06	0.11	0.22	0.26	0.21	0.12	(1.46)	2.96	(1.06)	5.12	Backtest
IPI	1.65	(0.21)	(0.09)	(0.05)	2.38	(0.10)	(1.77)	3.26	(2.96)	7.24	Backtest
CYT	0.86	(0.33)	(0.26)	(0.23)	1.45	(0.32)	(0.83)	1.37	(1.84)	3.42	Backtest
BCPC	1.34	(0.05)	0.06	0.15	1.62	0.06	(1.51)	2.50	(2.81)	6.68	Backtest
HUN	1.31	(0.35)	(0.09)	0.01	1.67	(0.10)	(1.34)	2.63	(2.31)	4.85	Backtest
POL	1.65	(0.04)	0.16	0.16	1.18	0.10	(2.33)	3.52	(1.91)	10.95	Backtest
VAL	1.02	0.26	0.66	0.31	0.00	0.30	(1.47)	2.55	(0.84)	5.64	Backtest
SXT	0.99	(0.02)	0.04	0.16	1.38	0.05	(1.08)	2.18	(1.14)	4.87	Backtest
FUL	1.08	(0.19)	(0.01)	0.08	1.44	(0.01)	(1.23)	2.28	(2.84)	4.06	Backtest
CHMT	1.32	(0.05)	0.06	0.15	1.89	0.09	(1.30)	3.35	(2.03)	5.85	Backtest
MEOH	1.30	(0.19)	(0.05)	0.06	1.69	(0.06)	(1.20)	2.04	(2.09)	4.66	Backtest

Theme Landscape

Risk and return landscape for Chemicals

Assets rated by market efficiency

Total return distribution analysis

Technical analysis of total daily returns

Chemicals 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