Personalized Investing and
Digital Wealth Optimization
|
|
| Filter Theme |
| Build more portfolios | Check other themes | Change country |
| Efficiency (Sharpe Ratio) | Risk (Volatility) | Expected Return | Current Price | |||
| Vapor Corp |  0.32% |  10.51% |  3.41% | 1.15 | ||
| Alliance One International Inc | 0.06% |  2.57% | 0.16% | 3.90 | ||
| Lorillard Inc | 0.04% | 1.28% | 0.06% | 44.57 | ||
| Universal Corporation |  0.02% | 1.06% | 0.01% | 60.74 | ||
| Reynolds American Inc | 0.07% | 0.89% | 0.05% | 48.96 | ||
| Vector Group Ltd | 0.07% | 0.77% | 0.04% | 16.02 | ||
| Philip Morris International Inc | 0.16% | 0.88% | 0.13% | 92.47 | ||
| Altria Group Inc | 0.28% | 0.78% | 0.21% | 35.79 | ||
| British American Tobacco plc | 0.29% | 0.84% | 0.23% | 109.54 |
| α | Alpha (Return Over Market) | (0.0067) |
| β | Beta (Market Sensitivity) | 1.18 |
| s | Efficiency (Sharpe Ratio) | (0.14) |
| σ | Risk (Volatility) | 0.80 |
| μ | Expected Return | (0.10) |
| Risk Adjusted Performance | 0.1759 |
| Market Risk Adjusted Performance | 0.2782 |
| Mean Deviation | 1.32 |
| Semi-Deviation | 0.9289 |
| Downside Deviation | 1.29 |
| Coefficient Of Variation | 492.87 |
| Standard Deviation | 1.61 |
| Variance | 2.59 |
| Information Ratio | 0.252 |
| Jensen Alpha | 0.4216 |
| Total Risk Alpha | 0.4864 |
| Sortino Ratio | 0.3138 |
| Treynor Ratio | 0.2682 |
| Maximum Drawdown | 4.07 |
| Value At Risk | (1.75) |
 Click cells to compare fundamentals |
High positive correlations
| Insignificant Correlation |
| VPCO | RAI | |
| VPCO | BTI | |
| VPCO | AOI | |
| VPCO | MO |
| MeanDeviation | JensenAlpha | SortinoRatio | TreynorRatio | SemiDeviation | InformationRatio | ExpectedShortfall | PotentialUpside | ValueAt Risk | MaximumDrawdown | ||
| RAI | 0.71 | 0.00 | 0.02 | (0.09) | 1.08 | 0.03 | (0.72) | 1.28 | (1.62) | 3.24 | |
| PM | 0.70 | (0.08) | (0.06) | (0.20) | 1.01 | (0.06) | (0.73) | 1.62 | (1.55) | 3.16 | |
| BTI | 0.67 | (0.18) | (0.13) | (0.35) | 1.41 | (0.18) | (0.46) | 1.03 | (1.66) | 2.81 | |
| AOI | 1.78 | 0.31 | 0.10 | 0.08 | 2.10 | 0.09 | (2.14) | 3.03 | (2.67) | 9.75 | |
| LO | 1.01 | 0.16 | 0.12 | 0.04 | 1.10 | 0.11 | (1.33) | 1.87 | (1.97) | 3.78 | |
| MO | 0.64 | (0.16) | (0.14) | (0.32) | 1.38 | (0.16) | (0.59) | 0.95 | (1.55) | 2.55 | |
| VPCO | 8.99 | 3.68 | 0.52 | 1.08 | 4.52 | 0.32 | (15.99) | 20.00 | (6.35) | 24.30 | |
| UVV | 0.81 | 0.06 | 0.07 | (0.02) | 0.97 | 0.06 | (1.14) | 1.65 | (1.22) | 3.42 | |
| VGR | 0.66 | 0.01 | 0.04 | (0.08) | 0.93 | 0.04 | (0.68) | 1.05 | (1.11) | 2.66 |
| Frequently Asked Questions Quick Product Tour Product Technology Overview Solution Methodology Plans and Pricing |
|
World Market Correlations Instant Equity Comparator Watchlist Analysis Position Suggestions Equity Alpha Analysis |
|
About Macroaxis Contact Us Product Terms Of Use Service Privacy Policy Advertising Opportunities |
