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Theme Landscape

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Risk and return landscape for Communication

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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 *
SKM	SK Telecom Co Ltd	0.32%	2.10%	0.67%	21.48	Strong Buy
Q	Qwest Communications International Inc	0.32%	0.92%	0.31%	45.03	Sell
CSCO	Cisco Systems Inc	0.23%	2.90%	0.69%	23.53	Strong Hold
FTR	Frontier Communications Corporation	0.18%	2.20%	0.40%	4.40	Buy
TWTC	TW Telecom Inc	0.17%	1.80%	0.32%	28.52	Strong Buy
TPM	TPG Telecom Limited	0.13%	1.78%	0.25%	3.47	Buy
LORL	Loral Space Communications Inc	0.08%	1.44%	0.12%	61.67	Buy
WIN	Windstream Corporation	0.00%	1.58%	0.00%	8.67	Strong Hold
VZ	Verizon Communications Inc	0.00%	1.17%	0.01%	51.39	Strong Buy
TSU	TIM Participacoes SA	0.02%	1.05%	0.01%	20.49	Strong Buy
CHL	China Mobile Limited	0.05%	0.93%	0.04%	53.22	Strong Buy
T	AT T Inc	0.07%	0.68%	0.03%	36.75	Strong Buy
QCOM	QUALCOMM Incorporated	0.10%	1.43%	0.14%	64.26	Strong Buy
TALK	TalkTalk Telecom Group PLC	0.11%	3.19%	0.35%	230.00	Strong Hold
FNSR	Finisar Corp	0.12%	2.13%	0.24%	12.57	Strong Buy
CWC	Cable Wireless Communications Plc	0.12%	2.16%	0.26%	44.00	Strong Hold
AGCNET	AGC Networks Limited	0.17%	6.17%	1.04%	85.95	Strong Hold
ARRS	Arris Group Inc	0.21%	1.77%	0.36%	15.54	Hold

* 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)

(0.31)

Beta (Market Sensitivity)

0.76

Efficiency (Sharpe Ratio)

(0.13)

Risk (Volatility)

1.30

Expected Return

(0.16)

Technical analysis of total daily returns

Risk Adjusted Performance	0.0149
Market Risk Adjusted Performance	0.0178
Mean Deviation	0.5428
Semi-Deviation	0.6374
Downside Deviation	0.6827
Coefficient Of Variation	4335.11
Standard Deviation	0.6897
Variance	0.4757
Information Ratio	(0.27)
Jensen Alpha	(0.14)
Total Risk Alpha	(0.23)
Sortino Ratio	(0.28)
Treynor Ratio	0.0078
Maximum Drawdown	2.86
Value At Risk	(1.12)

Communication Correlation Analysis

	FNSR	FTR	TWTC	TALK	AGCNET	WIN	SKM	T	LORL	TSU	Q	CWC	ARRS	CHL	QCOM	VZ	CSCO
FNSR		-0.05	-0.44	0.2	0.24	-0.04	-0.04	-0.2	0.28	0.19	-0.36	0.31	0.07	0.23	0.12	0.04	0.14
FTR	-0.05		0.42	0.29	0.58	0.58	-0.45	0.44	0.16	0.22	0.22	-0.05	-0.02	0.14	-0.08	0.3	0.24
TWTC	-0.44	0.42		0.23	0.07	0.46	0.14	0.63	0.02	0.07	0.01	0.03	-0.05	0.53	0.08	0.33	-0.22
TALK	0.2	0.29	0.23		0.32	0.49	-0.11	0.42	-0.13	0.03	0.01	0.22	-0.02	0.24	0.16	0.08	0.23
AGCNET	0.24	0.58	0.07	0.32		0.04	-0.42	0.28	0.12	-0.1	0.24	0.14	-0.05	0.26	0.06	0.17	0.1
WIN	-0.04	0.58	0.46	0.49	0.04		-0.15	0.6	-0.07	0.4	-0.04	-0.02	-0.03	0.22	0.06	0.24	0.18
SKM	-0.04	-0.45	0.14	-0.11	-0.42	-0.15		0.03	0.28	0.04	-0.25	-0.2	0.03	0.25	0.11	0.28	-0.15
T	-0.2	0.44	0.63	0.42	0.28	0.6	0.03		0.21	0.2	0.05	-0.14	-0.18	0.46	-0.06	0.57	-0.07
LORL	0.28	0.16	0.02	-0.13	0.12	-0.07	0.28	0.21		0.41	-0.35	-0.42	0.0	0.08	-0.11	0.46	-0.07
TSU	0.19	0.22	0.07	0.03	-0.1	0.4	0.04	0.2	0.41		-0.11	-0.04	-0.03	0.12	-0.34	0.45	0.24
Q	-0.36	0.22	0.01	0.01	0.24	-0.04	-0.25	0.05	-0.35	-0.11		0.05	-0.6	0.05	-0.21	0.0	0.07
CWC	0.31	-0.05	0.03	0.22	0.14	-0.02	-0.2	-0.14	-0.42	-0.04	0.05		0.01	0.39	0.26	-0.29	0.22
ARRS	0.07	-0.02	-0.05	-0.02	-0.05	-0.03	0.03	-0.18	0.0	-0.03	-0.6	0.01		-0.26	-0.15	-0.05	0.06
CHL	0.23	0.14	0.53	0.24	0.26	0.22	0.25	0.46	0.08	0.12	0.05	0.39	-0.26		0.06	0.46	-0.23
QCOM	0.12	-0.08	0.08	0.16	0.06	0.06	0.11	-0.06	-0.11	-0.34	-0.21	0.26	-0.15	0.06		-0.38	0.05
VZ	0.04	0.3	0.33	0.08	0.17	0.24	0.28	0.57	0.46	0.45	0.0	-0.29	-0.05	0.46	-0.38		0.04
CSCO	0.14	0.24	-0.22	0.23	0.1	0.18	-0.15	-0.07	-0.07	0.24	0.07	0.22	0.06	-0.23	0.05	0.04

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Correlation Matchups

High positive correlations

T	+ 0.63	TWTC
T	+ 0.6	WIN
AGCNET	+ 0.58	FTR
WIN	+ 0.58	FTR
VZ	+ 0.57	T
CHL	+ 0.53	TWTC
WIN	+ 0.49	TALK
WIN	+ 0.46	TWTC

Insignificant Correlation

ARRS	- 0.0	LORL
VZ	- 0.0	Q
ARRS	- 0.02	FTR
ARRS	- 0.02	TALK

VZ	+ 0.0	Q
ARRS	+ 0.0	LORL
ARRS	+ 0.01	CWC
Q	+ 0.01	TALK

High negative correlations

ARRS	- 0.6	Q
SKM	- 0.45	FTR
TWTC	- 0.44	FNSR
CWC	- 0.42	LORL
SKM	- 0.42	AGCNET
VZ	- 0.38	QCOM
Q	- 0.36	FNSR
Q	- 0.35	LORL

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
FNSR	1.66	(0.53)	(0.20)	(0.17)	2.40	(0.20)	(1.74)	3.99	(3.54)	9.05	Backtest
FTR	1.74	0.18	0.09	0.35	1.88	0.09	(1.87)	4.13	(2.93)	8.35	Backtest
TWTC	1.30	0.06	0.08	0.24	1.07	0.06	(1.59)	3.23	(2.11)	8.31	Backtest
TALK	1.94	(0.75)	(0.14)	(0.20)	5.45	(0.17)	(2.01)	3.55	(4.04)	14.75	Backtest
TPM	1.37	0.03	0.03	0.22	1.75	0.05	(1.84)	3.98	(5.45)	5.26	Backtest
AGCNET	3.99	(1.76)	(0.22)	(0.43)	8.03	(0.21)	(5.31)	20.00	(14.16)	24.26	Backtest
WIN	1.11	(0.22)	(0.07)	(0.01)	2.30	(0.12)	(0.87)	1.95	(3.32)	5.55	Backtest
SKM	1.67	0.37	0.27	0.44	1.16	0.22	(2.15)	3.76	(2.24)	8.84	Backtest
T	0.59	(0.14)	(0.28)	(0.09)	0.87	(0.34)	(0.55)	0.83	(0.96)	2.48	Backtest
LORL	1.07	(0.09)	(0.05)	0.11	1.37	(0.06)	(1.30)	2.60	(2.60)	6.29	Backtest
TSU	0.83	(0.11)	(0.17)	(0.04)	1.27	(0.20)	(0.75)	1.53	(1.84)	4.52	Backtest
Q	1.04	0.66	0.51	(2.15)	0.00	0.32	(1.56)	2.56	(0.89)	3.45	Backtest
CWC	1.46	(0.37)	(0.13)	(0.48)	3.52	(0.21)	(1.04)	1.89	(3.33)	5.72	Backtest
ARRS	2.65	(1.30)	0.00	5.85	0.00	(0.44)	0.00	2.01	(7.63)	9.64	Backtest
CHL	0.70	(0.29)	(0.19)	(0.04)	1.31	(0.26)	(0.60)	1.01	(2.04)	3.24	Backtest
QCOM	0.92	(0.30)	(0.15)	(0.18)	2.74	(0.23)	(0.62)	1.48	(2.02)	5.39	Backtest
VZ	0.92	(0.22)	(0.14)	0.00	1.29	(0.16)	(0.86)	1.67	(1.27)	5.54	Backtest
CSCO	1.53	0.67	0.26	33.94	1.00	0.16	(1.88)	1.72	(2.58)	15.43	Backtest

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