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Theme Landscape

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Risk and return landscape for Computers

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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 *
IBM	International Business Machines Corporation	0.36%	0.98%	0.36%	206.99	Strong Buy
LXK	Lexmark International Inc	0.34%	1.62%	0.55%	30.97	Strong Buy
TECD	Tech Data Corp	0.28%	1.31%	0.37%	48.76	Strong Buy
BKYI	BIOkey International Inc	0.27%	4.32%	1.16%	0.24	Strong Sell
TDC	Teradata Corporation	0.26%	2.30%	0.61%	56.17	Hold
TACT	TransAct Technologies Incorporated	0.20%	1.75%	0.36%	8.17	Buy
SSYS	Stratasys Ltd	0.17%	3.02%	0.53%	83.92	Buy
COYN	COPsync Inc	0.10%	7.43%	0.76%	0.10	Hold
SYNA	Synaptics Inc	0.08%	2.95%	0.25%	40.81	Buy
ALOT	AstroMed Inc	0.08%	1.31%	0.11%	10.58	Strong Sell
INPH	Interphase Corp	0.08%	3.35%	0.26%	2.49	Strong Hold
IM	Ingram Micro Inc	0.07%	1.46%	0.11%	18.13	Strong Buy
VIDE	Video Display Corporation	0.05%	1.81%	0.10%	3.75	Sell
RDCM	Radcom Ltd	0.04%	12.22%	0.50%	3.16	Strong Hold
CCUR	Concurrent Computer Corporation	0.04%	2.37%	0.09%	6.87	Strong Buy
EFII	Electronics for Imaging Inc	0.02%	1.16%	0.04%	26.55	Strong Buy
WSTG	Wayside Technology Group Inc	0.02%	1.35%	0.04%	11.65	Buy
PANL	Universal Display Corp	0.05%	4.64%	0.24%	29.13	Strong Hold
SIO	SENSIO Technologies Inc	0.07%	5.52%	0.36%	0.17	Strong Hold
RSKIA	George Risk Industries Inc	0.13%	0.72%	0.09%	7.10	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)

0.05

Beta (Market Sensitivity)

1.34

Efficiency (Sharpe Ratio)

0.33

Risk (Volatility)

0.99

Expected Return

0.34

Technical analysis of total daily returns

Risk Adjusted Performance	0.1397
Market Risk Adjusted Performance	0.2084
Mean Deviation	0.8392
Semi-Deviation	0.5546
Downside Deviation	0.9096
Coefficient Of Variation	420.62
Standard Deviation	1.16
Variance	1.35
Information Ratio	0.0507
Jensen Alpha	(0.01)
Total Risk Alpha	(0.16)
Sortino Ratio	0.0647
Treynor Ratio	0.1984
Maximum Drawdown	4.91
Value At Risk	(1.41)

Computers Correlation Analysis

	EFII	TACT	IM	SYNA	RDCM	SIO	CCUR	WSTG	ALOT	IBM	SSYS	PANL	INPH	VIDE	TDC	TECD	LXK
EFII		0.05	0.1	0.17	0.19	-0.17	0.1	0.06	-0.54	0.34	0.09	0.18	0.32	-0.13	-0.17	0.19	-0.07
TACT	0.05		0.1	0.14	0.06	0.1	-0.2	0.03	-0.14	0.18	-0.13	-0.3	0.03	-0.26	0.21	0.31	-0.13
IM	0.1	0.1		-0.43	0.31	-0.07	-0.02	-0.15	-0.5	0.43	0.45	0.19	-0.05	-0.06	-0.24	0.7	-0.02
SYNA	0.17	0.14	-0.43		0.32	0.07	0.0	0.13	0.09	0.18	0.18	-0.02	0.12	0.05	0.24	0.01	0.57
RDCM	0.19	0.06	0.31	0.32		-0.12	0.13	0.03	0.05	0.3	0.26	0.13	0.22	-0.34	-0.51	0.45	0.38
SIO	-0.17	0.1	-0.07	0.07	-0.12		0.09	0.2	-0.08	0.22	0.13	0.21	-0.15	0.03	0.24	0.17	-0.17
CCUR	0.1	-0.2	-0.02	0.0	0.13	0.09		0.46	0.15	0.37	0.29	-0.09	0.18	-0.15	-0.01	0.02	0.15
WSTG	0.06	0.03	-0.15	0.13	0.03	0.2	0.46		0.06	0.18	0.26	0.06	0.2	0.08	0.06	0.0	0.1
ALOT	-0.54	-0.14	-0.5	0.09	0.05	-0.08	0.15	0.06		-0.6	-0.3	-0.02	-0.14	0.05	0.05	-0.57	-0.05
IBM	0.34	0.18	0.43	0.18	0.3	0.22	0.37	0.18	-0.6		0.5	-0.02	0.17	-0.19	0.07	0.57	0.44
SSYS	0.09	-0.13	0.45	0.18	0.26	0.13	0.29	0.26	-0.3	0.5		0.31	0.13	-0.13	-0.22	0.58	0.37
PANL	0.18	-0.3	0.19	-0.02	0.13	0.21	-0.09	0.06	-0.02	-0.02	0.31		-0.22	0.01	0.0	0.21	-0.04
INPH	0.32	0.03	-0.05	0.12	0.22	-0.15	0.18	0.2	-0.14	0.17	0.13	-0.22		-0.17	-0.28	0.12	0.0
VIDE	-0.13	-0.26	-0.06	0.05	-0.34	0.03	-0.15	0.08	0.05	-0.19	-0.13	0.01	-0.17		0.38	-0.25	0.03
TDC	-0.17	0.21	-0.24	0.24	-0.51	0.24	-0.01	0.06	0.05	0.07	-0.22	0.0	-0.28	0.38		-0.12	0.06
TECD	0.19	0.31	0.7	0.01	0.45	0.17	0.02	0.0	-0.57	0.57	0.58	0.21	0.12	-0.25	-0.12		0.23
LXK	-0.07	-0.13	-0.02	0.57	0.38	-0.17	0.15	0.1	-0.05	0.44	0.37	-0.04	0.0	0.03	0.06	0.23

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Correlation Matchups

High positive correlations

TECD	+ 0.7	IM
TECD	+ 0.58	SSYS
LXK	+ 0.57	SYNA
TECD	+ 0.57	IBM
SSYS	+ 0.5	IBM
WSTG	+ 0.46	CCUR
SSYS	+ 0.45	IM
TECD	+ 0.45	RDCM

Insignificant Correlation

CCUR	- 0.0	SYNA
TECD	- 0.0	WSTG
TDC	- 0.0	PANL
LXK	- 0.0	INPH

LXK	+ 0.0	INPH
TDC	+ 0.0	PANL
TECD	+ 0.0	WSTG
CCUR	+ 0.0	SYNA

High negative correlations

IBM	- 0.6	ALOT
TECD	- 0.57	ALOT
ALOT	- 0.54	EFII
TDC	- 0.51	RDCM
ALOT	- 0.5	IM
SYNA	- 0.43	IM
VIDE	- 0.34	RDCM
SSYS	- 0.3	ALOT

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
EFII	0.76	(0.12)	(0.13)	0.04	1.20	(0.15)	(0.80)	2.12	(1.04)	5.49	Backtest
TACT	1.45	0.28	0.10	1.01	1.07	0.08	(1.93)	3.29	(2.08)	5.37	Backtest
IM	0.98	(0.18)	(0.06)	0.07	1.65	(0.07)	(1.09)	2.06	(1.84)	6.72	Backtest
SYNA	2.22	(0.12)	0.01	0.14	2.77	0.01	(2.12)	3.83	(3.48)	14.05	Backtest
RDCM	5.81	(1.54)	0.05	0.05	5.08	0.02	(9.21)	3.36	(7.37)	61.16	Backtest
SIO	3.73	(0.77)	(0.11)	(0.21)	5.69	(0.10)	(11.44)	11.76	(5.56)	21.93	Backtest
CCUR	1.65	(0.11)	(0.06)	0.09	1.82	(0.05)	(2.11)	3.83	(2.48)	12.27	Backtest
BKYI	3.33	1.36	0.13	(1.56)	2.76	0.22	(6.21)	10.00	(5.26)	19.44	Backtest
RSKIA	0.50	(0.04)	(0.19)	0.34	1.71	(0.40)	(0.70)	0.98	(1.38)	3.33	Backtest
WSTG	1.14	(0.02)	(0.14)	0.11	1.26	(0.13)	(1.29)	1.76	(1.65)	4.11	Backtest
ALOT	0.95	0.27	(0.07)	(0.12)	1.28	(0.08)	(1.06)	2.59	(2.22)	5.60	Backtest
IBM	0.77	0.09	0.14	0.28	0.42	0.14	(0.87)	1.83	(0.98)	3.93	Backtest
SSYS	2.25	(0.32)	0.08	0.13	3.15	0.10	(2.40)	5.13	(4.97)	10.75	Backtest
PANL	2.95	(0.64)	(0.06)	(0.13)	7.32	(0.10)	(2.24)	2.76	(6.45)	20.30	Backtest
INPH	3.06	(0.12)	0.02	0.15	3.86	0.02	(2.95)	6.44	(5.08)	11.01	Backtest
VIDE	1.21	0.24	(0.09)	(0.14)	1.08	(0.06)	(2.23)	2.14	(1.91)	9.45	Backtest
TDC	1.85	0.65	0.15	(2.40)	1.93	0.17	(2.00)	3.90	(3.55)	7.89	Backtest
TECD	1.08	0.05	0.11	0.24	1.02	0.12	(1.19)	2.10	(1.90)	4.00	Backtest
COYN	5.29	0.52	0.04	0.68	6.08	0.07	(10.45)	11.11	(11.11)	29.17	Backtest
LXK	1.27	0.37	0.21	0.65	1.02	0.20	(1.49)	2.71	(2.14)	6.83	Backtest

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