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United States  USA  |  Investing Themes


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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
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This theme covers companies involved in production of copper 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 Copper

    
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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 ReturnCurrent PriceAdvice *
FCX
FreeportMcMoRan Copper Gold IncPrice Moved Up 0.49%   Price Moved Very Down 1.41%   Price Moved Up 0.71%    32.68   
LIWA
Lihua International IncPrice Moved Up 0.35%   Price Moved Very Down 2.25%   Price Moved Up 0.80%    5.96   
NRDS
Nord Resources CorpPrice Moved Up 0.26%   Price Moved Totally Down 32.32%   Price Moved Up 8.26%    0.05   
LKW
Lakewood Mining Co LtdPrice Moved Up 0.22%   Price Moved Totally Down 20.83%   Price Moved Up 4.55%    0.02   
GTC
Getty Copper IncPrice Moved Up 0.22%   Price Moved Totally Down 10.41%   Price Moved Up 2.27%    0.06   
SLT
Sterlite Industries India LtdPrice Moved Up 0.20%   Price Moved Very Down 2.23%   Price Moved Up 0.46%    7.07   
AZC
Augusta Resource CorpPrice Moved Up 0.19%   Price Moved Very Down 1.56%   Price Moved Up 0.30%    2.38   
CAA
Callinan Royalties CorporationPrice Moved Up 0.16%   Price Moved Very Down 1.99%   Price Moved Up 0.32%    2.20   
CYP
Cypress Development CorpPrice Moved Up 0.14%   Price Moved Totally Down 33.40%   Price Moved Up 4.55%    0.01   
CBA
Champion Bear Resources LtdPrice Moved Up 0.12%   Price Moved Totally Down 7.21%   Price Moved Up 0.85%    0.08   
AKM
Aspire Mining LimitedPrice Moved Up 0.12%   Price Moved Totally Down 8.47%   Price Moved Up 1.06%    0.07   
WER
Weststar Resources CorpPrice Moved Up 0.08%   Price Moved Totally Down 18.06%   Price Moved Up 1.52%    0.03   
BCU
Bell Copper CorporationNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.01   
BKM
Pacific Booker Minerals IncPrice Moved Down 0.16%   Price Moved Totally Down 4.39%   Price Moved Down 0.68%    3.95   
FNC
Fancamp Exploration LtdPrice Moved Down 0.22%   Price Moved Totally Down 6.38%   Price Moved Very Down 1.40%    0.07   
* 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   
α
  Alpha (Return Over Market) 0.93  
β
  Beta (Market Sensitivity)(1.03) 
s
  Efficiency (Sharpe Ratio) 0.44  
σ
  Risk (Volatility) 1.24  
μ
  Expected Return 0.56  

Technical analysis of total daily returns

Risk Adjusted Performance0.249
Market Risk Adjusted Performance(1.41)
Mean Deviation2.62
Semi-Deviation0.7283
Downside Deviation1.86
Coefficient Of Variation227.55
Standard Deviation3.35
Variance11.22
Information Ratio0.3324
Jensen Alpha1.82
Total Risk Alpha(0.67)
Sortino Ratio0.6003
Treynor Ratio(1.42)
Maximum Drawdown13.28
Value At Risk(2.69)

Copper Correlation Analysis

CBA
BKM
FCX
AZC
WER
LIWA
CAA
SLT
CBA
0.010.340.24-0.37-0.040.150.06
BKM
0.010.2-0.01-0.010.250.480.15
FCX
0.340.20.210.280.240.350.39
AZC
0.24-0.010.21-0.04-0.170.370.11
WER
-0.37-0.010.28-0.040.21-0.07-0.13
LIWA
-0.040.250.24-0.170.210.07-0.21
CAA
0.150.480.350.37-0.070.070.13
SLT
0.060.150.390.11-0.13-0.210.13

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Correlation Matchups

High positive correlations

 CAA
+ 0.48
BKM  
 SLT
+ 0.39
FCX  
 CAA
+ 0.37
AZC  
 CAA
+ 0.35
FCX  
 FCX
+ 0.34
CBA  
 WER
+ 0.28
FCX  
 LIWA
+ 0.25
BKM  
 AZC
+ 0.24
CBA  
   

Insignificant Correlation

 AZC
- 0.01
BKM  
 WER
- 0.01
BKM  
 LIWA
- 0.04
CBA  
 WER
- 0.04
AZC  
 BKM
+ 0.01
CBA  
 SLT
+ 0.06
CBA  
 CAA
+ 0.07
LIWA  
 SLT
+ 0.11
AZC  
   

High negative correlations

 WER
- 0.37
CBA  
 SLT
- 0.21
LIWA  
 LIWA
- 0.17
AZC  
 SLT
- 0.13
WER  
 CAA
- 0.07
WER  
 WER
- 0.04
AZC  
 LIWA
- 0.04
CBA  
 WER
- 0.01
BKM  

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
CBA 4.22 (0.24) 0.05  0.17  4.01  0.08 (16.34) 14.29 (10.00) 33.33 
Backtest
AKM 6.92  0.75  0.06  0.72  6.75  0.10 (16.07) 16.67 (14.29) 30.95 
Backtest
BCU 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
BKM 2.91 (1.09)(0.15)(0.38) 6.69 (0.20)(3.80) 5.99 (5.71) 17.18 
Backtest
FCX 1.06  0.58  0.32  2.11  0.00 0.24 (1.48) 2.66 (1.47) 6.23 
Backtest
AZC 2.23  0.03  0.00 0.38  0.00 0.20  0.00 4.85 (3.59) 5.68 
Backtest
LKW 9.07  4.73  0.00 52.80  0.00 0.21  0.00 0.00 0.00 100.00 
Backtest
FNC 4.44 (1.80)(0.13)(0.81) 12.59 (0.25)(12.50) 12.50 (11.11) 25.00 
Backtest
NRDS 20.34  12.86  0.20 (0.62) 13.50  0.24 (53.00) 100.00 (16.67) 116.67 
Backtest
GTC 4.34  2.44  0.00(2.76) 0.00 0.19  0.00 0.00 0.00 50.00 
Backtest
WER 8.82  0.97  0.00 0.62  0.00 0.07  0.00 50.00 (33.33) 83.33 
Backtest
LIWA 1.62  0.32  0.39  0.59  0.00 0.19 (2.52) 3.17 (1.37) 4.36 
Backtest
CAA 1.57  0.18  0.03  0.54  2.06  0.04 (1.76) 2.73 (3.51) 7.15 
Backtest
SLT 1.58 (0.01) 0.05  0.34  1.60  0.05 (1.89) 2.91 (2.49) 10.82 
Backtest
CYP 17.36  2.64  0.00 0.53  0.00 0.13  0.00 100.00 (50.00) 150.00 
Backtest
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