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Theme Landscape

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Risk and return landscape for Electronics

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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
SLI	SL Industries Inc	0.10%	3.06%	0.32%	25.64	Buy
MHTX	Manhattan Scientifics Inc	0.06%	12.38%	0.75%	0.04	Strong Sell
CFU	Ceramic Fuel Cells Limited	0.05%	10.11%	0.50%	0.04	Strong Sell
SANM	Sanmina Corporation	0.03%	1.97%	0.07%	14.44	Strong Buy
HAR	Harman International Industries Incorporated	0.01%	1.59%	0.03%	52.89	Strong Buy
AYI	Acuity Brands Inc	0.03%	1.06%	0.02%	78.37	Strong Buy
JST	Jinpan International Limited	0.03%	2.36%	0.06%	4.99	Hold
PLNR	Planar Systems Inc	0.04%	2.35%	0.09%	1.65	Buy
AVX	AVX Corp	0.05%	0.79%	0.03%	12.08	Strong Buy
HUB-B	Hubbell Inc	0.06%	1.15%	0.05%	100.04	Strong Buy
DLB	Dolby Laboratories Inc	0.07%	1.52%	0.09%	34.51	Strong Buy
MOLX	Molex Incorporated	0.09%	0.99%	0.08%	30.19	Strong Buy
LPL	LG Display Co Ltd	0.10%	1.91%	0.18%	13.20	Strong Buy
OESX	Orion Energy Systems Inc	0.10%	2.99%	0.28%	2.29	Strong Sell
DAIO	Data I-O Corp	0.14%	1.83%	0.25%	2.02	Strong Sell
AAPL	Apple Inc	0.16%	0.82%	0.12%	431.77	Buy
QBAK	Qualstar Corp	0.20%	3.68%	0.73%	1.50	Strong Sell
RFIL	RF Industries Ltd	0.24%	3.27%	0.79%	5.72	Hold
WGA	WellsGardner Electronics Corp	0.46%	1.48%	0.67%	1.78	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

Distribution Greeks

Alpha (Return Over Market)

(0.07)

Beta (Market Sensitivity)

0.09

Efficiency (Sharpe Ratio)

(0.13)

Risk (Volatility)

0.69

Expected Return

(0.08)

Technical analysis of total daily returns

Risk Adjusted Performance	(0.09)
Market Risk Adjusted Performance	(1.10)
Mean Deviation	0.682
Semi-Deviation	1.07
Downside Deviation	0.9625
Coefficient Of Variation	(968)
Standard Deviation	0.8716
Variance	0.7597
Information Ratio	(0.01)
Jensen Alpha	(0.09)
Total Risk Alpha	(0.0080)
Sortino Ratio	(0.01)
Treynor Ratio	(1.11)
Maximum Drawdown	3.35
Value At Risk	(1.39)

Electronics Correlation Analysis

	MOLX	LPL	HAR	DAIO	WGA	OESX	DLB	AYI	SLI	QBAK	JST	RFIL	AAPL	AVX	PLNR	HUB-B	SANM
MOLX		0.43	0.77	0.2	-0.22	-0.27	0.51	0.78	0.21	-0.52	-0.05	-0.1	0.38	0.37	0.17	0.52	0.61
LPL	0.43		0.27	-0.11	-0.23	0.08	0.38	0.16	-0.02	-0.17	-0.41	0.32	0.21	0.47	-0.19	-0.04	0.36
HAR	0.77	0.27		-0.07	-0.25	-0.4	0.49	0.76	0.18	-0.47	0.26	-0.08	0.33	0.37	0.28	0.71	0.64
DAIO	0.2	-0.11	-0.07		0.24	-0.1	-0.27	-0.05	0.03	-0.41	-0.25	-0.14	0.28	-0.5	0.1	0.16	-0.16
WGA	-0.22	-0.23	-0.25	0.24		-0.27	-0.28	-0.11	0.36	0.12	0.01	-0.22	0.33	-0.38	-0.15	-0.2	-0.04
OESX	-0.27	0.08	-0.4	-0.1	-0.27		-0.21	-0.32	-0.26	0.0	-0.35	0.22	-0.19	0.13	0.02	-0.29	-0.39
DLB	0.51	0.38	0.49	-0.27	-0.28	-0.21		0.39	0.16	0.12	0.34	0.3	0.09	0.58	0.22	0.23	0.35
AYI	0.78	0.16	0.76	-0.05	-0.11	-0.32	0.39		0.28	-0.35	0.2	-0.1	0.26	0.31	0.27	0.61	0.63
SLI	0.21	-0.02	0.18	0.03	0.36	-0.26	0.16	0.28		-0.13	0.24	0.06	0.45	-0.32	-0.41	-0.32	0.14
QBAK	-0.52	-0.17	-0.47	-0.41	0.12	0.0	0.12	-0.35	-0.13		0.25	0.1	-0.6	0.0	-0.14	-0.32	-0.15
JST	-0.05	-0.41	0.26	-0.25	0.01	-0.35	0.34	0.2	0.24	0.25		-0.1	-0.16	-0.04	0.11	0.21	-0.07
RFIL	-0.1	0.32	-0.08	-0.14	-0.22	0.22	0.3	-0.1	0.06	0.1	-0.1		-0.06	0.08	0.07	-0.11	0.01
AAPL	0.38	0.21	0.33	0.28	0.33	-0.19	0.09	0.26	0.45	-0.6	-0.16	-0.06		-0.2	-0.1	0.11	0.18
AVX	0.37	0.47	0.37	-0.5	-0.38	0.13	0.58	0.31	-0.32	0.0	-0.04	0.08	-0.2		0.4	0.17	0.46
PLNR	0.17	-0.19	0.28	0.1	-0.15	0.02	0.22	0.27	-0.41	-0.14	0.11	0.07	-0.1	0.4		0.51	0.37
HUB-B	0.52	-0.04	0.71	0.16	-0.2	-0.29	0.23	0.61	-0.32	-0.32	0.21	-0.11	0.11	0.17	0.51		0.33
SANM	0.61	0.36	0.64	-0.16	-0.04	-0.39	0.35	0.63	0.14	-0.15	-0.07	0.01	0.18	0.46	0.37	0.33

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Correlation Matchups

High positive correlations

AYI	+ 0.78	MOLX
HAR	+ 0.77	MOLX
AYI	+ 0.76	HAR
HUB-B	+ 0.71	HAR
SANM	+ 0.64	HAR
SANM	+ 0.63	AYI
SANM	+ 0.61	MOLX
HUB-B	+ 0.61	AYI

Insignificant Correlation

QBAK	- 0.0	OESX
AVX	- 0.0	QBAK
SLI	- 0.02	LPL
HUB-B	- 0.04	LPL

AVX	+ 0.0	QBAK
QBAK	+ 0.0	OESX
SANM	+ 0.01	RFIL
JST	+ 0.01	WGA

High negative correlations

AAPL	- 0.6	QBAK
QBAK	- 0.52	MOLX
AVX	- 0.5	DAIO
QBAK	- 0.47	HAR
PLNR	- 0.41	SLI
QBAK	- 0.41	DAIO
JST	- 0.41	LPL
OESX	- 0.4	HAR

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
MOLX	0.77	0.00	0.00	(0.09)	1.12	(0.0022)	(1.16)	1.26	(1.18)	2.32	Backtest
LPL	1.61	(0.10)	(0.05)	(0.18)	1.97	(0.05)	(1.80)	2.86	(2.84)	6.63	Backtest
HAR	1.34	0.16	0.07	0.01	1.46	0.07	(1.70)	2.36	(1.68)	5.37	Backtest
DAIO	1.38	(0.31)	(0.06)	1.03	3.36	(0.10)	(1.13)	2.59	(6.31)	6.80	Backtest
WGA	1.10	(0.72)	(0.28)	1.55	2.59	(0.39)	(0.84)	1.03	(2.54)	6.20	Backtest
CFU	4.67	0.33	0.00	(0.30)	0.00	0.05	0.00	25.00	(20.00)	45.00	Backtest
OESX	2.27	(0.37)	(0.04)	0.35	4.57	(0.07)	(1.90)	4.31	(5.37)	11.34	Backtest
DLB	1.09	(0.01)	(0.01)	(0.10)	1.88	(0.0071)	(1.10)	2.27	(2.67)	5.77	Backtest
AYI	0.84	0.06	0.05	(0.03)	1.05	0.05	(0.91)	2.06	(1.29)	3.30	Backtest
SLI	1.99	0.37	0.09	0.44	3.47	0.13	(2.13)	4.97	(5.42)	10.39	Backtest
QBAK	3.27	(1.01)	(0.15)	0.39	5.20	(0.18)	(3.13)	6.34	(6.87)	11.97	Backtest
JST	1.54	(0.05)	0.01	(0.41)	3.16	0.0081	(1.63)	3.46	(3.06)	8.18	Backtest
MHTX	7.28	0.44	0.03	(0.22)	8.61	0.07	(25.00)	25.00	(20.00)	45.00	Backtest
RFIL	2.61	(0.79)	(0.16)	(19.95)	4.68	(0.21)	(2.25)	3.19	(5.63)	14.13	Backtest
AAPL	0.71	(0.10)	(0.04)	(0.40)	1.04	(0.05)	(0.65)	0.87	(1.36)	2.98	Backtest
AVX	0.63	0.02	0.07	(0.06)	0.74	0.07	(0.86)	1.26	(0.98)	3.07	Backtest
PLNR	1.69	(0.04)	(0.01)	(0.15)	2.03	(0.0062)	(2.01)	4.71	(3.37)	10.14	Backtest
HUB-B	0.88	(0.01)	0.02	(0.10)	1.09	0.02	(1.20)	1.83	(1.52)	4.63	Backtest
SANM	1.65	0.20	0.07	0.04	2.16	0.08	(1.73)	2.56	(2.36)	6.00	Backtest

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