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Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
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This theme covers companies from entertainment industry including show business, news and media in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Set Theme' button to continue

Risk and return landscape for Entertainment

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Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent Price
CCPI
Crown City Pictures IncPrice Moved Up 0.71%   Price Moved Totally Down 15.71%   Price Moved Up 11.11%    0.03   
SMDI
Stratus Media Group IncPrice Moved Up 0.70%   Price Moved Very Down 2.62%   Price Moved Up 1.85%    0.21   
FRZT
Freeze Tag IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.01   
MUI
Media Group International LtdNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.00  
BGSI
BigSky Productions IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.08   
SED
Sun Entertainment Holding CorporationNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.05   
EMPM
Empire Post Media IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.00  
PRKA
Parks! America IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.03   
FTPR
Futura Pictures IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.80   
IBII
Island Breeze International IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.05   
PRXI
Premier Exhibitions IncPrice Moved Down 0.05%   Price Moved Very Down 2.30%   Price Moved Down 0.12%    1.80   
LYV
Live Nation Entertainment IncPrice Moved Down 0.24%   Price Moved Very Down 1.53%   Price Moved Down 0.35%    15.50   
SIX
Six Flags Entertainment CorporationPrice Moved Down 0.31%   Price Moved Very Down 1.05%   Price Moved Down 0.31%    75.85   
FUN
Cedar Fair LPPrice Moved Down 0.56%   Price Moved Down 0.71%   Price Moved Down 0.39%    41.33   
SOMD
Studio One Media IncPrice Moved Down 0.71%   Price Moved Very Down 2.24%   Price Moved Very Down 1.59%    0.21   
OMT
OMT IncPrice Moved Down 0.71%   Price Moved Totally Down 7.86%   Price Moved Totally Down 5.56%    0.07   
TIXC
Tix CorporationPrice Moved Down 0.79%   Price Moved Totally Down 11.52%   Price Moved Totally Down 9.12%    1.00   
IMAX
IMAX CorporationPrice Moved Down 0.87%   Price Moved Down 0.97%   Price Moved Down 0.84%    25.12   
RELMEDIA
Reliance MediaWorks LimitedPrice Moved Very Down 1.17%   Price Moved Very Down 1.42%   Price Moved Very Down 1.65%    59.10   
DIS
The Walt Disney CompanyPrice Moved Very Down 1.46%   Price Moved Down 0.20%   Price Moved Down 0.28%    65.29   
* 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
 
Embed  Export  
Returns   
Market   Portfolio   

Distribution Greeks

α
  Alpha (Return Over Market)(0.67) 
β
  Beta (Market Sensitivity)(0.01) 
s
  Efficiency (Sharpe Ratio)(0.87) 
σ
  Risk (Volatility) 0.78  
μ
  Expected Return(0.67) 

Technical analysis of total daily returns

Risk Adjusted Performance0.0
Market Risk Adjusted Performance0.0
Mean Deviation0.0
Semi-Deviation0.0
Downside Deviation0.0
Coefficient Of Variation0.0
Standard Deviation0.0
Variance0.0
Information Ratio0.0
Jensen Alpha0.0
Total Risk Alpha0.0
Sortino Ratio0.0
Treynor Ratio0.0
Maximum Drawdown0.0
Value At Risk0.0

Entertainment Correlation Analysis

CCPI
RELMEDIA
DIS
SOMD
LYV
IMAX
TIXC
PRXI
FUN
SIX
OMT
CCPI
0.070.02-0.13-0.280.6-0.13-0.190.040.260.07
RELMEDIA
0.070.320.28-0.090.350.120.080.550.17-0.28
DIS
0.020.320.00.00.250.160.40.410.42-0.23
SOMD
-0.130.280.0-0.020.120.1-0.440.05-0.350.05
LYV
-0.28-0.090.0-0.020.020.0-0.020.320.290.03
IMAX
0.60.350.250.120.020.08-0.040.360.360.05
TIXC
-0.130.120.160.10.00.080.07-0.01-0.080.26
PRXI
-0.190.080.4-0.44-0.02-0.040.070.120.61-0.53
FUN
0.040.550.410.050.320.36-0.010.120.43-0.47
SIX
0.260.170.42-0.350.290.36-0.080.610.43-0.51
OMT
0.07-0.28-0.230.050.030.050.26-0.53-0.47-0.51

      Click cells to compare fundamentals
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Correlation Matchups

High positive correlations

 SIX
+ 0.61
PRXI  
 IMAX
+ 0.6
CCPI  
 FUN
+ 0.55
RELMEDIA  
 SIX
+ 0.43
FUN  
 SIX
+ 0.42
DIS  
 FUN
+ 0.41
DIS  
 PRXI
+ 0.4
DIS  
 FUN
+ 0.36
IMAX  
   

Insignificant Correlation

 SOMD
- 0.0
DIS  
 LYV
- 0.0
DIS  
 TIXC
- 0.0
LYV  
 FUN
- 0.01
TIXC  
 TIXC
+ 0.0
LYV  
 LYV
+ 0.0
DIS  
 SOMD
+ 0.0
DIS  
 IMAX
+ 0.02
LYV  
   

High negative correlations

 OMT
- 0.53
PRXI  
 OMT
- 0.51
SIX  
 OMT
- 0.47
FUN  
 PRXI
- 0.44
SOMD  
 SIX
- 0.35
SOMD  
 OMT
- 0.28
RELMEDIA  
 LYV
- 0.28
CCPI  
 OMT
- 0.23
DIS  

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
FRZT 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
CCPI 14.43  2.61  0.09 (4.48) 12.77  0.10 (55.56) 33.33 (25.00) 133.33 
Backtest
RELMEDIA 1.87 (0.90)(0.31)(1.19) 3.47 (0.38)(1.66) 2.68 (5.14) 9.86 
Backtest
MUI 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
BGSI 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
DIS 1.13  0.00(0.01)(0.05) 1.55 (0.0085)(1.26) 2.08 (2.43) 4.28 
Backtest
SED 6.14  2.50  0.00 0.37  0.00 0.15  0.00 0.00 0.00 66.67 
Backtest
SOMD 5.27  0.29  0.03  3.18  5.95  0.04 (9.52) 15.00 (9.09) 24.09 
Backtest
LYV 2.53  0.66  0.29  4.08  2.03  0.16 (3.31) 2.92 (3.77) 20.61 
Backtest
IMAX 1.14 (0.61)(0.33)(1.06) 2.23 (0.35)(1.75) 2.92 (2.26) 5.61 
Backtest
TIXC 3.76 (1.95)(0.13)(32.48) 18.19 (0.26)(3.04) 4.04 (25.37) 25.37 
Backtest
EMPM 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
PRXI 3.58 (0.98)(0.21)(0.42) 5.48 (0.19)(4.60) 4.49 (8.60) 12.13 
Backtest
FUN 0.83 (0.27)(0.18)(0.73) 1.55 (0.25)(0.56) 1.06 (1.54) 3.42 
Backtest
PRKA 11.63  0.23  0.00 0.02  13.35  0.0068 (29.17) 33.33 (25.00) 58.33 
Backtest
SIX 0.79 (0.19)(0.14)(0.40) 1.34 (0.16)(0.68) 1.51 (1.82) 2.76 
Backtest
OMT 5.24 (3.20) 0.00 1.34  0.00(0.40) 0.00 0.00(20.00) 20.00 
Backtest
SMDI 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
FTPR 8.63  4.78  0.00 0.85  0.00 0.22  0.00 0.00 0.00 0.00
Backtest
IBII 7.21 (1.70) 0.00 0.16  0.00(0.08) 0.00 20.00 (37.50) 44.44 
Backtest
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