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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
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This theme covers companies producing farming products and providing services for farmers 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 Farming

    
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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 *
ALCO
Alico IncPrice Moved Up 0.37%   Price Moved Very Down 1.32%   Price Moved Up 0.49%    45.15   
RBCC
Rainbow Coral CorpPrice Moved Up 0.29%   Price Moved Totally Down 22.97%   Price Moved Up 6.78%    0.26   
TURV
Two Rivers Water CompanyPrice Moved Up 0.25%   Price Moved Totally Down 6.32%   Price Moved Up 1.56%    1.23   
BVO
Bevo Agro IncPrice Moved Up 0.24%   Price Moved Very Down 1.76%   Price Moved Up 0.43%    0.18   
ADM
Archer Daniels Midland CompanyPrice Moved Up 0.23%   Price Moved Very Down 1.15%   Price Moved Up 0.28%    34.14   
DPTL
Dhunseri Petrochem and Tea LtdPrice Moved Up 0.17%   Price Moved Very Down 2.85%   Price Moved Up 0.49%    95.95   
BG
Bunge LimitedPrice Moved Up 0.11%   Price Moved Very Down 1.87%   Price Moved Up 0.22%    71.70   
ZTHO
ZTrim Holdings IncPrice Moved Up 0.06%   Price Moved Totally Down 4.89%   Price Moved Up 0.28%    1.71   
ANDE
The Andersons IncPrice Moved Up 0.02%   Price Moved Very Down 1.54%   Price Moved Up 0.05%    54.00   
IGP
Imperial Ginseng Products LtdNo Change 0.00%   Price Moved Totally Down 9.65%   Price Moved Up 0.05%    0.38   
AGRC
Agricon Global CorporationNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.61   
WFCF
Where Food Comes From IncPrice Moved Down 0.02%   Price Moved Totally Down 5.19%   Price Moved Down 0.10%    1.05   
FDP
Fresh Del Monte Produce IncPrice Moved Down 0.06%   Price Moved Very Down 2.11%   Price Moved Down 0.11%    27.00   
UMAM
Umami Sustainable Seafood IncPrice Moved Down 0.12%   Price Moved Totally Down 7.05%   Price Moved Down 0.83%    1.39   
GRO
Agria CorporationPrice Moved Down 0.17%   Price Moved Totally Down 3.01%   Price Moved Down 0.51%    1.08   
SEED
Origin Agritech LimitedPrice Moved Down 0.23%   Price Moved Very Down 1.56%   Price Moved Down 0.35%    1.66   
AAY
AACL Holdings LimitedPrice Moved Down 0.24%   Price Moved Totally Down 11.45%   Price Moved Very Down 2.78%    0.01   
GCEH
Global Clean Energy Holdings IncPrice Moved Down 0.24%   Price Moved Totally Down 11.45%   Price Moved Very Down 2.78%    0.01   
STEV
Stevia CorpPrice Moved Down 0.43%   Price Moved Totally Down 4.76%   Price Moved Very Down 2.02%    0.29   
* 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
 
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Returns   
Market   Portfolio   
α
  Alpha (Return Over Market) 0.16  
β
  Beta (Market Sensitivity) 0.56  
s
  Efficiency (Sharpe Ratio) 0.24  
σ
  Risk (Volatility) 1.13  
μ
  Expected Return 0.28  

Technical analysis of total daily returns

Risk Adjusted Performance0.0261
Market Risk Adjusted Performance0.0943
Mean Deviation1.17
Semi-Deviation1.1
Downside Deviation1.18
Coefficient Of Variation2904.17
Standard Deviation1.66
Variance2.76
Information Ratio(0.10)
Jensen Alpha(0.07)
Total Risk Alpha(0.56)
Sortino Ratio(0.13)
Treynor Ratio0.0843
Maximum Drawdown5.75
Value At Risk(1.87)

Farming Correlation Analysis

FDP
ZTHO
TURV
UMAM
RBCC
BG
GRO
ADM
ANDE
ALCO
FDP
-0.16-0.20.07-0.080.22-0.080.340.15-0.28
ZTHO
-0.160.140.160.37-0.290.07-0.3-0.270.03
TURV
-0.20.140.040.180.11-0.460.330.190.4
UMAM
0.070.160.040.07-0.17-0.09-0.01-0.270.26
RBCC
-0.080.370.180.070.060.330.05-0.510.1
BG
0.22-0.290.11-0.170.06-0.240.560.150.1
GRO
-0.080.07-0.46-0.090.33-0.24-0.48-0.43-0.22
ADM
0.34-0.30.33-0.010.050.56-0.480.430.14
ANDE
0.15-0.270.19-0.27-0.510.15-0.430.430.2
ALCO
-0.280.030.40.260.10.1-0.220.140.2

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Correlation Matchups

High positive correlations

 ADM
+ 0.56
BG  
 ANDE
+ 0.43
ADM  
 ALCO
+ 0.4
TURV  
 RBCC
+ 0.37
ZTHO  
 ADM
+ 0.34
FDP  
 ADM
+ 0.33
TURV  
 GRO
+ 0.33
RBCC  
 ALCO
+ 0.26
UMAM  
   

Insignificant Correlation

 ADM
- 0.01
UMAM  
 RBCC
- 0.08
FDP  
 GRO
- 0.08
FDP  
 GRO
- 0.09
UMAM  
 ALCO
+ 0.03
ZTHO  
 UMAM
+ 0.04
TURV  
 ADM
+ 0.05
RBCC  
 BG
+ 0.06
RBCC  
   

High negative correlations

 ANDE
- 0.51
RBCC  
 ADM
- 0.48
GRO  
 GRO
- 0.46
TURV  
 ANDE
- 0.43
GRO  
 ADM
- 0.3
ZTHO  
 BG
- 0.29
ZTHO  
 ALCO
- 0.28
FDP  
 ANDE
- 0.27
UMAM  

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
AAY 5.25 (2.33) 0.00 1.27  0.00(0.25) 0.00 0.00(50.00) 50.00 
Backtest
IGP 6.10  0.33  0.08  0.26  5.19  0.11 (22.88) 31.03 (10.26) 51.52 
Backtest
FDP 1.15 (0.31)(0.09)(0.06) 3.41 (0.14)(0.98) 1.49 (1.97) 9.38 
Backtest
ZTHO 2.36  0.80  0.00(0.08) 3.23  0.0053 (4.37) 6.92 (5.17) 20.30 
Backtest
TURV 5.23 (0.05) 0.12  0.20  5.83  0.12 (5.74) 10.17 (9.76) 22.39 
Backtest
UMAM 4.88 (0.21)(0.12) 0.28  8.88 (0.15)(6.12) 7.75 (11.54) 25.46 
Backtest
AGRC 3.70 (0.98) 0.00 0.42  0.00(0.25) 0.00 0.00 0.00 39.00 
Backtest
STEV 5.05  1.50  0.01 (0.05) 4.90  0.0084 (17.99) 7.41 (11.54) 18.95 
Backtest
RBCC 15.33  4.68  0.41  1.84  9.83  0.23 (25.41) 45.00 (18.75) 92.41 
Backtest
BG 1.02 (0.08)(0.02) 0.14  1.09 (0.01)(1.13) 1.52 (1.81) 8.82 
Backtest
GRO 2.25  0.01 (0.14) 0.20  3.67 (0.17)(2.66) 3.74 (3.67) 11.92 
Backtest
ADM 1.07 (0.13) 0.01  0.13  0.90  0.0063 (1.19) 2.44 (1.64) 4.17 
Backtest
DPTL 1.85  0.46  0.10 (9.00) 1.77  0.09 (2.63) 8.98 (4.81) 13.78 
Backtest
WFCF 3.98  0.95  0.06 (0.42) 4.66  0.08 (5.63) 7.69 (9.00) 23.14 
Backtest
SEED 1.19 (0.49)(0.21)(0.20) 2.21 (0.28)(1.27) 2.29 (2.23) 6.83 
Backtest
BVO 3.12  1.92  0.00(1.72) 0.00 0.24  0.00 7.69  0.00 7.69 
Backtest
ANDE 1.18 (0.22)(0.08) 0.04  1.79 (0.10)(1.15) 2.46 (2.38) 6.50 
Backtest
ALCO 0.97  0.22  0.21  0.44  0.37  0.17 (1.18) 2.59 (1.29) 4.14 
Backtest
GCEH 9.09 (2.53) 0.00 0.00 0.00(0.0081) 0.00 0.00(50.00) 150.00 
Backtest
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