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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
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This theme covers companies producing and selling home and office furniture 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 Furniture

    
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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 *
STVS
Nova Lifestyle IncPrice Moved Up 0.35%   Price Moved Very Down 1.61%   Price Moved Up 0.58%    4.10   
LZB
LaZBoy IncorporatedPrice Moved Up 0.33%   Price Moved Very Down 1.38%   Price Moved Up 0.47%    19.19   
SCSS
Select Comfort CorporationPrice Moved Up 0.31%   Price Moved Very Down 2.03%   Price Moved Up 0.65%    22.01   
BSET
Bassett Furniture Industries IncPrice Moved Up 0.23%   Price Moved Very Down 1.86%   Price Moved Up 0.43%    14.16   
FLXS
Flexsteel Industries IncPrice Moved Up 0.20%   Price Moved Very Down 1.84%   Price Moved Up 0.38%    22.40   
DEER
Deer Consumer Products IncPrice Moved Up 0.13%   Price Moved Totally Down 17.65%   Price Moved Up 2.25%    0.07   
NTZ
Natuzzi SpAPrice Moved Up 0.12%   Price Moved Very Down 1.27%   Price Moved Up 0.16%    2.07   
AMWD
American Woodmark CorpPrice Moved Up 0.12%   Price Moved Very Down 1.81%   Price Moved Up 0.23%    33.78   
AIR
AstiVita Renewables LimitedPrice Moved Up 0.11%   Price Moved Totally Down 10.61%   Price Moved Up 1.15%    0.15   
LEG
Leggett Platt IncorporatedPrice Moved Up 0.10%   Price Moved Very Down 1.28%   Price Moved Up 0.14%    33.80   
ETH
Ethan Allen Interiors IncPrice Moved Up 0.07%   Price Moved Very Down 1.96%   Price Moved Up 0.15%    31.81   
STLY
Stanley Furniture Co IncPrice Moved Up 0.05%   Price Moved Very Down 1.74%   Price Moved Up 0.10%    3.90   
AFBG
American Fiber Green Products IncPrice Moved Up 0.05%   Price Moved Totally Down 12.83%   Price Moved Up 0.59%    0.17   
TPX
TempurPedic International IncPrice Moved Up 0.03%   Price Moved Very Down 1.96%   Price Moved Up 0.08%    47.55   
HOFT
Hooker Furniture CorpPrice Moved Up 0.01%   Price Moved Down 0.76%   Price Moved Up 0.02%    17.12   
VUOC
Vu1 CorporationPrice Moved Down 0.02%   Price Moved Totally Down 9.82%   Price Moved Down 0.15%    1.21   
* 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)(0.15) 
β
  Beta (Market Sensitivity) 1.32  
s
  Efficiency (Sharpe Ratio) 0.20  
σ
  Risk (Volatility) 1.20  
μ
  Expected Return 0.25  

Technical analysis of total daily returns

Risk Adjusted Performance0.1544
Market Risk Adjusted Performance0.324
Mean Deviation1.19
Semi-Deviation0.5681
Downside Deviation1.02
Coefficient Of Variation366.03
Standard Deviation1.55
Variance2.41
Information Ratio0.0789
Jensen Alpha0.0291
Total Risk Alpha(0.42)
Sortino Ratio0.1206
Treynor Ratio0.314
Maximum Drawdown6.17
Value At Risk(1.53)

Furniture Correlation Analysis

STVS
BSET
STLY
ETH
LEG
DEER
NTZ
LZB
AIR
HOFT
SCSS
TPX
VUOC
FLXS
AFBG
AMWD
STVS
0.03-0.070.060.32-0.250.030.30.150.290.290.260.160.230.160.38
BSET
0.03-0.090.150.18-0.050.320.390.350.330.430.42-0.380.26-0.220.42
STLY
-0.07-0.09-0.020.170.05-0.110.03-0.150.07-0.01-0.010.08-0.17-0.160.05
ETH
0.060.15-0.020.680.080.510.670.250.350.230.230.060.29-0.050.35
LEG
0.320.180.170.68-0.090.290.83-0.010.710.420.340.220.5-0.210.72
DEER
-0.25-0.050.050.08-0.09-0.280.12-0.22-0.070.290.230.110.04-0.150.06
NTZ
0.030.32-0.110.510.29-0.280.320.520.520.110.08-0.220.14-0.080.08
LZB
0.30.390.030.670.830.120.320.10.650.660.540.240.54-0.170.8
AIR
0.150.35-0.150.25-0.01-0.220.520.10.080.160.26-0.490.02-0.070.02
HOFT
0.290.330.070.350.71-0.070.520.650.080.480.3-0.070.32-0.150.66
SCSS
0.290.43-0.010.230.420.290.110.660.160.480.670.160.36-0.270.62
TPX
0.260.42-0.010.230.340.230.080.540.260.30.670.060.59-0.140.46
VUOC
0.16-0.380.080.060.220.11-0.220.24-0.49-0.070.160.060.240.13-0.02
FLXS
0.230.26-0.170.290.50.040.140.540.020.320.360.590.24-0.170.3
AFBG
0.16-0.22-0.16-0.05-0.21-0.15-0.08-0.17-0.07-0.15-0.27-0.140.13-0.17-0.2
AMWD
0.380.420.050.350.720.060.080.80.020.660.620.46-0.020.3-0.2

      Click cells to compare fundamentals
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Correlation Matchups

High positive correlations

 LZB
+ 0.83
LEG  
 AMWD
+ 0.8
LZB  
 AMWD
+ 0.72
LEG  
 HOFT
+ 0.71
LEG  
 LEG
+ 0.68
ETH  
 LZB
+ 0.67
ETH  
 TPX
+ 0.67
SCSS  
 SCSS
+ 0.66
LZB  
   

Insignificant Correlation

 SCSS
- 0.01
STLY  
 TPX
- 0.01
STLY  
 AIR
- 0.01
LEG  
 ETH
- 0.02
STLY  
 AMWD
+ 0.02
AIR  
 FLXS
+ 0.02
AIR  
 LZB
+ 0.03
STLY  
 NTZ
+ 0.03
STVS  
   

High negative correlations

 VUOC
- 0.49
AIR  
 VUOC
- 0.38
BSET  
 NTZ
- 0.28
DEER  
 AFBG
- 0.27
SCSS  
 DEER
- 0.25
STVS  
 VUOC
- 0.22
NTZ  
 AIR
- 0.22
DEER  
 AFBG
- 0.22
BSET  

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
STVS 1.27  0.30  0.15  0.62  1.07  0.17 (1.60) 3.04 (1.56) 4.62 
Backtest
BSET 1.38 (0.03) 0.07  0.27  1.36  0.07 (1.66) 3.36 (2.81) 7.91 
Backtest
STLY 1.35 (0.09)(0.10) 0.15  1.76 (0.11)(1.59) 2.56 (2.94) 6.86 
Backtest
ETH 1.41 (0.58)(0.06) 0.06  2.57 (0.08)(1.25) 3.01 (2.63) 8.47 
Backtest
LEG 1.02 (0.43)(0.11) 0.07  1.28 (0.12)(1.16) 1.74 (2.08) 4.92 
Backtest
DEER 13.40  1.75  0.07  1.01  14.13  0.11 (24.80) 33.33 (30.00) 72.86 
Backtest
NTZ 0.97 (0.09)(0.09) 0.19  1.01 (0.11)(1.24) 2.00 (1.92) 5.42 
Backtest
LZB 1.10 (0.22) 0.12  0.20  0.89  0.12 (1.37) 2.27 (1.87) 5.70 
Backtest
AIR 5.94 (0.09) 0.00 0.28  0.00 0.09  0.00 42.86 (20.00) 62.86 
Backtest
HOFT 0.58 (0.24)(0.24) 0.01  1.02 (0.37)(0.51) 0.88 (1.39) 3.27 
Backtest
SCSS 1.50  0.04  0.19  0.31  0.95  0.17 (1.66) 4.06 (2.26) 9.74 
Backtest
TPX 1.67 (0.42)(0.09) 0.04  2.23 (0.11)(1.61) 2.77 (3.31) 6.43 
Backtest
VUOC 6.83 (0.96)(0.03)(0.06) 18.32 (0.04)(9.41) 13.57 (20.89) 38.03 
Backtest
FLXS 1.43 (0.08) 0.04  0.24  1.52  0.04 (1.80) 3.29 (2.79) 6.74 
Backtest
AFBG 7.91  2.71  0.01 (0.08) 11.29  0.02 (13.02) 14.29 (26.32) 62.03 
Backtest
AMWD 1.42 (0.50)(0.04) 0.09  1.52 (0.04)(1.64) 2.57 (2.47) 6.84 
Backtest
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