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Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers companies making housewares accessories and providing houseware services 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 Housewares

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Market

Theme Equities

Hypothetical Portfolio

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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	Advice *
LBY	Libbey Inc	0.57%	1.54%	0.88%	21.66	Strong Buy
JAH	Jarden Corp	0.35%	1.77%	0.62%	48.18	Strong Hold
HELE	Helen of Troy Limited	0.16%	1.50%	0.24%	37.77	Strong Buy
ACU	Acme United Corp	0.09%	1.72%	0.17%	12.86	Strong Hold
LCUT	Lifetime Brands Inc	0.01%	2.54%	0.03%	12.99	Hold
CLX	The Clorox Company	0.14%	0.87%	0.11%	87.37	Strong Buy

* 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

Alpha (Return Over Market)

(0.07)

Beta (Market Sensitivity)

0.80

Efficiency (Sharpe Ratio)

0.25

Risk (Volatility)

0.75

Expected Return

0.20

Technical analysis of total daily returns

Risk Adjusted Performance	0.2037
Market Risk Adjusted Performance	0.3255
Mean Deviation	0.5749
Downside Deviation	0.6596
Coefficient Of Variation	272.14
Standard Deviation	0.714
Variance	0.5099
Information Ratio	(0.10)
Jensen Alpha	(0.0066)
Total Risk Alpha	(0.17)
Sortino Ratio	(0.11)
Treynor Ratio	0.3155
Maximum Drawdown	2.37
Value At Risk	(0.90)
Potential Upside	1.21

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