Macroaxis: Personalized Investing
Simple Personalized Investing

SP 500   1,655   13.81  Index Moved Down -0.83%
PTTRX PTTBX PTRAX PTTCX Currently Hot Computers Oil And Gas Cars 
United States GSPC USD ...  |  Optimize Portfolios


Processing
Processing. Please wait...

Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
Refresh
This theme covers internet service providers (isp) companies and it providers specializing in internet technologies 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 ISP

    
Saving AccountMarketTheme EquitiesHypothetical Portfolio
Filter Theme  
Optimize This Theme
Daily Expected Return (%)
 
Change Benchmark   
Embed  Financial Widgets Catalog
Export  Financial Widgets Catalog
Risk [Daily Volatility] (%)
Build more portfolios  Check other themes  Change country 
    

Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent PriceAdvice *
CRMZ
Creditriskmonitor IncPrice Moved Up 0.30%   Price Moved Totally Down 5.56%   Price Moved Up 1.68%    3.50   
VIPS
Vipshop Holdings LimitedPrice Moved Up 0.29%   Price Moved Totally Down 3.44%   Price Moved Up 1.01%    34.01   
SYTE
Sitestar CorpPrice Moved Up 0.18%   Price Moved Totally Down 16.39%   Price Moved Up 3.03%    0.03   
GPCM
Grandparents IncPrice Moved Up 0.16%   Price Moved Totally Down 15.91%   Price Moved Up 2.49%    0.21   
DLTZ
Delta Mutual IncPrice Moved Up 0.16%   Price Moved Totally Down 12.63%   Price Moved Up 2.05%    0.20   
SIFY
Sify Technologies LimitedPrice Moved Up 0.11%   Price Moved Totally Down 3.12%   Price Moved Up 0.36%    1.96   
FULO
Fullnet Communications IncPrice Moved Up 0.03%   Price Moved Totally Down 24.86%   Price Moved Up 0.76%    0.02   
IMTC
Imogo Mobile Technologies CorpNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.17   
SMTP
SMTP IncNo Change 0.00%   Price Moved Totally Down 6.56%   Price Moved Down 0.01%    0.93   
CHIO
China BioEnergy CorpNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.03   
WESC
W E Source CorpNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.02   
IZEA
IZEA IncPrice Moved Down 0.02%   Price Moved Totally Down 11.28%   Price Moved Down 0.27%    0.25   
ITSI
International Lottery Totalizator Systems IncPrice Moved Down 0.03%   Price Moved Totally Down 3.83%   Price Moved Down 0.09%    1.11   
LUXR
Luxeyard IncPrice Moved Down 0.05%   Price Moved Totally Down 14.63%   Price Moved Down 0.76%    0.03   
IGEN
IGEN Networks CorpPrice Moved Down 0.15%   Price Moved Totally Down 9.74%   Price Moved Very Down 1.45%    0.05   
IIJI
Internet Initiative Japan IncPrice Moved Down 0.15%   Price Moved Totally Down 3.41%   Price Moved Down 0.51%    16.99   
RIIC
Royal Invest International CorpPrice Moved Down 0.23%   Price Moved Down 0.83%   Price Moved Down 0.18%    0.00  
BIZZ
Bizzingo IncPrice Moved Down 0.32%   Price Moved Totally Down 5.29%   Price Moved Very Down 1.67%    0.05   
* 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  Financial Widgets Catalog
Export  Financial Widgets Catalog
Returns   
Market   Portfolio   
α
  Alpha (Return Over Market) 0.71  
β
  Beta (Market Sensitivity)(0.61) 
s
  Efficiency (Sharpe Ratio) 0.23  
σ
  Risk (Volatility) 2.26  
μ
  Expected Return 0.53  

Technical analysis of total daily returns

Risk Adjusted Performance0.0705
Market Risk Adjusted Performance(0.53)
Mean Deviation2.2
Semi-Deviation1.98
Downside Deviation2.18
Coefficient Of Variation868.37
Standard Deviation2.95
Variance8.69
Information Ratio0.0127
Jensen Alpha0.5077
Total Risk Alpha(1.26)
Sortino Ratio0.0173
Treynor Ratio(0.54)
Maximum Drawdown13.4
Value At Risk(3.14)

ISP Correlation Analysis

VIPS
GPCM
IZEA
IIJI
SIFY
VIPS
-0.52-0.020.120.06
GPCM
-0.520.570.01-0.01
IZEA
-0.020.57-0.30.19
IIJI
0.120.01-0.30.02
SIFY
0.06-0.010.190.02

      Click cells to compare fundamentals
Compare Fundamentals
Check Volatility
Backtest As Portfolio

Correlation Matchups

High positive correlations

 IZEA
+ 0.57
GPCM  
 SIFY
+ 0.19
IZEA  
 IIJI
+ 0.12
VIPS  
 SIFY
+ 0.06
VIPS  
 SIFY
+ 0.02
IIJI  
 IIJI
+ 0.01
GPCM  
   

Insignificant Correlation

 SIFY
- 0.01
GPCM  
 IZEA
- 0.02
VIPS  
 IIJI
- 0.3
IZEA  
 IIJI
+ 0.01
GPCM  
 SIFY
+ 0.02
IIJI  
 SIFY
+ 0.06
VIPS  
 IIJI
+ 0.12
VIPS  
   

High negative correlations

 GPCM
- 0.52
VIPS  
 IIJI
- 0.3
IZEA  
 IZEA
- 0.02
VIPS  
 SIFY
- 0.01
GPCM  

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
VIPS 2.59  1.13  0.24 (2.22) 2.33  0.20 (3.33) 6.19 (5.04) 12.08 
Backtest
GPCM 12.59  1.99  0.17  1.23  11.06  0.14 (19.13) 35.29 (21.43) 59.89 
Backtest
ITSI 2.92  0.28 (0.09) 0.08  4.48 (0.10)(4.22) 6.48 (5.26) 15.10 
Backtest
IGEN 4.28 (1.23) 0.00 1.26  0.00(0.18) 0.00 0.00 0.00 56.94 
Backtest
IZEA 7.77  1.19 (0.06) 0.06  10.09 (0.05)(15.69) 20.00 (13.04) 36.67 
Backtest
BIZZ 3.30 (2.36) 0.00(1.04) 0.00(0.38) 0.00 0.00(16.67) 20.00 
Backtest
RIIC 0.36 (0.18) 0.00 2.84  0.00(0.57) 0.00 0.00 0.00 3.97 
Backtest
IIJI 2.41 (1.21)(0.18)(0.22) 5.09 (0.23)(1.80) 3.43 (7.70) 12.14 
Backtest
IMTC 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
SMTP 4.35 (1.16)(0.04) 0.00 8.64 (0.05)(7.59) 9.09 (8.26) 33.42 
Backtest
CHIO 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
WESC 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
LUXR 5.92 (0.69) 0.00 2.74  0.00(0.07) 0.00 0.00(33.33) 50.00 
Backtest
SYTE 18.93  5.81  0.00 1.36  0.00 0.27  0.00 50.00 (33.33) 83.33 
Backtest
SIFY 2.25  0.57  0.03 (0.47) 1.90  0.02 (3.45) 5.52 (3.45) 11.83 
Backtest
FULO 9.92  3.18  0.00(0.10) 0.00 0.02  0.00 0.00(33.33) 150.00 
Backtest
DLTZ 7.60  3.66  0.00(0.46) 0.00 0.14  0.00 13.64 (12.00) 74.67 
Backtest
CRMZ 3.18  1.88  0.00(3.97) 0.00 0.25  0.00 12.90  0.00 24.00 
Backtest
Analytics
Risk Adjusted Returns Landscape
Live Efficient Frontier
Market Correlation Analysis
Watchlist Analysis
Financial Content
Portfolio Estimation and Projections
Portfolio Theme Builder
 
 
Research Modules
Equities Backtesting Analysis
Instant Retirement Optimizer
Cross-portfolio RSS and Mobile Access
Company, fund, and ETF Directory
Financial Advisor Directory
Insider and Manager Directory
Wealth Management
 Gadgets, Widgets, and Apps          
Take our survey
  
Financial Widget
Financial Widgets
Financial Content
Investing Content
Get Stock Ticker
Stock Tickers
 
Opportunities   Themes   Suggestions
Services And Technology
Frequently Asked Questions
Quick Product Tour
Product Technology Overview
Solution Methodology
Plans and Pricing
 
Free Investor Tools
World Market Correlations
Instant Equity Comparator
Watchlist Analysis
Position Suggestions
Equity Alpha Analysis
 
About Us
About Macroaxis
Contact Us
Product Terms Of Use
Service Privacy Policy
Advertising Opportunities
  © 2013 Macroaxis Inc. All rights reserved       Custom Reporting   Advertising   Mobile Access   Retirement Grader   Alpha Search   Compare Stocks
Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us
Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey
Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium