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Theme Landscape

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This theme covers information technology (it) companies and it service providers across different domains 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 IT

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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 *
NCR	NCR Corp	0.50%	1.62%	0.82%	31.54	Sell
SOHU	Sohu Inc	0.41%	3.16%	1.31%	63.81	Strong Buy
IACI	IAC-InterActiveCorp	0.37%	1.47%	0.56%	51.38	Strong Buy
GOOG	Google Inc	0.35%	1.24%	0.45%	883	Strong Buy
AKAM	Akamai Technologies Inc	0.33%	3.82%	1.27%	46.35	Buy
ACXM	Acxiom Corporation	0.33%	1.41%	0.47%	21.46	Strong Buy
ABTL	Autobytel Inc	0.25%	2.44%	0.63%	4.85	Strong Sell
OPEN	OpenTable Inc	0.24%	2.89%	0.70%	67.48	Strong Buy
SFUN	SouFun Holdings Ltd	0.20%	2.13%	0.43%	26.77	Hold
SFLY	Shutterfly Inc	0.16%	2.22%	0.37%	47.69	Strong Buy
MMRF	MMRGlobal Inc	0.13%	12.79%	1.64%	0.07	Sell
ACLZ	Accelerize New Media Inc	0.11%	7.41%	0.81%	0.82	Strong Hold
RATE	Bankrate Inc	0.06%	3.51%	0.23%	13.85	Strong Sell
NOW	ServiceNow Inc	0.05%	3.90%	0.20%	37.65	Strong Buy
SYNT	Syntel Inc	0.03%	1.35%	0.05%	64.61	Strong Buy
IMKI	Immediatek Inc	0.00%	0.00%	0.00%	2.00	Not Rated
IT	Gartner Inc	0.01%	1.18%	0.01%	56.73	Strong Buy
RAX	Rackspace Hosting Inc	0.12%	5.76%	0.69%	38.18	Strong Hold
VCLK	ValueClick Inc	0.17%	3.61%	0.59%	26.47	Strong Hold

* 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)

0.21

Beta (Market Sensitivity)

1.07

Efficiency (Sharpe Ratio)

0.43

Risk (Volatility)

1.00

Expected Return

0.44

Technical analysis of total daily returns

Risk Adjusted Performance	0.2134
Market Risk Adjusted Performance	0.4055
Mean Deviation	0.9195
Semi-Deviation	0.5083
Downside Deviation	1.01
Coefficient Of Variation	271.75
Standard Deviation	1.18
Variance	1.39
Information Ratio	0.1836
Jensen Alpha	0.2017
Total Risk Alpha	(0.0075)
Sortino Ratio	0.2138
Treynor Ratio	0.3955
Maximum Drawdown	4.68
Value At Risk	(1.30)

IT Correlation Analysis

	OPEN	RAX	RATE	AKAM	NCR	SFLY	IT	GOOG	ACXM	NOW	SYNT	ACLZ	VCLK	SOHU	IACI	SFUN	MMRF
OPEN		-0.08	0.16	-0.11	0.16	0.09	0.41	0.14	0.35	0.05	0.34	-0.19	0.15	0.06	0.07	0.09	0.13
RAX	-0.08		0.1	0.16	0.16	0.17	0.01	0.11	0.17	0.22	0.12	0.18	-0.15	0.41	0.16	-0.15	0.1
RATE	0.16	0.1		0.08	0.68	-0.1	-0.28	-0.16	-0.51	-0.15	0.02	-0.13	0.02	-0.12	0.02	-0.22	0.17
AKAM	-0.11	0.16	0.08		-0.05	0.33	0.24	0.07	0.27	0.9	0.03	0.6	0.3	0.15	0.4	-0.26	-0.22
NCR	0.16	0.16	0.68	-0.05		0.28	0.04	0.1	-0.33	-0.14	0.2	0.15	0.19	-0.07	0.39	-0.19	0.33
SFLY	0.09	0.17	-0.1	0.33	0.28		0.41	0.14	0.28	0.37	0.51	0.8	0.27	0.19	0.53	-0.12	-0.37
IT	0.41	0.01	-0.28	0.24	0.04	0.41		0.52	0.34	0.29	0.23	0.19	0.07	0.23	0.58	-0.19	-0.17
GOOG	0.14	0.11	-0.16	0.07	0.1	0.14	0.52		0.28	0.14	0.19	0.09	-0.05	0.14	0.46	-0.11	0.25
ACXM	0.35	0.17	-0.51	0.27	-0.33	0.28	0.34	0.28		0.42	0.39	0.33	0.38	0.2	0.18	0.26	-0.14
NOW	0.05	0.22	-0.15	0.9	-0.14	0.37	0.29	0.14	0.42		0.09	0.63	0.28	0.25	0.42	-0.19	-0.14
SYNT	0.34	0.12	0.02	0.03	0.2	0.51	0.23	0.19	0.39	0.09		0.4	0.26	0.12	0.07	-0.18	-0.2
ACLZ	-0.19	0.18	-0.13	0.6	0.15	0.8	0.19	0.09	0.33	0.63	0.4		0.28	0.14	0.54	-0.21	-0.34
VCLK	0.15	-0.15	0.02	0.3	0.19	0.27	0.07	-0.05	0.38	0.28	0.26	0.28		-0.3	0.35	0.29	0.04
SOHU	0.06	0.41	-0.12	0.15	-0.07	0.19	0.23	0.14	0.2	0.25	0.12	0.14	-0.3		0.06	-0.21	-0.31
IACI	0.07	0.16	0.02	0.4	0.39	0.53	0.58	0.46	0.18	0.42	0.07	0.54	0.35	0.06		-0.02	0.11
SFUN	0.09	-0.15	-0.22	-0.26	-0.19	-0.12	-0.19	-0.11	0.26	-0.19	-0.18	-0.21	0.29	-0.21	-0.02		-0.01
MMRF	0.13	0.1	0.17	-0.22	0.33	-0.37	-0.17	0.25	-0.14	-0.14	-0.2	-0.34	0.04	-0.31	0.11	-0.01

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Correlation Matchups

High positive correlations

NOW	+ 0.9	AKAM
ACLZ	+ 0.8	SFLY
NCR	+ 0.68	RATE
ACLZ	+ 0.63	NOW
ACLZ	+ 0.6	AKAM
IACI	+ 0.58	IT
IACI	+ 0.54	ACLZ
IACI	+ 0.53	SFLY

Insignificant Correlation

MMRF	- 0.01	SFUN
SFUN	- 0.02	IACI
NCR	- 0.05	AKAM
VCLK	- 0.05	GOOG

IT	+ 0.01	RAX
IACI	+ 0.02	RATE
VCLK	+ 0.02	RATE
SYNT	+ 0.02	RATE

High negative correlations

ACXM	- 0.51	RATE
MMRF	- 0.37	SFLY
MMRF	- 0.34	ACLZ
ACXM	- 0.33	NCR
MMRF	- 0.31	SOHU
SOHU	- 0.3	VCLK
IT	- 0.28	RATE
SFUN	- 0.26	AKAM

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
OPEN	2.07	0.17	0.21	0.27	1.57	0.16	(2.48)	5.50	(3.24)	8.74	Backtest
RAX	3.06	(1.25)	(0.11)	(0.26)	9.74	(0.15)	(2.51)	4.06	(5.79)	29.72	Backtest
RATE	2.06	0.63	0.01	(0.11)	1.86	0.0037	(3.07)	2.53	(3.03)	18.02	Backtest
AKAM	1.92	0.85	0.57	0.64	0.00	0.27	(2.19)	2.41	(2.29)	20.00	Backtest
NCR	1.07	0.86	1.45	(3.86)	0.00	0.36	(1.46)	2.68	(0.48)	7.56	Backtest
IMKI	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	Backtest
SFLY	1.47	0.07	0.09	0.26	1.32	0.07	(1.82)	3.68	(1.63)	8.63	Backtest
IT	0.99	(0.29)	(0.16)	(0.01)	1.40	(0.19)	(0.98)	1.49	(2.11)	3.64	Backtest
GOOG	1.04	0.12	0.25	0.29	0.49	0.18	(1.48)	2.20	(1.31)	4.56	Backtest
ACXM	1.08	0.09	0.14	0.26	1.25	0.18	(1.23)	2.51	(2.21)	4.80	Backtest
NOW	2.30	(0.48)	(0.01)	0.06	2.36	(0.0037)	(2.73)	4.62	(4.05)	20.61	Backtest
SYNT	1.00	(0.23)	(0.13)	0.03	1.13	(0.12)	(1.27)	2.37	(2.23)	5.55	Backtest
ABTL	1.76	1.00	0.20	(0.33)	1.18	0.17	(2.30)	5.05	(2.53)	6.20	Backtest
ACLZ	4.13	0.02	0.07	0.21	5.00	0.08	(8.38)	18.57	(7.95)	39.08	Backtest
VCLK	1.83	(0.86)	(0.15)	(0.47)	6.70	(0.22)	(1.10)	3.23	(2.32)	19.39	Backtest
SOHU	2.47	0.92	0.38	0.71	1.74	0.34	(3.04)	7.17	(4.08)	12.56	Backtest
IACI	1.29	0.33	0.33	0.54	0.42	0.23	(1.81)	2.97	(1.41)	4.05	Backtest
SFUN	1.68	0.49	0.13	(1.19)	1.29	0.10	(2.24)	4.33	(2.23)	8.68	Backtest
MMRF	9.65	1.61	0.08	13.60	9.41	0.11	(19.33)	20.00	(16.67)	47.22	Backtest

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