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Theme Landscape

Investment horizon:

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This theme covers companies involved in money management and investment banking 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 Investing

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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 *
OCN	Ocwen Financial Corp	0.79%	1.49%	1.18%	44.25	Strong Hold
WDR	Waddell Reed Financial Inc	0.78%	1.11%	0.88%	47.46	Strong Buy
EVR	Evercore Partners Inc	0.63%	1.06%	0.67%	41.41	Strong Hold
LPLA	LPL Financial Holdings Inc	0.63%	1.09%	0.70%	38.90	Strong Buy
AMG	Affiliated Managers Group Inc	0.49%	1.34%	0.66%	167.22	Strong Buy
FII	Federated Investors Inc	0.48%	1.86%	0.90%	27.18	Strong Buy
WAC	Walter Investment Management Corp	0.45%	2.39%	1.08%	40.13	Strong Buy
JUP	Jupiter Fund Management Plc	0.43%	1.11%	0.48%	343.00	Strong Hold
GHL	Greenhill Co Inc	0.43%	1.06%	0.46%	49.84	Strong Hold
WAFD	Washington Federal Inc	0.37%	1.05%	0.40%	17.60	Strong Buy
FNMA	Federal National Mortgage Association	0.37%	7.58%	2.78%	1.35	Buy
FMCC	The Federal Home Loan Mortgage Corporation	0.36%	7.34%	2.66%	1.27	Buy
SEIC	SEI Investments Co	0.34%	1.30%	0.46%	30.53	Strong Buy
AINV	Apollo Investment Corporation	0.22%	1.06%	0.25%	8.73	Strong Buy
OAK	Oaktree Capital Group LLC	0.20%	1.77%	0.36%	54.72	Strong Hold
KFN	KKR Financial Holdings LLC	0.18%	1.31%	0.25%	10.70	Strong Buy
ISBC	Investors Bancorp Inc	0.17%	1.16%	0.21%	20.07	Strong Buy
GBL	GAMCO Investors Inc	0.09%	3.57%	0.34%	50.34	Strong Hold
0388	Hong Kong Exchanges and Clearing Ltd	0.07%	1.12%	0.09%	132.10	Strong Buy
PVD	Administradora de Fondos de Pensiones Provida SA	0.00%	0.59%	0.01%	103.07	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)

1.69

Efficiency (Sharpe Ratio)

0.64

Risk (Volatility)

0.75

Expected Return

0.49

Technical analysis of total daily returns

Risk Adjusted Performance	0.357
Market Risk Adjusted Performance	0.4428
Mean Deviation	0.7631
Downside Deviation	1.15
Coefficient Of Variation	155.82
Standard Deviation	1.16
Variance	1.33
Information Ratio	0.3529
Jensen Alpha	0.1843
Total Risk Alpha	0.0489
Sortino Ratio	0.3544
Treynor Ratio	0.4328
Maximum Drawdown	5.04
Value At Risk	(0.95)
Potential Upside	1.99

Investing Correlation Analysis

	KFN	JUP	OAK	SEIC	GHL	OCN	GBL	0388	WAFD	PVD	FNMA	FMCC	FII	AMG	AINV	EVR	WAC	ISBC	LPLA	WDR
KFN		0.23	-0.07	0.34	0.25	0.12	0.31	0.12	0.24	0.29	-0.21	-0.16	0.11	0.14	0.26	0.3	-0.1	0.44	0.14	0.43
JUP	0.23		0.23	0.49	0.06	0.13	0.35	-0.04	0.36	0.15	-0.05	-0.03	0.2	0.48	0.39	0.09	0.43	0.61	0.44	0.5
OAK	-0.07	0.23		-0.29	-0.22	0.06	-0.01	0.0	0.01	-0.11	-0.24	-0.2	-0.19	-0.05	0.22	0.25	-0.05	0.11	0.09	0.03
SEIC	0.34	0.49	-0.29		0.62	0.14	0.61	-0.41	0.42	0.31	0.35	0.33	0.62	0.56	0.21	0.31	0.27	0.68	0.45	0.69
GHL	0.25	0.06	-0.22	0.62		0.03	0.36	-0.21	0.54	0.26	0.53	0.53	0.65	0.2	-0.07	0.63	0.03	0.42	0.49	0.47
OCN	0.12	0.13	0.06	0.14	0.03		-0.08	-0.18	0.04	-0.19	-0.3	-0.29	0.32	0.26	0.09	0.18	0.33	0.08	0.26	0.11
GBL	0.31	0.35	-0.01	0.61	0.36	-0.08		-0.03	0.37	0.28	0.01	-0.02	0.46	0.66	0.62	0.31	0.13	0.69	0.35	0.71
0388	0.12	-0.04	0.0	-0.41	-0.21	-0.18	-0.03		0.16	-0.04	-0.08	-0.06	-0.22	0.15	-0.15	-0.07	0.01	0.02	0.25	-0.05
WAFD	0.24	0.36	0.01	0.42	0.54	0.04	0.37	0.16		0.22	0.34	0.31	0.59	0.54	0.16	0.5	-0.01	0.71	0.66	0.43
PVD	0.29	0.15	-0.11	0.31	0.26	-0.19	0.28	-0.04	0.22		0.25	0.23	0.21	0.4	-0.02	0.23	-0.05	0.2	0.26	0.3
FNMA	-0.21	-0.05	-0.24	0.35	0.53	-0.3	0.01	-0.08	0.34	0.25		0.99	0.39	0.21	-0.13	0.43	0.06	0.21	0.44	0.33
FMCC	-0.16	-0.03	-0.2	0.33	0.53	-0.29	-0.02	-0.06	0.31	0.23	0.99		0.36	0.17	-0.12	0.45	0.07	0.2	0.43	0.34
FII	0.11	0.2	-0.19	0.62	0.65	0.32	0.46	-0.22	0.59	0.21	0.39	0.36		0.56	0.2	0.44	0.04	0.63	0.63	0.52
AMG	0.14	0.48	-0.05	0.56	0.2	0.26	0.66	0.15	0.54	0.4	0.21	0.17	0.56		0.43	0.3	0.27	0.72	0.7	0.66
AINV	0.26	0.39	0.22	0.21	-0.07	0.09	0.62	-0.15	0.16	-0.02	-0.13	-0.12	0.2	0.43		0.26	-0.01	0.5	0.1	0.56
EVR	0.3	0.09	0.25	0.31	0.63	0.18	0.31	-0.07	0.5	0.23	0.43	0.45	0.44	0.3	0.26		0.04	0.4	0.42	0.52
WAC	-0.1	0.43	-0.05	0.27	0.03	0.33	0.13	0.01	-0.01	-0.05	0.06	0.07	0.04	0.27	-0.01	0.04		0.13	0.23	0.15
ISBC	0.44	0.61	0.11	0.68	0.42	0.08	0.69	0.02	0.71	0.2	0.21	0.2	0.63	0.72	0.5	0.4	0.13		0.64	0.66
LPLA	0.14	0.44	0.09	0.45	0.49	0.26	0.35	0.25	0.66	0.26	0.44	0.43	0.63	0.7	0.1	0.42	0.23	0.64		0.6
WDR	0.43	0.5	0.03	0.69	0.47	0.11	0.71	-0.05	0.43	0.3	0.33	0.34	0.52	0.66	0.56	0.52	0.15	0.66	0.6

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Correlation Matchups

High positive correlations

FMCC	+ 0.99	FNMA
ISBC	+ 0.72	AMG
WDR	+ 0.71	GBL
ISBC	+ 0.71	WAFD
LPLA	+ 0.7	AMG
WDR	+ 0.69	SEIC
ISBC	+ 0.69	GBL
ISBC	+ 0.68	SEIC

Insignificant Correlation

0388	- 0.0	OAK
GBL	- 0.01	OAK
WAC	- 0.01	WAFD
WAC	- 0.01	AINV

0388	+ 0.0	OAK
WAC	+ 0.01	0388
FNMA	+ 0.01	GBL
WAFD	+ 0.01	OAK

High negative correlations

0388	- 0.41	SEIC
FNMA	- 0.3	OCN
FMCC	- 0.29	OCN
SEIC	- 0.29	OAK
FNMA	- 0.24	OAK
FII	- 0.22	0388
GHL	- 0.22	OAK
0388	- 0.21	GHL

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
KFN	1.15	(0.02)	(0.08)	0.30	0.79	(0.07)	(1.58)	2.28	(1.42)	4.23	Backtest
JUP	0.92	0.29	0.20	0.77	0.00	0.15	(1.20)	2.71	(0.93)	4.42	Backtest
OAK	1.18	0.38	0.01	(3.92)	1.57	0.02	(1.22)	2.24	(1.85)	9.59	Backtest
SEIC	1.08	(0.12)	0.09	0.26	0.89	0.09	(1.32)	2.17	(2.08)	4.27	Backtest
GHL	0.84	0.03	0.14	0.34	0.00	0.12	(1.01)	2.36	(1.08)	3.71	Backtest
OCN	1.22	1.00	0.58	2.21	0.00	0.56	(1.80)	3.19	(0.79)	5.47	Backtest
GBL	2.43	(1.22)	0.00	0.07	4.12	0.0013	(2.44)	4.61	(4.71)	15.20	Backtest
0388	0.93	(0.06)	(0.10)	0.13	0.83	(0.10)	(1.50)	2.40	(1.66)	4.06	Backtest
WAFD	0.87	(0.01)	0.07	0.32	0.30	0.06	(1.03)	1.73	(0.93)	4.47	Backtest
PVD	0.37	(0.17)	(0.44)	0.00	0.68	(0.53)	(0.37)	0.67	(0.53)	2.57	Backtest
FNMA	5.31	1.04	0.38	0.52	2.49	0.32	(9.35)	18.33	(3.33)	36.88	Backtest
FMCC	5.10	0.99	0.36	0.52	2.49	0.31	(9.01)	16.52	(3.41)	36.82	Backtest
FII	1.52	0.03	0.27	0.33	1.22	0.30	(1.97)	3.06	(2.90)	6.24	Backtest
AMG	1.03	0.05	0.16	0.35	0.86	0.24	(1.24)	2.28	(0.99)	5.74	Backtest
AINV	0.81	(0.02)	(0.05)	0.30	1.04	(0.08)	(0.89)	1.19	(2.25)	4.23	Backtest
EVR	0.89	0.21	0.36	0.47	0.00	0.31	(1.19)	2.04	(1.04)	3.99	Backtest
WAC	1.89	0.73	0.40	1.03	1.04	0.30	(2.52)	4.94	(2.65)	9.71	Backtest
ISBC	0.87	(0.32)	(0.10)	0.12	1.09	(0.11)	(0.97)	1.83	(1.15)	5.30	Backtest
LPLA	0.85	0.27	0.21	0.54	0.02	0.32	(1.10)	2.21	(1.28)	3.22	Backtest
WDR	0.79	0.37	0.00	0.57	0.00	0.48	0.00	2.35	(0.54)	4.45	Backtest

Theme Landscape

Risk and return landscape for Investing

Assets rated by market efficiency

Total return distribution analysis

Technical analysis of total daily returns

Investing Correlation Analysis

Correlation Matchups

High positive correlations

Insignificant Correlation

High negative correlations

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

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