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Theme Landscape

Investment horizon:

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This theme covers companies providing marketing and public relation (pr) services as well as news and media distribution 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 Marketing

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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 *
CVI	CVR Energy Inc	0.52%	3.04%	1.60%	66.62	Strong Buy
CCO	Clear Channel Outdoor Holdings Inc	0.46%	1.43%	0.66%	8.33	Strong Hold
FGP	Ferrellgas Partners LP	0.34%	1.00%	0.35%	20.68	Strong Buy
ISYG	Insynergy Inc	0.33%	15.00%	5.00%	2.20	Strong Buy
TSO	Tesoro Corporation	0.33%	2.94%	0.99%	64.90	Strong Buy
INT	World Fuel Services Corp	0.31%	0.94%	0.30%	41.65	Strong Buy
IOC	InterOil Corporation	0.29%	2.80%	0.83%	90.82	Strong Buy
ACMP	Access Midstream Partners LP	0.28%	1.23%	0.35%	43.34	Buy
ALJ	Alon USA Energy Inc	0.17%	2.68%	0.45%	18.44	Buy
CBEH	China Integrated Energy Inc	0.15%	3.63%	0.56%	0.36	Hold
AMKT	Ace Marketing Promotions Inc	0.14%	4.65%	0.67%	0.47	Strong Sell
BPT	BP Prudhoe Bay Royalty Trust	0.12%	0.73%	0.10%	83.65	Strong Buy
ARB	Arbitron Inc	0.11%	0.10%	0.02%	46.81	Hold
ISIG	Insignia Systems Inc	0.10%	2.72%	0.29%	1.95	Strong Buy
WNR	Western Refining Inc	0.10%	2.24%	0.24%	32.47	Strong Buy
AMCN	AirMedia Group Inc	0.10%	3.74%	0.37%	1.81	Sell
DK	Delek US Holdings Inc	0.07%	2.72%	0.20%	38.15	Buy
NTI	Northern Tier Energy LP	0.04%	1.32%	0.06%	27.07	Strong Buy
VCI	Valassis Communications Inc	0.12%	2.31%	0.27%	26.04	Strong Hold
CLMT	Calumet Specialty Products Partners LP	0.18%	1.31%	0.23%	35.63	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)

0.06

Beta (Market Sensitivity)

1.31

Efficiency (Sharpe Ratio)

0.43

Risk (Volatility)

1.12

Expected Return

0.49

Technical analysis of total daily returns

Risk Adjusted Performance	0.285
Market Risk Adjusted Performance	0.481
Mean Deviation	0.9247
Downside Deviation	0.5722
Coefficient Of Variation	200.89
Standard Deviation	1.26
Variance	1.59
Information Ratio	0.2381
Jensen Alpha	0.2016
Total Risk Alpha	(0.09)
Sortino Ratio	0.5241
Treynor Ratio	0.471
Maximum Drawdown	2.62
Value At Risk	(0.76)
Potential Upside	2.02

Marketing Correlation Analysis

	ARB	AMKT	ACMP	CCO	IOC	CVI	BPT	ISIG	WNR	VCI	AMCN	INT	TSO	NTI	FGP	ALJ	CLMT	DK
ARB		-0.03	0.35	0.13	0.12	0.18	0.38	0.58	0.1	0.45	-0.18	0.45	0.33	0.18	0.38	0.16	-0.04	0.2
AMKT	-0.03		-0.12	-0.19	0.03	-0.18	-0.53	0.08	-0.14	0.13	-0.09	-0.32	-0.23	-0.29	-0.21	-0.17	-0.36	-0.23
ACMP	0.35	-0.12		-0.05	-0.7	-0.05	0.22	0.32	-0.04	0.33	0.24	0.45	0.09	-0.11	-0.04	0.11	-0.1	-0.1
CCO	0.13	-0.19	-0.05		0.37	-0.15	0.13	0.03	-0.24	0.04	0.01	0.12	0.04	-0.13	0.4	-0.01	-0.03	-0.07
IOC	0.12	0.03	-0.7	0.37		0.07	0.08	0.03	0.16	-0.16	-0.14	-0.02	0.21	0.06	0.31	0.05	-0.05	0.23
CVI	0.18	-0.18	-0.05	-0.15	0.07		0.39	0.18	0.69	0.13	0.03	0.1	0.72	0.12	0.65	0.62	0.32	0.72
BPT	0.38	-0.53	0.22	0.13	0.08	0.39		0.36	0.27	0.31	0.1	0.64	0.57	0.32	0.63	0.23	0.34	0.39
ISIG	0.58	0.08	0.32	0.03	0.03	0.18	0.36		0.41	0.05	0.07	0.46	0.48	-0.26	0.34	-0.05	-0.14	0.25
WNR	0.1	-0.14	-0.04	-0.24	0.16	0.69	0.27	0.41		0.01	0.3	0.05	0.83	0.09	0.41	0.43	0.2	0.79
VCI	0.45	0.13	0.33	0.04	-0.16	0.13	0.31	0.05	0.01		-0.1	0.23	0.31	0.2	0.23	0.17	0.16	0.2
AMCN	-0.18	-0.09	0.24	0.01	-0.14	0.03	0.1	0.07	0.3	-0.1		0.14	0.14	-0.03	0.14	-0.14	-0.14	-0.15
INT	0.45	-0.32	0.45	0.12	-0.02	0.1	0.64	0.46	0.05	0.23	0.14		0.24	0.09	0.29	0.19	-0.14	0.15
TSO	0.33	-0.23	0.09	0.04	0.21	0.72	0.57	0.48	0.83	0.31	0.14	0.24		0.06	0.7	0.4	0.42	0.8
NTI	0.18	-0.29	-0.11	-0.13	0.06	0.12	0.32	-0.26	0.09	0.2	-0.03	0.09	0.06		0.1	0.17	0.11	0.16
FGP	0.38	-0.21	-0.04	0.4	0.31	0.65	0.63	0.34	0.41	0.23	0.14	0.29	0.7	0.1		0.32	0.44	0.43
ALJ	0.16	-0.17	0.11	-0.01	0.05	0.62	0.23	-0.05	0.43	0.17	-0.14	0.19	0.4	0.17	0.32		0.01	0.56
CLMT	-0.04	-0.36	-0.1	-0.03	-0.05	0.32	0.34	-0.14	0.2	0.16	-0.14	-0.14	0.42	0.11	0.44	0.01		0.33
DK	0.2	-0.23	-0.1	-0.07	0.23	0.72	0.39	0.25	0.79	0.2	-0.15	0.15	0.8	0.16	0.43	0.56	0.33

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Correlation Matchups

High positive correlations

TSO	+ 0.83	WNR
DK	+ 0.8	TSO
DK	+ 0.79	WNR
TSO	+ 0.72	CVI
DK	+ 0.72	CVI
FGP	+ 0.7	TSO
WNR	+ 0.69	CVI
FGP	+ 0.65	CVI

Insignificant Correlation

ALJ	- 0.01	CCO
INT	- 0.02	IOC
AMKT	- 0.03	ARB
CLMT	- 0.03	CCO

CLMT	+ 0.01	ALJ
VCI	+ 0.01	WNR
AMCN	+ 0.01	CCO
AMCN	+ 0.03	CVI

High negative correlations

IOC	- 0.7	ACMP
BPT	- 0.53	AMKT
CLMT	- 0.36	AMKT
INT	- 0.32	AMKT
NTI	- 0.29	AMKT
NTI	- 0.26	ISIG
WNR	- 0.24	CCO
DK	- 0.23	AMKT

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
ARB	0.08	(0.02)	(3.92)	0.11	0.00	(3.10)	(0.10)	0.19	(0.09)	0.28	Backtest
ISYG	9.00	2.90	0.00	0.76	0.00	0.30	0.00	50.00	0.00	50.00	Backtest
AMKT	3.39	1.36	0.05	(0.30)	3.72	0.07	(5.52)	6.67	(6.25)	22.04	Backtest
ACMP	1.02	0.22	0.02	0.94	0.81	0.02	(1.27)	1.94	(1.49)	4.89	Backtest
CCO	1.06	0.44	0.49	0.96	0.00	0.23	(1.41)	3.19	(0.82)	4.96	Backtest
IOC	2.11	0.52	0.30	0.87	0.96	0.17	(2.55)	4.91	(2.01)	8.18	Backtest
CVI	2.61	0.60	0.57	0.51	1.40	0.41	(3.68)	5.63	(3.09)	11.21	Backtest
BPT	0.57	(0.19)	(0.21)	0.10	0.85	(0.30)	(0.54)	1.05	(1.37)	2.81	Backtest
ISIG	1.86	(0.58)	(0.02)	0.10	2.31	(0.01)	(2.14)	5.53	(4.50)	10.27	Backtest
WNR	1.76	(0.27)	(0.04)	0.15	1.63	(0.04)	(2.44)	3.95	(3.42)	7.83	Backtest
VCI	1.52	(0.52)	(0.16)	(0.38)	4.23	(0.24)	(1.12)	3.25	(8.33)	11.58	Backtest
AMCN	2.92	0.43	0.01	(1.57)	3.28	0.01	(3.29)	5.88	(4.00)	12.32	Backtest
INT	0.80	0.00	(0.03)	0.31	0.61	(0.03)	(1.02)	1.52	(1.31)	3.14	Backtest
TSO	2.47	(0.19)	0.25	0.27	1.76	0.22	(2.85)	5.94	(2.94)	9.14	Backtest
CBEH	2.61	0.50	0.04	3.92	2.37	0.06	(5.78)	7.14	(3.70)	10.47	Backtest
NTI	1.11	(0.12)	(0.18)	0.09	1.35	(0.20)	(1.17)	1.94	(2.01)	4.37	Backtest
FGP	0.73	(0.05)	0.02	0.27	0.59	0.02	(0.94)	1.94	(1.25)	3.48	Backtest
ALJ	2.20	0.06	0.05	0.37	2.05	0.05	(2.40)	5.12	(3.06)	9.20	Backtest
CLMT	0.94	(0.44)	(0.33)	(0.37)	2.21	(0.41)	(0.86)	1.42	(1.78)	5.12	Backtest
DK	2.30	(0.59)	(0.04)	0.08	2.67	(0.04)	(2.28)	3.87	(3.44)	10.35	Backtest

Theme Landscape

Risk and return landscape for Marketing

Assets rated by market efficiency

Total return distribution analysis

Technical analysis of total daily returns

Marketing 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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