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United States  USA  |  Macroaxis Daily Picks


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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
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This theme covers companies specializing in music, video and movie production and 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 Music and Video

    
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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 ReturnCurrent PriceAdvice *
LGF
Lions Gate Entertainment CorpPrice Moved Up 0.52%   Price Moved Very Down 1.43%   Price Moved Up 0.75%    27.52   
NFLX
Netflix IncPrice Moved Up 0.35%   Price Moved Totally Down 5.55%   Price Moved Up 1.96%    239.00   
GBHL
Global Entertainment Holdings IncPrice Moved Up 0.33%   Price Moved Totally Down 32.09%   Price Moved Up 10.61%    0.07   
DWA
DreamWorks Animation SKG IncPrice Moved Up 0.27%   Price Moved Very Down 1.82%   Price Moved Up 0.51%    21.74   
RGC
Regal Entertainment GroupPrice Moved Up 0.27%   Price Moved Very Down 1.23%   Price Moved Up 0.34%    18.45   
RDI
Reading International IncPrice Moved Up 0.26%   Price Moved Very Down 1.27%   Price Moved Up 0.34%    6.07   
TWMC
Trans World Entertainment CorporationPrice Moved Up 0.22%   Price Moved Very Down 2.67%   Price Moved Up 0.60%    4.30   
CNK
Cinemark Holdings IncPrice Moved Up 0.16%   Price Moved Very Down 1.08%   Price Moved Up 0.18%    30.19   
CKEC
Carmike Cinemas IncPrice Moved Up 0.11%   Price Moved Very Down 1.85%   Price Moved Up 0.21%    16.97   
PTSX
Point360Price Moved Up 0.06%   Price Moved Totally Down 13.35%   Price Moved Up 0.86%    1.07   
IFLM
Independent Film Development CorporationPrice Moved Up 0.01%   Price Moved Totally Down 20.54%   Price Moved Up 0.16%    0.03   
CMGR
Camelot Entertainment Group IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.00  
PALC
Pacific Alliance CorpNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.90   
LYFE
LYFE Communications IncPrice Moved Down 0.05%   Price Moved Totally Down 9.21%   Price Moved Down 0.44%    0.05   
GNUS
Genius Brands International IncPrice Moved Down 0.33%   Price Moved Totally Down 4.56%   Price Moved Very Down 1.47%    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
 
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Returns   
Market   Portfolio   
α
  Alpha (Return Over Market) 1.57  
β
  Beta (Market Sensitivity)(0.41) 
s
  Efficiency (Sharpe Ratio) 0.39  
σ
  Risk (Volatility) 3.62  
μ
  Expected Return 1.43  

Technical analysis of total daily returns

Risk Adjusted Performance0.2644
Market Risk Adjusted Performance(2.34)
Mean Deviation1.59
Semi-Deviation0.5777
Downside Deviation1.96
Coefficient Of Variation213.2
Standard Deviation2.08
Variance4.32
Information Ratio0.3085
Jensen Alpha1.1
Total Risk Alpha(0.26)
Sortino Ratio0.3267
Treynor Ratio(2.35)
Maximum Drawdown7.6
Value At Risk(2.37)

Music and Video Correlation Analysis

PTSX
GNUS
TWMC
DWA
RGC
CNK
NFLX
LGF
RDI
CKEC
PTSX
0.050.25-0.18-0.05-0.130.080.140.290.18
GNUS
0.05-0.090.12-0.31-0.010.010.170.020.29
TWMC
0.25-0.09-0.3-0.090.070.340.24-0.180.06
DWA
-0.180.12-0.30.440.03-0.270.21-0.52-0.35
RGC
-0.05-0.31-0.090.440.11-0.010.17-0.02-0.01
CNK
-0.13-0.010.070.030.11-0.070.090.010.29
NFLX
0.080.010.34-0.27-0.01-0.070.08-0.030.04
LGF
0.140.170.240.210.170.090.08-0.110.43
RDI
0.290.02-0.18-0.52-0.020.01-0.03-0.110.44
CKEC
0.180.290.06-0.35-0.010.290.040.430.44

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Correlation Matchups

High positive correlations

 RGC
+ 0.44
DWA  
 CKEC
+ 0.44
RDI  
 CKEC
+ 0.43
LGF  
 NFLX
+ 0.34
TWMC  
 RDI
+ 0.29
PTSX  
 CKEC
+ 0.29
GNUS  
 CKEC
+ 0.29
CNK  
 TWMC
+ 0.25
PTSX  
   

Insignificant Correlation

 CNK
- 0.01
GNUS  
 NFLX
- 0.01
RGC  
 CKEC
- 0.01
RGC  
 RDI
- 0.02
RGC  
 RDI
+ 0.01
CNK  
 NFLX
+ 0.01
GNUS  
 RDI
+ 0.02
GNUS  
 CNK
+ 0.03
DWA  
   

High negative correlations

 RDI
- 0.52
DWA  
 CKEC
- 0.35
DWA  
 RGC
- 0.31
GNUS  
 DWA
- 0.3
TWMC  
 NFLX
- 0.27
DWA  
 RDI
- 0.18
TWMC  
 DWA
- 0.18
PTSX  
 CNK
- 0.13
PTSX  

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
PTSX 7.65 (2.28) 0.05  0.09  9.74  0.04 (8.14) 12.39 (17.46) 67.98 
Backtest
CMGR 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
LYFE 4.73  0.33 (0.04) 0.19  21.01 (0.08)(20.83) 16.67 (16.67) 36.67 
Backtest
GNUS 2.67 (1.21) 0.00 1.77  0.00(0.39) 0.00 0.00(14.29) 16.67 
Backtest
TWMC 2.06  0.25  0.15  0.56  1.39  0.10 (3.01) 5.71 (2.73) 9.92 
Backtest
DWA 1.13  0.85  0.17 (0.45) 0.00 0.09 (1.37) 3.19 (1.30) 8.61 
Backtest
RGC 0.89  0.15  0.01  0.59  0.82  0.0089 (1.12) 2.44 (1.69) 5.25 
Backtest
CNK 0.71 (0.01)(0.19) 0.31  0.46 (0.14)(0.83) 1.18 (1.13) 5.33 
Backtest
NFLX 3.29  0.88  1.04  0.59  0.00 0.29 (4.25) 6.73 (2.11) 27.06 
Backtest
IFLM 10.78  2.59  0.00(0.02) 17.00 (0.0061)(36.11) 33.33 (25.00) 93.33 
Backtest
GBHL 21.60  15.05  0.00(0.77) 0.00 0.31  0.00 50.00 (50.00) 160.00 
Backtest
LGF 1.11  0.37  0.28  0.64  0.39  0.29 (1.40) 3.06 (1.89) 5.39 
Backtest
RDI 0.86 (0.07) 0.00 0.27  1.06  0.0061 (1.07) 2.46 (0.53) 6.24 
Backtest
PALC 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
CKEC 1.44 (0.49)(0.05) 0.09  2.01 (0.06)(1.46) 2.72 (3.52) 5.71 
Backtest
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