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Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
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This theme covers companies producing and selling office supplies, and accessories in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Set Theme' button to continue

Risk and return landscape for Office Supplies

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Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent Price
EBF
Ennis IncPrice Moved Up 0.26%   Price Moved Very Down 1.45%   Price Moved Up 0.39%    16.95   
OSLH
OSL Holdings IncPrice Moved Up 0.11%   Price Moved Totally Down 37.16%   Price Moved Up 3.96%    0.03   
* 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   
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Distribution Greeks

α
  Alpha (Return Over Market) 0.18  
β
  Beta (Market Sensitivity)(1.94) 
s
  Efficiency (Sharpe Ratio) 0.28  
σ
  Risk (Volatility) 1.41  
μ
  Expected Return 0.40  

Technical analysis of total daily returns

Risk Adjusted Performance0.1092
Market Risk Adjusted Performance(1.11)
Mean Deviation13.19
Semi-Deviation14.15
Downside Deviation22.48
Coefficient Of Variation893.87
Standard Deviation19.43
Variance377.55
Information Ratio0.1177
Jensen Alpha1.93
Total Risk Alpha4.83
Sortino Ratio0.1017
Treynor Ratio(1.12)
Maximum Drawdown62.11
Value At Risk(29.24)
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