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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
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This theme covers companies involved in providing outsourcing and staffing services to business 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 Outsourcing

    
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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 *
PAYX
Paychex IncPrice Moved Up 0.34%   Price Moved Down 0.97%   Price Moved Up 0.34%    38.20   
ASGN
On Assignment IncPrice Moved Up 0.27%   Price Moved Very Down 2.59%   Price Moved Up 0.70%    26.26   
MAN
ManpowerGroup IncPrice Moved Up 0.26%   Price Moved Very Down 1.60%   Price Moved Up 0.42%    58.15   
MCTH
Medical Connections Holdings IncPrice Moved Up 0.22%   Price Moved Totally Down 10.65%   Price Moved Up 2.38%    0.03   
STJO
St Joseph IncPrice Moved Up 0.19%   Price Moved Totally Down 7.83%   Price Moved Up 1.47%    0.89   
JOBS
51job IncPrice Moved Up 0.14%   Price Moved Very Down 1.43%   Price Moved Up 0.21%    60.43   
CTP
CTPartners Executive Search IncPrice Moved Up 0.14%   Price Moved Totally Down 4.42%   Price Moved Up 0.61%    3.70   
JOB
General Employment Enterprises IncPrice Moved Up 0.05%   Price Moved Totally Down 5.16%   Price Moved Up 0.29%    0.32   
RCMT
RCM Technologies IncPrice Moved Up 0.03%   Price Moved Very Down 1.79%   Price Moved Up 0.07%    5.65   
CSC
Computer Sciences CorporationPrice Moved Up 0.02%   Price Moved Very Down 2.79%   Price Moved Up 0.08%    44.30   
STTH
Stratum Holdings IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.08   
FFI
Fortune Industries IncPrice Moved Down 0.01%   Price Moved Totally Down 5.83%   Price Moved Down 0.05%    0.20   
LTNC
Labor Smart IncPrice Moved Down 0.02%   Price Moved Totally Down 7.18%   Price Moved Down 0.11%    0.38   
RHI
Robert Half International IncPrice Moved Down 0.03%   Price Moved Very Down 2.78%   Price Moved Down 0.09%    35.77   
CCNI
Command Center IncPrice Moved Down 0.05%   Price Moved Totally Down 5.65%   Price Moved Down 0.29%    0.21   
VSCP
VirtualScopics IncPrice Moved Down 0.05%   Price Moved Totally Down 6.40%   Price Moved Down 0.32%    0.61   
CRRS
Corporate Resource Services IncPrice Moved Down 0.18%   Price Moved Very Down 2.23%   Price Moved Down 0.39%    1.65   
MHH
Mastech Holdings IncPrice Moved Down 0.22%   Price Moved Very Down 1.53%   Price Moved Down 0.33%    7.45   
* 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) 0.0043  
β
  Beta (Market Sensitivity) 0.70  
s
  Efficiency (Sharpe Ratio) 0.20  
σ
  Risk (Volatility) 1.05  
μ
  Expected Return 0.22  

Technical analysis of total daily returns

Risk Adjusted Performance0.1182
Market Risk Adjusted Performance0.3495
Mean Deviation0.9318
Semi-Deviation0.9108
Downside Deviation1.35
Coefficient Of Variation491.12
Standard Deviation1.22
Variance1.48
Information Ratio(0.05)
Jensen Alpha0.0289
Total Risk Alpha(0.42)
Sortino Ratio(0.04)
Treynor Ratio0.3395
Maximum Drawdown3.93
Value At Risk(1.83)

Outsourcing Correlation Analysis

MAN
MHH
JOB
VSCP
PAYX
JOBS
RCMT
LTNC
CSC
RHI
ASGN
CRRS
FFI
MAN
0.00.38-0.150.510.250.01-0.360.220.870.67-0.340.09
MHH
0.00.00.6-0.080.120.070.37-0.150.05-0.230.160.16
JOB
0.380.0-0.43-0.080.25-0.05-0.010.130.170.520.150.15
VSCP
-0.150.6-0.430.030.19-0.070.13-0.08-0.03-0.330.050.06
PAYX
0.51-0.08-0.080.03-0.20.14-0.480.320.410.36-0.51-0.14
JOBS
0.250.120.250.19-0.2-0.510.07-0.30.260.02-0.070.15
RCMT
0.010.07-0.05-0.070.14-0.51-0.030.17-0.050.2-0.060.14
LTNC
-0.360.37-0.010.13-0.480.07-0.03-0.08-0.47-0.130.280.47
CSC
0.22-0.150.13-0.080.32-0.30.17-0.080.050.410.240.03
RHI
0.870.050.17-0.030.410.26-0.05-0.470.050.41-0.320.08
ASGN
0.67-0.230.52-0.330.360.020.2-0.130.410.41-0.340.18
CRRS
-0.340.160.150.05-0.51-0.07-0.060.280.24-0.32-0.34-0.24
FFI
0.090.160.150.06-0.140.150.140.470.030.080.18-0.24

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Correlation Matchups

High positive correlations

 RHI
+ 0.87
MAN  
 ASGN
+ 0.67
MAN  
 VSCP
+ 0.6
MHH  
 ASGN
+ 0.52
JOB  
 PAYX
+ 0.51
MAN  
 FFI
+ 0.47
LTNC  
 RHI
+ 0.41
PAYX  
 ASGN
+ 0.41
CSC  
   

Insignificant Correlation

 MHH
- 0.0
MAN  
 JOB
- 0.0
MHH  
 LTNC
- 0.01
JOB  
 RHI
- 0.03
VSCP  
 JOB
+ 0.0
MHH  
 MHH
+ 0.0
MAN  
 RCMT
+ 0.01
MAN  
 ASGN
+ 0.02
JOBS  
   

High negative correlations

 RCMT
- 0.51
JOBS  
 CRRS
- 0.51
PAYX  
 LTNC
- 0.48
PAYX  
 RHI
- 0.47
LTNC  
 VSCP
- 0.43
JOB  
 LTNC
- 0.36
MAN  
 CRRS
- 0.34
ASGN  
 CRRS
- 0.34
MAN  

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
STJO 5.18  1.11  0.13  1.24  3.80  0.14 (15.06) 14.29 (6.67) 29.00 
Backtest
CCNI 3.55 (0.72)(0.06)(0.26) 10.62 (0.10)(9.62) 15.00 (12.50) 27.50 
Backtest
MAN 1.18 (0.22) 0.05  0.20  1.68  0.07 (1.30) 2.49 (3.40) 5.17 
Backtest
MHH 1.21 (0.21)(0.30) 0.78  2.34 (0.40)(0.90) 1.44 (3.31) 4.21 
Backtest
JOB 3.65 (0.11) 0.00 0.21  3.58 (0.0040)(7.95) 10.34 (3.45) 23.61 
Backtest
STTH 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
MCTH 4.75  0.78  0.00 0.43  0.00 0.20  0.00 0.00 0.00 50.00 
Backtest
VSCP 4.46  0.57 (0.11) 0.11  5.84 (0.10)(6.87) 10.20 (8.62) 23.55 
Backtest
PAYX 0.83 (0.08) 0.04  0.24  0.57  0.04 (1.06) 1.65 (1.13) 3.62 
Backtest
JOBS 1.12  0.29 (0.06)(0.65) 1.32 (0.07)(1.17) 2.03 (2.49) 4.91 
Backtest
RCMT 1.24 (0.12)(0.14) 0.10  1.48 (0.13)(1.51) 2.14 (2.34) 6.59 
Backtest
LTNC 5.52  1.40 (0.05) 0.02  8.19 (0.06)(8.10) 8.57 (7.89) 23.05 
Backtest
CSC 1.72 (0.58)(0.04) 0.03  4.91 (0.08)(1.28) 2.03 (4.74) 11.69 
Backtest
RHI 1.74 (0.95)(0.10)(0.03) 4.13 (0.14)(1.43) 2.24 (4.36) 10.14 
Backtest
ASGN 1.76 (0.10) 0.18  0.26  1.31  0.15 (2.12) 4.65 (1.95) 13.09 
Backtest
CTP 2.64 (0.19) 0.06  0.23  2.65  0.07 (4.56) 5.00 (4.90) 21.06 
Backtest
CRRS 1.81  0.03 (0.22) 0.28  3.36 (0.31)(2.08) 3.13 (5.33) 8.27 
Backtest
FFI 4.27 (0.25)(0.06)(0.09) 6.42 (0.06)(7.37) 9.09 (8.70) 20.34 
Backtest
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