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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 manufacturing rubber and plastics 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 Plastics

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Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent Price
GLGI
Greystone Logistics IncPrice Moved Up 0.23%   Price Moved Totally Down 5.98%   Price Moved Up 1.36%    0.40   
CTB
Cooper Tire Rubber CoPrice Moved Up 0.16%   Price Moved Totally Down 9.00%   Price Moved Up 1.49%    32.60   
VYST
Vystar CorporationPrice Moved Up 0.12%   Price Moved Totally Down 24.24%   Price Moved Up 2.94%    0.07   
TG
Tredegar CorpPrice Moved Up 0.08%   Price Moved Very Down 2.39%   Price Moved Up 0.20%    26.38   
GT
Goodyear Tire Rubber CoPrice Moved Up 0.08%   Price Moved Very Down 2.09%   Price Moved Up 0.18%    15.29   
ROG
Rogers CorporationPrice Moved Up 0.08%   Price Moved Very Down 1.37%   Price Moved Up 0.12%    48.04   
PRH
Pearl River Holdings LimitedPrice Moved Up 0.06%   Price Moved Totally Down 13.09%   Price Moved Up 0.79%    0.03   
MYE
Myers Industries IncPrice Moved Up 0.05%   Price Moved Very Down 1.63%   Price Moved Up 0.09%    15.24   
MANW
Mobile Area Networks IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.00  
CTIB
CTI Industries CorpPrice Moved Down 0.08%   Price Moved Very Down 2.76%   Price Moved Down 0.22%    4.50   
DSWL
Deswell Industries IncPrice Moved Down 0.08%   Price Moved Very Down 1.94%   Price Moved Down 0.15%    2.55   
CSL
Carlisle Companies IncorporatedPrice Moved Down 0.10%   Price Moved Very Down 1.04%   Price Moved Down 0.10%    65.58   
AEPI
AEP Industries IncPrice Moved Down 0.16%   Price Moved Totally Down 4.70%   Price Moved Down 0.74%    70.35   
TWI
Titan International IncPrice Moved Down 0.51%   Price Moved Totally Down 3.23%   Price Moved Very Down 1.64%    17.30   
* 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   

Distribution Greeks

α
  Alpha (Return Over Market)(0.11) 
β
  Beta (Market Sensitivity)(0.23) 
s
  Efficiency (Sharpe Ratio)(0.06) 
σ
  Risk (Volatility) 1.56  
μ
  Expected Return(0.08) 

Technical analysis of total daily returns

Risk Adjusted Performance0.1372
Market Risk Adjusted Performance(1.12)
Mean Deviation1.19
Semi-Deviation0.9556
Downside Deviation1.21
Coefficient Of Variation674.44
Standard Deviation1.82
Variance3.3
Information Ratio0.2101
Jensen Alpha0.2314
Total Risk Alpha0.5091
Sortino Ratio0.3146
Treynor Ratio(1.13)
Maximum Drawdown8.1
Value At Risk(1.73)

Plastics Correlation Analysis

TG
CTIB
AEPI
DSWL
GT
MYE
CTB
ROG
CSL
TWI
TG
0.07-0.27-0.380.150.710.040.450.55-0.17
CTIB
0.070.17-0.2-0.18-0.14-0.11-0.160.0-0.01
AEPI
-0.270.17-0.07-0.01-0.15-0.090.07-0.010.82
DSWL
-0.38-0.2-0.07-0.35-0.50.09-0.3-0.44-0.08
GT
0.15-0.18-0.01-0.350.280.260.370.30.18
MYE
0.71-0.14-0.15-0.50.28-0.040.690.8-0.12
CTB
0.04-0.11-0.090.090.26-0.04-0.14-0.240.08
ROG
0.45-0.160.07-0.30.370.69-0.140.620.26
CSL
0.550.0-0.01-0.440.30.8-0.240.62-0.07
TWI
-0.17-0.010.82-0.080.18-0.120.080.26-0.07

      Click cells to compare fundamentals
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Correlation Matchups

High positive correlations

 TWI
+ 0.82
AEPI  
 CSL
+ 0.8
MYE  
 MYE
+ 0.71
TG  
 ROG
+ 0.69
MYE  
 CSL
+ 0.62
ROG  
 CSL
+ 0.55
TG  
 ROG
+ 0.45
TG  
 ROG
+ 0.37
GT  
   

Insignificant Correlation

 CSL
- 0.0
CTIB  
 TWI
- 0.01
CTIB  
 GT
- 0.01
AEPI  
 CSL
- 0.01
AEPI  
 CSL
+ 0.0
CTIB  
 CTB
+ 0.04
TG  
 ROG
+ 0.07
AEPI  
 CTIB
+ 0.07
TG  
   

High negative correlations

 MYE
- 0.5
DSWL  
 CSL
- 0.44
DSWL  
 DSWL
- 0.38
TG  
 GT
- 0.35
DSWL  
 ROG
- 0.3
DSWL  
 AEPI
- 0.27
TG  
 CSL
- 0.24
CTB  
 DSWL
- 0.2
CTIB  

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
TG 2.02  0.42  0.12  0.10  2.17  0.13 (2.12) 3.80 (3.05) 8.39 
Backtest
GLGI 4.16  1.22  0.19  3.18  3.71  0.22 (6.91) 8.33 (6.25) 24.88 
Backtest
CTIB 2.20 (0.25)(0.03) 12.58  4.17 (0.04)(2.00) 5.73 (7.23) 12.96 
Backtest
VYST 13.41  2.97  0.11 (0.93) 11.90  0.13 (43.65) 100.00 (40.00) 112.50 
Backtest
AEPI 2.45 (0.68)(0.09)(1.29) 9.32 (0.13)(1.62) 3.10 (3.60) 22.19 
Backtest
DSWL 1.31 (0.31)(0.01) 0.13  3.60 (0.02)(0.96) 1.89 (3.01) 8.60 
Backtest
PRH 4.92  0.23  0.00(0.17) 0.00 0.07  0.00 0.00 0.00 50.00 
Backtest
GT 1.72  0.30  0.14  0.15  1.97  0.14 (1.98) 3.47 (3.31) 7.76 
Backtest
MYE 1.38  0.26  0.11  0.05  1.57  0.12 (1.54) 2.33 (2.46) 5.51 
Backtest
CTB 3.92  1.33  0.81 (1.24) 1.10  0.17 (6.18) 2.02 (2.42) 43.55 
Backtest
ROG 0.93  0.22  0.12  0.12  1.47  0.17 (0.87) 1.68 (2.12) 5.56 
Backtest
CSL 0.87  0.02  0.01 (0.11) 1.46  0.01 (0.65) 1.53 (1.66) 3.58 
Backtest
TWI 2.07 (1.64)(0.35)(12.71) 6.32 (0.46)(0.94) 1.20 (6.67) 15.06 
Backtest
MANW 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
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