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Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers companies producing and distributing toys and different gaming products for kids 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 Toys

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Hypothetical Portfolio

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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 *
LF	LeapFrog Enterprises Inc	0.27%	2.55%	0.71%	9.92	Strong Buy
MAT	Mattel Inc	0.11%	0.99%	0.12%	45.16	Strong Buy
HAS	Hasbro Inc	0.04%	0.85%	0.03%	46.66	Strong Buy
GPIC	Gaming Partners International Corporation	0.10%	1.58%	0.15%	8.20	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)

(0.14)

Beta (Market Sensitivity)

1.12

Efficiency (Sharpe Ratio)

0.09

Risk (Volatility)

0.87

Expected Return

0.09

Technical analysis of total daily returns

Risk Adjusted Performance	0.0916
Market Risk Adjusted Performance	0.1472
Mean Deviation	0.8136
Semi-Deviation	0.9875
Downside Deviation	1.28
Coefficient Of Variation	661.07
Standard Deviation	1.08
Variance	1.17
Information Ratio	(0.04)
Jensen Alpha	(0.06)
Total Risk Alpha	(0.21)
Sortino Ratio	(0.03)
Treynor Ratio	0.1372
Maximum Drawdown	3.78
Value At Risk	(1.91)

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