Processing
Processing. Please wait...

Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers companies involved in publishing of books, newspapers, periodicals and other mass publications 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 Books

Saving Account

Market

Theme Equities

Hypothetical Portfolio

Filter Theme

Optimize This Theme

Daily Expected Return (%)

Change Benchmark

Embed

Export

Risk [Daily Volatility] (%)

Build more portfolios

Check other themes

Change country

Assets rated by market efficiency

		Efficiency (Sharpe Ratio)	Risk (Volatility)	Expected Return	Current Price
CGSXF	China TopReach Inc	0.22%	6.48%	1.45%	0.30	Hold
SSP	The E W Scripps Company	0.21%	3.03%	0.63%	15.39	Strong Buy
LEE	Lee Enterprises Incorporated	0.18%	4.81%	0.90%	2.10	Hold
MDP	Meredith Corporation	0.17%	2.25%	0.40%	45.49	Strong Buy
JRN	Journal Communications Inc	0.14%	3.19%	0.46%	7.33	Strong Buy
GCI	Gannett Co Inc	0.10%	7.70%	0.80%	24.18	Strong Buy
JW-A	John Wiley Sons Inc	0.04%	1.35%	0.06%	39.95	Strong Hold
NYT	The New York Times Company	0.04%	2.29%	0.09%	10.46	Strong Buy
AHC	A H Belo Corporation	0.02%	2.00%	0.06%	6.73	Strong Hold
ENL	Reed Elsevier NV	0.01%	1.05%	0.03%	33.82	Strong Buy
RUK	Reed Elsevier plc	0.04%	0.98%	0.03%	46.42	Strong Buy
NED	Noah Education Holdings Ltd	0.09%	2.42%	0.20%	1.43	Strong Hold
BCYP	Blue Calypso Inc	0.10%	9.39%	0.93%	0.15	Strong Hold
CRRC	Courier Corporation	0.11%	1.54%	0.17%	13.94	Strong Buy
LM	Lingo Media Corporation	0.12%	2.62%	0.32%	0.14	Strong Sell
MNI	The McClatchy Company	0.13%	3.16%	0.41%	2.36	Strong Hold
PSO	Pearson plc	0.16%	1.16%	0.17%	18.45	Strong Buy
DBCORP	D B Corp Limited	0.18%	2.11%	0.37%	231.00	Strong Sell
EDUC	Educational Development Corporation	0.19%	1.01%	0.19%	3.43	Strong Hold
TRI	Thomson Reuters Corporation	0.22%	1.02%	0.22%	33.34	Strong 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

Embed

Export

Returns

Market

Portfolio

Distribution Greeks

Alpha (Return Over Market)

0.03

Beta (Market Sensitivity)

0.99

Efficiency (Sharpe Ratio)

(0.08)

Risk (Volatility)

1.12

Expected Return

(0.08)

Technical analysis of total daily returns

Risk Adjusted Performance	0.0615
Market Risk Adjusted Performance	0.0951
Mean Deviation	0.9224
Semi-Deviation	0.8512
Downside Deviation	0.9496
Coefficient Of Variation	1546.27
Standard Deviation	1.46
Variance	2.13
Information Ratio	0.1417
Jensen Alpha	0.2054
Total Risk Alpha	0.2845
Sortino Ratio	0.2176
Treynor Ratio	0.0851
Maximum Drawdown	6.24
Value At Risk	(1.59)

Books Correlation Analysis

	RUK	MDP	MNI	AHC	ENL	JW-A	LEE	BCYP	CRRC	DBCORP	NED	JRN	EDUC	GCI	SSP	PSO	NYT
RUK		0.55	0.65	0.13	0.97	-0.02	-0.4	0.0	0.46	-0.06	0.25	0.4	-0.02	0.33	0.24	0.68	0.39
MDP	0.55		0.71	0.11	0.54	0.26	-0.19	0.46	0.28	-0.29	-0.01	0.78	-0.2	0.89	0.85	0.55	0.74
MNI	0.65	0.71		0.27	0.65	0.03	-0.08	0.28	0.38	-0.01	0.06	0.73	-0.04	0.48	0.42	0.42	0.62
AHC	0.13	0.11	0.27		0.09	0.39	0.09	0.13	-0.08	0.29	-0.29	0.12	-0.09	0.09	0.01	-0.26	0.41
ENL	0.97	0.54	0.65	0.09		-0.06	-0.38	0.08	0.45	0.01	0.32	0.44	-0.04	0.37	0.23	0.67	0.36
JW-A	-0.02	0.26	0.03	0.39	-0.06		0.15	0.05	0.0	-0.07	-0.42	0.37	-0.22	0.37	0.39	0.15	0.46
LEE	-0.4	-0.19	-0.08	0.09	-0.38	0.15		0.17	-0.03	0.31	0.08	0.19	0.02	-0.15	-0.05	-0.51	-0.1
BCYP	0.0	0.46	0.28	0.13	0.08	0.05	0.17		0.17	0.08	0.32	0.48	-0.28	0.52	0.28	-0.06	0.2
CRRC	0.46	0.28	0.38	-0.08	0.45	0.0	-0.03	0.17		-0.12	0.17	0.36	-0.19	0.17	0.13	0.33	0.16
DBCORP	-0.06	-0.29	-0.01	0.29	0.01	-0.07	0.31	0.08	-0.12		0.25	-0.15	0.31	-0.27	-0.35	-0.3	0.04
NED	0.25	-0.01	0.06	-0.29	0.32	-0.42	0.08	0.32	0.17	0.25		0.12	-0.27	0.03	-0.01	0.19	-0.19
JRN	0.4	0.78	0.73	0.12	0.44	0.37	0.19	0.48	0.36	-0.15	0.12		-0.16	0.77	0.74	0.37	0.69
EDUC	-0.02	-0.2	-0.04	-0.09	-0.04	-0.22	0.02	-0.28	-0.19	0.31	-0.27	-0.16		-0.28	-0.27	-0.29	0.03
GCI	0.33	0.89	0.48	0.09	0.37	0.37	-0.15	0.52	0.17	-0.27	0.03	0.77	-0.28		0.92	0.45	0.69
SSP	0.24	0.85	0.42	0.01	0.23	0.39	-0.05	0.28	0.13	-0.35	-0.01	0.74	-0.27	0.92		0.43	0.7
PSO	0.68	0.55	0.42	-0.26	0.67	0.15	-0.51	-0.06	0.33	-0.3	0.19	0.37	-0.29	0.45	0.43		0.28
NYT	0.39	0.74	0.62	0.41	0.36	0.46	-0.1	0.2	0.16	0.04	-0.19	0.69	0.03	0.69	0.7	0.28

Click cells to compare fundamentals

Compare Fundamentals

Check Volatility

Backtest As Portfolio

Correlation Matchups

High positive correlations

ENL	+ 0.97	RUK
SSP	+ 0.92	GCI
GCI	+ 0.89	MDP
SSP	+ 0.85	MDP
JRN	+ 0.78	MDP
GCI	+ 0.77	JRN
NYT	+ 0.74	MDP
SSP	+ 0.74	JRN

Insignificant Correlation

BCYP	- 0.0	RUK
CRRC	- 0.0	JW-A
NED	- 0.01	MDP
DBCORP	- 0.01	MNI

CRRC	+ 0.0	JW-A
BCYP	+ 0.0	RUK
DBCORP	+ 0.01	ENL
SSP	+ 0.01	AHC

High negative correlations

PSO	- 0.51	LEE
NED	- 0.42	JW-A
LEE	- 0.4	RUK
LEE	- 0.38	ENL
SSP	- 0.35	DBCORP
PSO	- 0.3	DBCORP
PSO	- 0.29	EDUC
NED	- 0.29	AHC

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
RUK	0.83	0.06	0.07	(0.05)	1.10	0.08	(0.84)	1.22	(1.34)	3.43	Backtest
MDP	1.50	0.63	0.41	0.20	0.97	0.22	(2.15)	2.62	(1.85)	9.21	Backtest
MNI	2.53	(0.07)	(0.07)	(0.15)	4.39	(0.09)	(2.17)	3.43	(6.67)	10.37	Backtest
LM	1.25	(0.40)	0.00	0.55	0.00	(0.08)	0.00	0.00	(6.67)	14.29	Backtest
AHC	1.57	0.05	0.09	2.27	1.76	0.08	(1.89)	4.19	(2.32)	7.99	Backtest
ENL	0.88	0.12	0.11	0.02	1.19	0.13	(0.79)	1.13	(1.38)	4.25	Backtest
JW-A	0.96	0.08	0.09	0.25	1.64	0.13	(0.90)	1.39	(1.39)	6.73	Backtest
LEE	2.64	0.72	0.39	(0.64)	1.47	0.20	(4.86)	3.66	(3.03)	6.69	Backtest
BCYP	7.32	(0.72)	(0.08)	(0.53)	10.04	(0.08)	(11.10)	15.38	(12.50)	41.83	Backtest
CRRC	1.12	(0.11)	(0.05)	(0.34)	1.30	(0.03)	(1.76)	3.19	(1.96)	6.23	Backtest
TRI	0.79	(0.13)	(0.08)	(0.27)	1.54	(0.10)	(0.75)	1.14	(2.03)	3.22	Backtest
DBCORP	1.81	(0.20)	(0.01)	0.29	2.84	(0.0072)	(1.52)	4.17	(3.72)	7.89	Backtest
NED	1.71	(0.15)	(0.03)	(0.42)	3.34	(0.03)	(1.95)	2.84	(4.79)	7.63	Backtest
CGSXF	2.89	1.53	0.00	10.08	0.00	0.24	0.00	0.00	0.00	30.43	Backtest
JRN	2.21	0.75	0.20	0.18	2.62	0.17	(2.39)	3.02	(3.34)	13.69	Backtest
EDUC	0.79	(0.21)	(0.07)	1.63	1.12	(0.07)	(0.97)	1.97	(1.68)	3.91	Backtest
GCI	3.56	1.37	0.32	0.17	2.16	0.12	(6.85)	2.37	(4.48)	40.06	Backtest
SSP	1.76	0.85	0.55	0.33	0.78	0.24	(2.37)	2.27	(1.53)	13.52	Backtest
PSO	0.91	(0.07)	(0.04)	(0.20)	1.60	(0.05)	(0.76)	1.68	(2.33)	2.73	Backtest
NYT	1.66	0.27	0.09	0.06	2.07	0.09	(1.84)	4.29	(2.14)	7.50	Backtest

Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us

Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey

Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium

Theme Landscape

Risk and return landscape for Books

Assets rated by market efficiency

Total return distribution analysis

Distribution Greeks

Technical analysis of total daily returns

Books Correlation Analysis

Correlation Matchups

High positive correlations

Insignificant Correlation

High negative correlations

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

Report was successfully generated

Thanks for checking out Macroaxis