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SP 500   1,655   13.81  Index Moved Down -0.83%
RJF SF GHL KCG Impulse Computers Heavy Metals Natural Foods 
United States GSPC USD ...  |  Investing Opportunities


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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
This theme covers compnanies producing and distributing cleaning products, supplies, and accessories 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 Cleaning

    
Saving AccountMarketTheme EquitiesHypothetical Portfolio
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Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent PriceAdvice *
Zep IncPrice Moved Up 0.31%   Price Moved Very Down 1.55%   Price Moved Up 0.50%    15.95   
Ecolab IncPrice Moved Up 0.30%   Price Moved Down 0.92%   Price Moved Up 0.29%    87.43   
Church Dwight Co IncPrice Moved Down 0.03%   Price Moved Very Down 1.06%   Price Moved Down 0.02%    62.00   
Ocean BioChem IncPrice Moved Down 0.10%   Price Moved Very Down 1.67%   Price Moved Down 0.15%    2.53   
Stepan CompanyPrice Moved Down 0.18%   Price Moved Very Down 2.15%   Price Moved Down 0.39%    54.52   
* 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
 
Returns   
Market   Portfolio   
α
  Alpha (Return Over Market)(0.34) 
β
  Beta (Market Sensitivity) 1.26  
s
  Efficiency (Sharpe Ratio) 0.03  
σ
  Risk (Volatility) 0.97  
μ
  Expected Return 0.04  

Technical analysis of total daily returns

Risk Adjusted Performance0.0317
Market Risk Adjusted Performance0.0376
Mean Deviation0.6917
Semi-Deviation0.8584
Downside Deviation0.9346
Coefficient Of Variation1940.49
Standard Deviation0.8686
Variance0.7545
Information Ratio(0.30)
Jensen Alpha(0.33)
Total Risk Alpha(0.43)
Sortino Ratio(0.28)
Treynor Ratio0.0276
Maximum Drawdown3.25
Value At Risk(1.34)
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