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Theme Landscape

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This theme covers companies with surprising stock price gains resulted from investor increased confidence 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 Currently Hot

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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 *
NWY	New York Company Inc	0.45%	1.35%	0.62%	5.30	Strong Buy
NM	Navios Maritime Holdings Inc	0.38%	2.07%	0.79%	5.28	Strong Buy
YGE	Yingli Green Energy Holding Co Ltd	0.34%	5.85%	1.99%	3.19	Strong Hold
TNP	Tsakos Energy Navigation Limited	0.31%	2.62%	0.83%	4.96	Strong Buy
CALX	Calix Inc	0.30%	2.60%	0.80%	9.69	Strong Buy
KID	Kid Brands Inc	0.30%	5.06%	1.53%	1.60	Strong Hold
MEG	Media General Inc	0.24%	3.45%	0.82%	8.47	Buy
ELY	Callaway Golf Co	0.19%	1.32%	0.26%	6.80	Strong Buy
REX	REX American Resources Corporation	0.17%	2.85%	0.48%	27.59	Hold
DAC	Danaos Corporation	0.16%	2.03%	0.33%	4.25	Buy
DUST	Direxion Daily Gold Miners Bear 3X Shrs	0.13%	8.22%	1.06%	102.30	Hold
AGM-A	Federal Agricultural Mortgage Corp	0.09%	1.52%	0.14%	26.85	Strong Hold
PEK	Market Vectors China ETF	0.08%	1.71%	0.15%	35.25	Strong Buy
FMD	The First Marblehead Corporation	0.07%	2.90%	0.21%	1.22	Buy
BLOX	Infoblox Inc	0.07%	2.68%	0.21%	25.19	Strong Hold
RWXL	UBS ETRACS Mo Pay 2x DJ Intl Rl Est ETN	0.06%	1.50%	0.10%	36.67	Buy
VRX	Valeant Pharmaceuticals International Inc	0.02%	2.05%	0.06%	84.47	Strong Buy
JPX	ProShares UltraShort MSCI Pacific exJpn	0.03%	1.45%	0.03%	27.90	Strong Sell
HCLP	HiCrush Partners LP	0.11%	1.41%	0.14%	19.89	Strong Hold
CDE	Coeur dAlene Mines Corporation	0.11%	3.18%	0.33%	13.49	Strong Hold
TWTI	RBS Oil Trendpilot ETN	0.20%	0.93%	0.17%	20.97	Strong Hold
SAGG	Direxion Daily Tot Bd Mkt Bear 1X Shares	0.21%	0.08%	0.01%	37.61	Strong Hold
KWK	Quicksilver Resources Inc	0.34%	3.34%	1.12%	2.54	Strong Hold
SBGL	Sibanye Gold Limited	0.52%	3.76%	1.96%	3.01	Strong Sell

* 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)

0.12

Beta (Market Sensitivity)

0.91

Efficiency (Sharpe Ratio)

0.18

Risk (Volatility)

1.71

Expected Return

0.31

Technical analysis of total daily returns

Risk Adjusted Performance	0.2158
Market Risk Adjusted Performance	0.2917
Mean Deviation	0.5576
Semi-Deviation	0.1792
Downside Deviation	0.6614
Coefficient Of Variation	268.76
Standard Deviation	0.7158
Variance	0.5123
Information Ratio	0.0875
Jensen Alpha	0.08
Total Risk Alpha	0.015
Sortino Ratio	0.0947
Treynor Ratio	0.2817
Maximum Drawdown	1.85
Value At Risk	(1.36)

Currently Hot Correlation Analysis

	KWK	PEK	VRX	CALX	NWY	HCLP	ELY	TNP	DUST	KID	CDE	RWXL	YGE	TWTI	REX	FMD	BLOX	SAGG	AGM-A	MEG	NM	SBGL
KWK		-0.17	-0.02	0.08	0.4	0.2	-0.14	-0.19	-0.05	0.1	0.05	-0.12	0.3	0.06	-0.18	0.13	0.34	0.08	-0.29	0.11	0.35	-0.09
PEK	-0.17		0.41	0.25	-0.1	-0.15	0.24	0.41	0.11	0.17	0.1	0.59	0.3	0.35	0.12	0.3	0.1	-0.02	0.05	0.31	0.5	-0.06
VRX	-0.02	0.41		0.16	0.02	0.29	0.09	0.15	0.27	0.3	-0.19	0.21	0.03	0.14	-0.03	0.31	-0.01	-0.04	0.13	0.16	-0.06	-0.11
CALX	0.08	0.25	0.16		0.14	0.16	0.68	0.08	0.15	0.25	-0.02	0.21	0.15	0.22	-0.45	0.32	0.01	-0.44	0.22	0.55	0.19	-0.14
NWY	0.4	-0.1	0.02	0.14		-0.17	0.08	0.25	0.0	-0.08	0.04	-0.37	0.26	-0.03	0.02	0.47	0.18	0.21	-0.05	0.26	0.33	-0.18
HCLP	0.2	-0.15	0.29	0.16	-0.17		-0.22	-0.33	0.14	0.2	-0.27	-0.08	-0.08	-0.06	-0.03	-0.01	-0.47	-0.28	0.18	-0.16	-0.13	0.25
ELY	-0.14	0.24	0.09	0.68	0.08	-0.22		0.4	0.03	0.04	0.14	0.32	0.25	-0.11	-0.32	0.1	0.31	-0.3	-0.12	0.51	0.17	-0.3
TNP	-0.19	0.41	0.15	0.08	0.25	-0.33	0.4		-0.38	-0.02	0.46	0.34	0.4	-0.13	0.15	0.31	0.11	0.24	0.04	-0.03	0.57	-0.15
DUST	-0.05	0.11	0.27	0.15	0.0	0.14	0.03	-0.38		0.21	-0.9	-0.1	0.12	0.52	-0.16	-0.13	0.22	-0.33	0.34	0.07	-0.14	-0.53
KID	0.1	0.17	0.3	0.25	-0.08	0.2	0.04	-0.02	0.21		-0.2	0.23	-0.2	0.25	-0.24	0.05	0.12	0.12	0.45	0.19	0.0	-0.15
CDE	0.05	0.1	-0.19	-0.02	0.04	-0.27	0.14	0.46	-0.9	-0.2		0.3	0.0	-0.49	0.07	0.3	-0.01	0.41	-0.4	0.05	0.25	0.31
RWXL	-0.12	0.59	0.21	0.21	-0.37	-0.08	0.32	0.34	-0.1	0.23	0.3		0.32	0.29	-0.43	0.22	0.18	0.13	0.15	0.12	0.47	-0.16
YGE	0.3	0.3	0.03	0.15	0.26	-0.08	0.25	0.4	0.12	-0.2	0.0	0.32		0.32	-0.23	0.04	0.08	-0.09	-0.25	0.13	0.78	-0.3
TWTI	0.06	0.35	0.14	0.22	-0.03	-0.06	-0.11	-0.13	0.52	0.25	-0.49	0.29	0.32		-0.29	0.03	0.04	-0.09	0.37	0.04	0.31	-0.25
REX	-0.18	0.12	-0.03	-0.45	0.02	-0.03	-0.32	0.15	-0.16	-0.24	0.07	-0.43	-0.23	-0.29		-0.14	-0.2	0.21	-0.27	-0.11	-0.12	0.3
FMD	0.13	0.3	0.31	0.32	0.47	-0.01	0.1	0.31	-0.13	0.05	0.3	0.22	0.04	0.03	-0.14		0.05	0.36	0.18	0.16	0.23	-0.2
BLOX	0.34	0.1	-0.01	0.01	0.18	-0.47	0.31	0.11	0.22	0.12	-0.01	0.18	0.08	0.04	-0.2	0.05		0.13	-0.1	0.01	0.18	-0.56
SAGG	0.08	-0.02	-0.04	-0.44	0.21	-0.28	-0.3	0.24	-0.33	0.12	0.41	0.13	-0.09	-0.09	0.21	0.36	0.13		-0.08	-0.02	0.08	0.0
AGM-A	-0.29	0.05	0.13	0.22	-0.05	0.18	-0.12	0.04	0.34	0.45	-0.4	0.15	-0.25	0.37	-0.27	0.18	-0.1	-0.08		-0.19	-0.06	-0.16
MEG	0.11	0.31	0.16	0.55	0.26	-0.16	0.51	-0.03	0.07	0.19	0.05	0.12	0.13	0.04	-0.11	0.16	0.01	-0.02	-0.19		0.14	0.1
NM	0.35	0.5	-0.06	0.19	0.33	-0.13	0.17	0.57	-0.14	0.0	0.25	0.47	0.78	0.31	-0.12	0.23	0.18	0.08	-0.06	0.14		-0.08
SBGL	-0.09	-0.06	-0.11	-0.14	-0.18	0.25	-0.3	-0.15	-0.53	-0.15	0.31	-0.16	-0.3	-0.25	0.3	-0.2	-0.56	0.0	-0.16	0.1	-0.08

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Correlation Matchups

High positive correlations

NM	+ 0.78	YGE
ELY	+ 0.68	CALX
RWXL	+ 0.59	PEK
NM	+ 0.57	TNP
MEG	+ 0.55	CALX
TWTI	+ 0.52	DUST
MEG	+ 0.51	ELY
NM	+ 0.5	PEK

Insignificant Correlation

DUST	- 0.0	NWY
NM	- 0.0	KID
YGE	- 0.0	CDE
SBGL	- 0.0	SAGG

SBGL	+ 0.0	SAGG
YGE	+ 0.0	CDE
NM	+ 0.0	KID
DUST	+ 0.0	NWY

High negative correlations

CDE	- 0.9	DUST
SBGL	- 0.56	BLOX
SBGL	- 0.53	DUST
TWTI	- 0.49	CDE
BLOX	- 0.47	HCLP
REX	- 0.45	CALX
SAGG	- 0.44	CALX
REX	- 0.43	RWXL

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
JPX	1.02	0.12	(0.10)	0.05	2.46	(0.16)	(1.33)	2.87	(3.75)	4.32	Backtest
KWK	2.48	(1.01)	(0.29)	(1.01)	3.67	(0.30)	(3.57)	4.30	(4.55)	15.05	Backtest
PEK	1.60	(0.47)	(0.11)	(0.01)	2.05	(0.12)	(1.58)	2.51	(2.84)	6.02	Backtest
VRX	1.50	(0.36)	(0.11)	0.00	1.72	(0.10)	(1.84)	3.22	(3.14)	7.37	Backtest
CALX	2.09	(0.06)	0.07	0.17	2.37	0.07	(2.14)	4.99	(3.75)	9.92	Backtest
NWY	1.27	0.71	0.27	1.43	0.29	0.37	(1.58)	3.00	(1.77)	5.47	Backtest
HCLP	0.93	(0.17)	(0.20)	(1.33)	1.87	(0.25)	(1.00)	1.06	(2.66)	5.05	Backtest
DAC	2.04	(0.27)	(0.04)	0.04	2.57	(0.04)	(2.34)	3.54	(3.61)	9.79	Backtest
ELY	1.19	(0.34)	(0.15)	(0.06)	1.83	(0.17)	(1.23)	2.27	(2.69)	5.95	Backtest
TNP	2.01	0.45	0.24	0.47	1.76	0.22	(2.60)	4.93	(2.12)	8.09	Backtest
DUST	6.02	0.68	0.08	0.77	7.63	0.09	(6.91)	12.43	(15.79)	31.30	Backtest
KID	3.91	0.56	0.17	0.39	4.09	0.18	(4.67)	9.03	(7.08)	18.90	Backtest
CDE	2.23	(0.61)	(0.23)	(0.71)	3.28	(0.22)	(2.59)	4.32	(5.06)	10.59	Backtest
RWXL	1.43	(0.70)	(0.16)	(0.12)	3.56	(0.23)	(0.94)	2.22	(2.85)	6.38	Backtest
YGE	5.33	1.21	0.19	0.67	5.77	0.21	(5.53)	13.14	(9.92)	29.45	Backtest
TWTI	0.81	(0.14)	(0.17)	(0.21)	1.59	(0.19)	(0.71)	0.84	(2.15)	4.29	Backtest
REX	2.66	1.41	0.31	(6.22)	2.12	0.30	(3.15)	6.12	(3.32)	13.49	Backtest
FMD	1.96	(0.34)	(0.04)	0.03	2.35	(0.04)	(3.85)	5.17	(5.60)	14.45	Backtest
BLOX	1.96	(0.20)	(0.04)	0.06	2.66	(0.04)	(1.90)	3.70	(3.23)	10.42	Backtest
SAGG	0.09	(0.03)	0.00	(1.45)	0.00	(1.51)	0.00	0.17	(0.29)	0.46	Backtest
AGM-A	0.85	0.10	(0.03)	5.36	1.18	(0.06)	(1.39)	3.16	(2.04)	7.19	Backtest
MEG	2.79	(0.27)	0.04	0.11	3.50	0.05	(2.92)	4.57	(3.90)	15.41	Backtest
NM	1.99	0.35	0.17	0.38	2.06	0.20	(2.40)	5.03	(2.75)	11.45	Backtest
SBGL	2.28	(1.79)	(0.56)	4.27	4.81	(0.56)	(4.28)	0.85	(6.73)	18.41	Backtest

Theme Landscape

Risk and return landscape for Currently Hot

Assets rated by market efficiency

Total return distribution analysis

Technical analysis of total daily returns

Currently Hot Correlation Analysis

Correlation Matchups

High positive correlations

Insignificant Correlation

High negative correlations

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

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