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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
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This theme covers companies from entertainment industry including show business, news and media 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 Entertainment

    
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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 ReturnCurrent PriceAdvice *
DIS
The Walt Disney CompanyPrice Moved Up 0.92%   Price Moved Down 0.68%   Price Moved Up 0.64%    65.49   
FUN
Cedar Fair LPPrice Moved Up 0.37%   Price Moved Down 0.36%   Price Moved Up 0.14%    42.55   
IMAX
IMAX CorporationPrice Moved Up 0.36%   Price Moved Very Down 1.75%   Price Moved Up 0.64%    27.64   
LYV
Live Nation Entertainment IncPrice Moved Up 0.33%   Price Moved Very Down 2.03%   Price Moved Up 0.69%    14.10   
SIX
Six Flags Entertainment CorporationPrice Moved Up 0.32%   Price Moved Very Down 1.24%   Price Moved Up 0.40%    77.68   
SMDI
Stratus Media Group IncPrice Moved Up 0.31%   Price Moved Totally Down 15.36%   Price Moved Up 4.77%    0.19   
RELMEDIA
Reliance MediaWorks LimitedPrice Moved Up 0.29%   Price Moved Very Down 2.78%   Price Moved Up 0.82%    59.10   
OMT
OMT IncPrice Moved Up 0.29%   Price Moved Totally Down 49.49%   Price Moved Up 14.29%    0.10   
PRKA
Parks! America IncPrice Moved Up 0.04%   Price Moved Totally Down 30.81%   Price Moved Up 1.28%    0.04   
TIXC
Tix CorporationPrice Moved Up 0.02%   Price Moved Totally Down 14.09%   Price Moved Up 0.25%    0.98   
FRZT
Freeze Tag IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.01   
CCPI
Crown City Pictures IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.04   
BGSI
BigSky Productions IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.08   
MUI
Media Group International LtdNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.00  
EMPM
Empire Post Media IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.00  
BFS
BFS Entertainment Multimedia LtdNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.20   
FTPR
Futura Pictures IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.41   
IBII
Island Breeze International IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.09   
SOMD
Studio One Media IncPrice Moved Down 0.26%   Price Moved Totally Down 6.41%   Price Moved Very Down 1.63%    0.20   
SED
Sun Entertainment Holding CorpPrice Moved Down 0.29%   Price Moved Totally Down 6.66%   Price Moved Very Down 1.92%    0.03   
* 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   
α
  Alpha (Return Over Market) 0.87  
β
  Beta (Market Sensitivity)(1.80) 
s
  Efficiency (Sharpe Ratio) 0.56  
σ
  Risk (Volatility) 0.94  
μ
  Expected Return 0.54  

Technical analysis of total daily returns

Risk Adjusted Performance0.2102
Market Risk Adjusted Performance(0.55)
Mean Deviation2.18
Downside Deviation0.9507
Coefficient Of Variation284.63
Standard Deviation2.9
Variance8.42
Information Ratio0.2883
Jensen Alpha1.32
Total Risk Alpha0.1376
Sortino Ratio0.8797
Treynor Ratio(0.56)
Maximum Drawdown6.24
Value At Risk(1.25)
Potential Upside8.26

Entertainment Correlation Analysis

RELMEDIA
DIS
SOMD
LYV
IMAX
TIXC
SIX
RELMEDIA
0.5-0.390.04-0.080.210.36
DIS
0.50.10.340.360.30.33
SOMD
-0.390.10.020.3-0.21-0.23
LYV
0.040.340.020.17-0.10.32
IMAX
-0.080.360.30.17-0.070.56
TIXC
0.210.3-0.21-0.1-0.070.23
SIX
0.360.33-0.230.320.560.23

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Correlation Matchups

High positive correlations

 SIX
+ 0.56
IMAX  
 DIS
+ 0.5
RELMEDIA  
 SIX
+ 0.36
RELMEDIA  
 IMAX
+ 0.36
DIS  
 LYV
+ 0.34
DIS  
 SIX
+ 0.33
DIS  
 SIX
+ 0.32
LYV  
 TIXC
+ 0.3
DIS  
   

Insignificant Correlation

 TIXC
- 0.07
IMAX  
 IMAX
- 0.08
RELMEDIA  
 TIXC
- 0.1
LYV  
 TIXC
- 0.21
SOMD  
 LYV
+ 0.02
SOMD  
 LYV
+ 0.04
RELMEDIA  
 SOMD
+ 0.1
DIS  
 IMAX
+ 0.17
LYV  
   

High negative correlations

 SOMD
- 0.39
RELMEDIA  
 SIX
- 0.23
SOMD  
 TIXC
- 0.21
SOMD  
 TIXC
- 0.1
LYV  
 IMAX
- 0.08
RELMEDIA  
 TIXC
- 0.07
IMAX  

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
FRZT 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
CCPI 14.02  1.64  0.00 0.29  0.00 0.15  0.00 33.33 (25.00) 150.00 
Backtest
RELMEDIA 2.20 (0.04)(0.07)(0.28) 2.97 (0.07)(2.59) 6.80 (5.14) 11.94 
Backtest
BGSI 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
MUI 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
DIS 0.62  0.12  0.09  0.34  0.36  0.08 (0.77) 1.55 (0.69) 3.60 
Backtest
SED 2.27 (1.16) 0.00 5.00  0.00(0.25) 0.00 0.00 0.00 25.00 
Backtest
SOMD 4.40 (1.58)(0.19)(1.11) 8.16 (0.27)(6.16) 7.69 (9.09) 22.51 
Backtest
LYV 1.65  0.13  0.18  0.24  1.39  0.16 (1.99) 2.32 (2.37) 7.51 
Backtest
IMAX 1.08  0.07  0.05  0.24  0.94  0.04 (1.56) 2.19 (2.20) 7.53 
Backtest
TIXC 7.44  0.32 (0.01)(0.06) 10.38 (0.0064)(10.51) 41.05 (25.37) 66.43 
Backtest
EMPM 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
BFS 3.02  0.89  0.00 0.40  0.00 0.19  0.00 0.00 0.00 33.33 
Backtest
FUN 0.45 (0.02)(0.15) 0.12  0.55 (0.18)(0.50) 1.04 (1.39) 2.83 
Backtest
PRKA 12.83  3.13  0.07 (0.67) 11.67  0.09 (66.67) 33.33 (25.00) 125.00 
Backtest
SIX 0.86  0.03  0.04  0.21  0.60  0.04 (0.91) 2.95 (0.99) 4.72 
Backtest
OMT 17.93  8.45  0.00(0.56) 0.00 0.14  0.00 0.00(16.67) 225.71 
Backtest
SMDI 7.07  4.12  0.20 (0.27) 5.43  0.16 (15.23) 57.14 (18.18) 75.32 
Backtest
FTPR 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
IBII 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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