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FNMFO FNMFO 096770 KDDIF Housewares Stores Small Growth Chemicals 
Benchmark SP 500  1,639   12.31  Index Moved Up 0.76% United States ...


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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
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This theme covers companies producing and selling home and office furniture 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 Furniture

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Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent Price
SCSS
Select Comfort CorporationPrice Moved Up 0.27%   Price Moved Very Down 2.71%   Price Moved Up 0.75%    25.35   
STVS
Nova Lifestyle IncPrice Moved Up 0.21%   Price Moved Very Down 2.28%   Price Moved Up 0.50%    4.56   
NTZ
Natuzzi SpAPrice Moved Up 0.20%   Price Moved Very Down 2.25%   Price Moved Up 0.47%    2.23   
AIR
AstiVita Renewables LimitedPrice Moved Up 0.16%   Price Moved Totally Down 7.53%   Price Moved Up 1.19%    0.17   
AMWD
American Woodmark CorpPrice Moved Up 0.13%   Price Moved Very Down 2.21%   Price Moved Up 0.29%    36.49   
STLY
Stanley Furniture Co IncPrice Moved Up 0.12%   Price Moved Very Down 2.52%   Price Moved Up 0.30%    4.10   
VUOC
Vu1 CorporationPrice Moved Up 0.12%   Price Moved Totally Down 6.02%   Price Moved Up 0.75%    1.30   
AFBG
American Fiber Green Products IncPrice Moved Up 0.12%   Price Moved Totally Down 15.58%   Price Moved Up 1.93%    0.20   
DEER
Deer Consumer Products IncPrice Moved Up 0.05%   Price Moved Totally Down 9.83%   Price Moved Up 0.46%    0.07   
FLXS
Flexsteel Industries IncPrice Moved Up 0.05%   Price Moved Very Down 1.82%   Price Moved Up 0.09%    22.54   
BSET
Bassett Furniture Industries IncPrice Moved Up 0.03%   Price Moved Very Down 2.26%   Price Moved Up 0.08%    14.52   
LZB
LaZBoy IncorporatedPrice Moved Down 0.03%   Price Moved Very Down 1.66%   Price Moved Down 0.04%    19.06   
ETH
Ethan Allen Interiors IncPrice Moved Down 0.06%   Price Moved Very Down 1.42%   Price Moved Down 0.07%    31.34   
TPX
Tempur Sealy International IncPrice Moved Down 0.09%   Price Moved Very Down 2.69%   Price Moved Down 0.22%    44.76   
LEG
Leggett Platt IncorporatedPrice Moved Down 0.21%   Price Moved Very Down 1.17%   Price Moved Down 0.23%    32.54   
HOFT
Hooker Furniture CorpPrice Moved Down 0.23%   Price Moved Very Down 2.26%   Price Moved Down 0.51%    15.32   
* 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   

Distribution Greeks

α
  Alpha (Return Over Market) 0.09  
β
  Beta (Market Sensitivity) 0.41  
s
  Efficiency (Sharpe Ratio) 0.02  
σ
  Risk (Volatility) 1.39  
μ
  Expected Return 0.04  

Technical analysis of total daily returns

Risk Adjusted Performance0.1764
Market Risk Adjusted Performance0.8039
Mean Deviation1.24
Semi-Deviation1.13
Downside Deviation1.46
Coefficient Of Variation491.28
Standard Deviation1.65
Variance2.72
Information Ratio0.2782
Jensen Alpha0.38
Total Risk Alpha0.5857
Sortino Ratio0.3144
Treynor Ratio0.7939
Maximum Drawdown7.06
Value At Risk(1.63)

Furniture Correlation Analysis

STVS
BSET
STLY
ETH
LEG
NTZ
LZB
HOFT
SCSS
TPX
VUOC
FLXS
AMWD
STVS
0.040.080.1-0.29-0.090.080.03-0.10.080.09-0.17-0.02
BSET
0.040.110.650.550.260.580.610.60.360.150.460.06
STLY
0.080.110.07-0.08-0.090.10.25-0.040.030.410.240.0
ETH
0.10.650.070.730.170.830.550.580.730.110.470.06
LEG
-0.290.55-0.080.730.10.690.490.510.630.140.70.31
NTZ
-0.090.26-0.090.170.10.120.030.040.08-0.060.14-0.22
LZB
0.080.580.10.830.690.120.420.620.70.340.460.12
HOFT
0.030.610.250.550.490.030.420.490.380.380.650.41
SCSS
-0.10.6-0.040.580.510.040.620.490.520.220.40.25
TPX
0.080.360.030.730.630.080.70.380.520.130.47-0.11
VUOC
0.090.150.410.110.14-0.060.340.380.220.130.480.31
FLXS
-0.170.460.240.470.70.140.460.650.40.470.480.44
AMWD
-0.020.060.00.060.31-0.220.120.410.25-0.110.310.44

      Click cells to compare fundamentals
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Correlation Matchups

High positive correlations

 LZB
+ 0.83
ETH  
 LEG
+ 0.73
ETH  
 TPX
+ 0.73
ETH  
 FLXS
+ 0.7
LEG  
 TPX
+ 0.7
LZB  
 LZB
+ 0.69
LEG  
 ETH
+ 0.65
BSET  
 FLXS
+ 0.65
HOFT  
   

Insignificant Correlation

 AMWD
- 0.0
STLY  
 AMWD
- 0.02
STVS  
 SCSS
- 0.04
STLY  
 VUOC
- 0.06
NTZ  
 AMWD
+ 0.0
STLY  
 HOFT
+ 0.03
NTZ  
 TPX
+ 0.03
STLY  
 HOFT
+ 0.03
STVS  
   

High negative correlations

 LEG
- 0.29
STVS  
 AMWD
- 0.22
NTZ  
 FLXS
- 0.17
STVS  
 AMWD
- 0.11
TPX  
 SCSS
- 0.1
STVS  
 NTZ
- 0.09
STLY  
 NTZ
- 0.09
STVS  
 LEG
- 0.08
STLY  

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
STVS 1.92  0.44  0.28 (1.48) 1.49  0.27 (2.60) 4.14 (2.17) 6.28 
Backtest
BSET 1.66  0.31  0.11  0.04  1.71  0.09 (2.33) 5.65 (4.14) 7.45 
Backtest
STLY 1.73  0.34  0.22  1.23  1.47  0.17 (2.36) 8.95 (3.58) 12.53 
Backtest
ETH 1.05  0.07  0.04 (0.07) 1.34  0.03 (1.41) 2.43 (2.09) 4.68 
Backtest
LEG 0.95 (0.11)(0.09)(0.23) 1.67 (0.10)(0.94) 2.28 (2.65) 3.37 
Backtest
DEER 6.81  0.45  0.05 (0.89) 6.98  0.06 (19.84) 28.57 (14.29) 42.86 
Backtest
NTZ 1.85  0.53  0.36  1.34  1.25  0.26 (3.01) 5.37 (3.20) 8.48 
Backtest
LZB 1.32  0.13  0.05 (0.04) 1.90  0.05 (1.28) 1.38 (2.51) 5.04 
Backtest
AIR 4.31  1.52  0.00 0.46  0.00 0.17  0.00 20.00 (6.25) 36.67 
Backtest
HOFT 1.80 (0.35)(0.14)(0.39) 3.11 (0.17)(1.64) 2.42 (3.54) 9.56 
Backtest
SCSS 2.15  0.92  0.41  0.55  1.38  0.31 (2.50) 4.64 (1.99) 9.50 
Backtest
TPX 1.82 (0.01)(0.03)(0.14) 3.38 (0.04)(2.02) 4.00 (2.22) 9.85 
Backtest
VUOC 4.12  0.94  0.09  0.66  4.82  0.14 (7.31) 14.88 (12.23) 27.11 
Backtest
FLXS 1.37  0.32  0.12  0.05  1.55  0.12 (1.79) 2.49 (1.91) 6.87 
Backtest
AFBG 7.29  1.04  0.00(0.27) 0.00 0.13  0.00 58.33 (36.84) 58.33 
Backtest
AMWD 1.68  0.38  0.18  0.35  1.75  0.18 (1.78) 3.56 (3.05) 7.02 
Backtest
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