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Theme Landscape

Investment horizon:

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This theme covers companies making housewares accessories and providing houseware services 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 Housewares

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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 *
LBY	Libbey Inc	0.44%	1.50%	0.67%	21.28	Strong Buy
JAH	Jarden Corp	0.23%	1.72%	0.41%	47.47	Strong Buy
HELE	Helen of Troy Limited	0.16%	1.33%	0.22%	38.26	Strong Buy
ACU	Acme United Corp	0.13%	1.68%	0.22%	12.88	Buy
LCUT	Lifetime Brands Inc	0.01%	2.45%	0.04%	13.02	Sell
CLX	The Clorox Company	0.21%	0.87%	0.17%	86.10	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

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Returns

Market

Portfolio

Alpha (Return Over Market)

(0.03)

Beta (Market Sensitivity)

0.72

Efficiency (Sharpe Ratio)

0.17

Risk (Volatility)

0.70

Expected Return

0.13

Technical analysis of total daily returns

Risk Adjusted Performance	0.1714
Market Risk Adjusted Performance	0.2726
Mean Deviation	0.5144
Semi-Deviation	0.0503
Downside Deviation	0.5992
Coefficient Of Variation	332.98
Standard Deviation	0.6629
Variance	0.4395
Information Ratio	(0.03)
Jensen Alpha	0.04
Total Risk Alpha	(0.05)
Sortino Ratio	(0.03)
Treynor Ratio	0.2626
Maximum Drawdown	2.37
Value At Risk	(0.90)

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