Processing
Processing. Please wait...

Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers large corporations operating in retail, broadcasting, energy, airlines and telecom sectors 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 Impulse

Saving Account

Market

Theme Equities

Hypothetical Portfolio

Filter Theme

Optimize This Theme

Daily Expected Return (%)

Change Benchmark

Embed

Export

Risk [Daily Volatility] (%)

Build more portfolios

Check other themes

Change country

Assets rated by market efficiency

		Efficiency (Sharpe Ratio)	Risk (Volatility)	Expected Return	Current Price	Advice *
TIVO	TiVo Inc	0.81%	0.93%	0.77%	12.92	Strong Hold
SHLD	Sears Holdings Corporation	0.52%	2.20%	1.16%	59.79	Strong Buy
M	Macys Inc	0.50%	1.15%	0.58%	49.43	Strong Hold
TJX	The TJX Companies Inc	0.49%	0.84%	0.43%	51.72	Strong Buy
DTV	DIRECTV	0.44%	1.57%	0.69%	65.00	Strong Hold
TOT	Total SA	0.41%	0.93%	0.39%	51.09	Strong Hold
CVX	Chevron Corporation	0.41%	0.84%	0.36%	125.94	Strong Buy
SU	Suncor Energy Inc	0.36%	1.76%	0.64%	31.97	Strong Buy
SKS	Saks Incorporated	0.36%	2.68%	0.96%	13.67	Strong Hold
LCC	US Airways Group Inc	0.35%	1.93%	0.68%	17.95	Strong Buy
DIS	The Walt Disney Company	0.32%	0.84%	0.28%	65.83	Strong Buy
USM	United States Cellular Corporation	0.32%	1.45%	0.47%	41.16	Strong Buy
LUV	Southwest Airlines Co	0.31%	1.23%	0.39%	14.31	Strong Buy
ALSK	Alaska Communications Systems Group Inc	0.31%	2.14%	0.67%	1.90	Strong Buy
CVC	Cablevision Systems Corporation	0.30%	1.38%	0.42%	15.70	Strong Buy
UAL	United Continental Holdings Inc	0.29%	1.58%	0.47%	33.35	Strong Buy
KSS	Kohls Corp	0.28%	1.65%	0.47%	52.35	Strong Hold
DAL	Delta Air Lines Inc	0.28%	3.04%	0.87%	18.13	Strong Buy
JCP	J C Penney Company Inc	0.27%	3.63%	0.98%	18.98	Hold
CBS	CBS Corporation	0.27%	1.42%	0.39%	51.03	Strong Buy
XOM	Exxon Mobil Corporation	0.26%	0.88%	0.24%	92.80	Strong Buy
USMO	USA Mobility Inc	0.26%	1.38%	0.37%	14.04	Strong Buy
CHL	China Mobile Limited	0.25%	0.70%	0.18%	55.56	Strong Buy
TWTC	TW Telecom Inc	0.24%	1.76%	0.44%	29.16	Strong Buy
PCS	MetroPCS Communications Inc	0.24%	0.64%	0.17%	11.69	Strong Buy
CBEY	Cbeyond Inc	0.23%	1.55%	0.36%	8.98	Strong Buy
TU	TELUS Corporation	0.23%	0.76%	0.18%	36.63	Strong Hold
CMCSA	Comcast Corporation	0.18%	1.02%	0.20%	42.23	Buy
EQIX	Equinix Inc	0.17%	1.27%	0.23%	224.20	Strong Buy
S	Sprint Nextel Corp	0.16%	0.84%	0.14%	7.39	Buy
TGT	Target Corp	0.15%	0.90%	0.14%	71.26	Strong Buy
E	Eni SpA	0.14%	0.97%	0.15%	47.31	Strong Buy
PTR	PetroChina Co Ltd	0.12%	1.18%	0.15%	127.19	Strong Buy
WIN	Windstream Corporation	0.10%	1.43%	0.15%	8.79	Strong Buy
HES	Hess Corporation	0.07%	1.62%	0.13%	69.61	Strong Buy
SKYW	SkyWest Inc	0.04%	2.08%	0.10%	14.26	Buy
TWX	Time Warner Inc	0.02%	0.68%	0.02%	60.47	Strong Buy
LEAP	Leap Wireless International Inc	0.02%	2.82%	0.06%	5.88	Buy
DISH	Dish Network Corp	0.01%	1.60%	0.01%	39.93	Strong Buy
VZ	Verizon Communications Inc	0.01%	1.15%	0.00%	52.07	Strong Buy
ALK	Alaska Air Group Inc	0.02%	2.70%	0.04%	58.54	Strong Hold
PZE	Petrobras Argentina SA	0.02%	1.60%	0.02%	4.51	Strong Hold
CTL	CenturyLink Inc	0.03%	0.83%	0.01%	37.23	Strong Buy
AMX	America Movil SAB de CV	0.05%	1.48%	0.07%	20.32	Strong Buy
WMT	WalMart Stores Inc	0.05%	0.83%	0.03%	77.39	Strong Buy
RJET	Republic Airways Holdings Inc	0.11%	3.11%	0.32%	10.29	Strong Hold
T	AT T Inc	0.17%	1.24%	0.21%	36.94	Strong Buy
JBLU	JetBlue Airways Corporation	0.25%	1.87%	0.45%	6.37	Strong Hold

* 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

Embed

Export

Returns

Market

Portfolio

Alpha (Return Over Market)

(0.05)

Beta (Market Sensitivity)

1.09

Efficiency (Sharpe Ratio)

0.47

Risk (Volatility)

0.57

Expected Return

0.28

Technical analysis of total daily returns

Risk Adjusted Performance	0.2476
Market Risk Adjusted Performance	0.274
Mean Deviation	0.5056
Semi-Deviation	0.2882
Downside Deviation	0.8487
Coefficient Of Variation	220.2
Standard Deviation	0.6556
Variance	0.4298
Information Ratio	(0.0065)
Jensen Alpha	(0.03)
Total Risk Alpha	(0.07)
Sortino Ratio	(0.0050)
Treynor Ratio	0.264
Maximum Drawdown	2.44
Value At Risk	(0.84)

Impulse Correlation Analysis

	E	KSS	AMX	CBEY	DAL	WMT	M	XOM	JBLU	WIN	SHLD	CVC	TWX	LUV	SU	T	TIVO	S	CHL	TGT	DTV	USMO	PTR	SKS	HES	RJET	TWTC	DIS	LEAP	ALK	LCC	DISH	ALSK	UAL	PZE	SKYW	EQIX	TJX	TOT	PCS	JCP	TU	CVX	VZ	CMCSA	USM	CTL	CBS
E		-0.08	0.29	0.16	0.39	0.07	0.38	0.27	0.18	0.18	-0.04	0.33	0.41	0.53	0.25	0.08	0.29	0.19	0.33	0.33	0.17	0.23	0.22	-0.21	0.45	0.36	0.17	0.4	-0.16	0.67	0.45	0.17	0.29	0.6	0.29	0.15	0.22	0.41	0.4	0.28	-0.01	0.05	0.25	0.35	0.39	-0.2	0.23	0.14
KSS	-0.08		-0.02	0.06	-0.03	0.22	0.09	-0.1	0.37	-0.15	0.32	0.05	0.09	-0.06	-0.37	-0.08	0.36	0.36	-0.47	0.13	-0.15	-0.1	-0.49	0.31	-0.13	0.13	-0.44	-0.25	0.46	-0.09	0.14	0.1	-0.04	-0.12	-0.15	-0.11	-0.27	-0.07	-0.33	-0.08	0.01	0.01	0.11	0.06	-0.09	-0.26	-0.16	-0.17
AMX	0.29	-0.02		0.78	0.42	0.01	0.14	0.61	0.52	0.23	0.1	-0.07	0.06	0.57	0.72	-0.02	0.05	-0.25	0.28	0.11	-0.06	0.61	0.19	0.1	0.31	0.31	-0.07	0.14	0.33	0.35	0.31	-0.24	-0.08	0.45	0.2	0.35	0.16	0.16	0.5	0.18	-0.15	0.11	0.29	0.31	-0.1	-0.18	0.24	-0.25
CBEY	0.16	0.06	0.78		0.4	0.25	0.19	0.44	0.47	0.28	0.35	0.1	0.29	0.5	0.57	0.25	0.07	-0.06	0.31	0.15	0.18	0.56	0.25	0.27	0.21	0.31	0.12	0.37	0.4	0.38	0.19	0.03	-0.01	0.27	-0.04	0.39	0.32	0.27	0.4	0.24	-0.38	0.23	0.19	0.37	0.12	-0.05	0.39	-0.22
DAL	0.39	-0.03	0.42	0.4		0.53	0.31	0.51	0.45	0.44	0.3	0.34	0.27	0.61	0.15	0.39	0.12	-0.11	0.04	0.11	-0.03	0.53	0.12	0.03	0.12	0.52	0.36	0.27	0.29	0.48	0.74	0.01	0.1	0.71	-0.29	0.27	0.55	0.12	0.25	0.39	0.31	-0.02	0.2	0.35	0.43	-0.14	0.46	0.03
WMT	0.07	0.22	0.01	0.25	0.53		0.63	-0.01	0.17	0.04	0.42	0.47	0.42	0.3	-0.36	0.38	0.06	0.03	-0.03	0.4	0.19	0.05	-0.08	0.1	-0.06	0.33	0.07	0.53	0.4	0.24	0.31	0.39	0.29	0.21	-0.42	0.2	0.16	0.36	-0.1	0.24	0.24	-0.37	-0.08	0.34	0.61	-0.22	0.4	0.3
M	0.38	0.09	0.14	0.19	0.31	0.63		0.16	0.04	0.39	0.31	0.55	0.39	0.55	-0.1	0.31	0.14	0.34	0.34	0.77	0.24	0.24	0.26	0.28	0.15	0.23	0.2	0.47	0.14	0.23	0.05	0.66	0.45	0.17	0.06	0.12	0.03	0.68	0.29	0.16	0.05	-0.37	0.01	0.4	0.37	0.06	0.46	0.31
XOM	0.27	-0.1	0.61	0.44	0.51	-0.01	0.16		0.55	0.2	-0.03	0.21	0.37	0.62	0.47	0.08	0.31	0.02	0.35	0.02	0.06	0.58	0.25	0.29	0.48	0.44	0.2	0.17	0.11	0.39	0.26	-0.07	0.21	0.43	-0.04	0.4	0.27	0.28	0.53	-0.06	0.03	0.02	0.59	0.17	0.02	0.11	0.16	0.07
JBLU	0.18	0.37	0.52	0.47	0.45	0.17	0.04	0.55		-0.02	0.37	0.14	0.32	0.45	0.23	-0.14	0.44	-0.11	-0.13	0.1	0.07	0.43	-0.2	0.25	-0.04	0.46	-0.2	0.09	0.4	0.45	0.37	-0.05	-0.02	0.41	-0.1	0.64	0.06	-0.06	0.12	-0.11	-0.03	0.09	0.29	0.07	0.11	-0.27	-0.06	-0.09
WIN	0.18	-0.15	0.23	0.28	0.44	0.04	0.39	0.2	-0.02		0.21	-0.06	-0.12	0.39	0.21	0.36	-0.07	0.0	0.11	0.34	-0.1	0.35	0.24	0.21	-0.05	0.0	0.47	-0.06	0.04	0.1	0.2	0.19	0.22	0.33	-0.05	-0.05	0.57	0.01	0.31	0.21	-0.2	-0.04	-0.24	0.14	0.03	0.26	0.49	-0.01
SHLD	-0.04	0.32	0.1	0.35	0.3	0.42	0.31	-0.03	0.37	0.21		0.37	-0.02	0.29	0.11	0.06	0.35	0.19	0.22	0.19	0.01	0.58	0.23	0.39	0.01	0.33	0.2	-0.04	0.69	0.13	0.16	0.22	0.04	-0.02	-0.14	0.24	0.04	0.36	0.0	0.15	0.06	0.01	0.14	0.49	0.13	0.23	0.28	0.0
CVC	0.33	0.05	-0.07	0.1	0.34	0.47	0.55	0.21	0.14	-0.06	0.37		0.52	0.41	-0.05	0.27	0.24	0.52	0.31	0.25	0.34	0.4	0.27	0.38	0.22	0.33	0.49	0.45	0.08	0.24	0.09	0.42	0.07	-0.03	-0.14	0.14	0.09	0.71	0.23	0.09	0.33	0.17	0.43	0.34	0.54	0.16	0.23	0.26
TWX	0.41	0.09	0.06	0.29	0.27	0.42	0.39	0.37	0.32	-0.12	-0.02	0.52		0.29	-0.12	0.41	0.21	0.21	0.08	0.29	0.6	0.05	0.03	0.15	0.2	0.42	0.18	0.7	0.0	0.56	0.07	0.57	0.23	0.17	-0.22	0.45	0.17	0.45	0.15	-0.06	0.05	0.03	0.28	0.3	0.58	-0.15	0.24	0.37
LUV	0.53	-0.06	0.57	0.5	0.61	0.3	0.55	0.62	0.45	0.39	0.29	0.41	0.29		0.33	0.18	0.16	0.22	0.43	0.33	0.05	0.73	0.34	0.17	0.28	0.65	0.22	0.31	0.14	0.66	0.4	0.25	0.48	0.67	-0.01	0.4	0.18	0.43	0.38	0.12	-0.03	-0.09	0.2	0.36	0.34	0.15	0.32	0.1
SU	0.25	-0.37	0.72	0.57	0.15	-0.36	-0.1	0.47	0.23	0.21	0.11	-0.05	-0.12	0.33		0.02	0.14	-0.21	0.62	0.0	0.01	0.64	0.52	-0.03	0.36	0.01	0.27	-0.03	0.05	0.17	0.12	-0.4	-0.14	0.2	0.36	0.18	0.23	0.24	0.57	0.11	-0.25	0.3	0.32	0.41	-0.28	0.21	0.23	-0.23
T	0.08	-0.08	-0.02	0.25	0.39	0.38	0.31	0.08	-0.14	0.36	0.06	0.27	0.41	0.18	0.02		-0.27	0.13	0.01	0.16	0.21	0.12	0.18	-0.14	-0.21	0.07	0.48	0.42	-0.04	0.14	0.18	0.24	0.14	0.16	-0.54	-0.08	0.5	0.17	-0.1	-0.06	0.05	0.11	-0.14	0.44	0.25	0.17	0.69	0.26
TIVO	0.29	0.36	0.05	0.07	0.12	0.06	0.14	0.31	0.44	-0.07	0.35	0.24	0.21	0.16	0.14	-0.27		0.2	0.28	0.28	-0.04	0.22	-0.04	0.42	0.49	0.13	-0.06	-0.24	0.19	0.06	0.05	0.15	0.26	0.05	0.26	0.26	-0.13	0.29	0.24	0.07	0.05	-0.11	0.55	0.22	0.11	0.02	-0.3	-0.04
S	0.19	0.36	-0.25	-0.06	-0.11	0.03	0.34	0.02	-0.11	0.0	0.19	0.52	0.21	0.22	-0.21	0.13	0.2		0.16	0.07	0.14	0.13	0.29	0.32	0.11	0.05	0.28	0.02	0.11	0.05	-0.17	0.35	0.27	-0.26	-0.05	-0.34	-0.06	0.44	-0.08	-0.19	0.03	0.19	0.19	0.09	0.15	0.17	-0.1	-0.1
CHL	0.33	-0.47	0.28	0.31	0.04	-0.03	0.34	0.35	-0.13	0.11	0.22	0.31	0.08	0.43	0.62	0.01	0.28	0.16		0.2	0.22	0.56	0.8	0.1	0.64	0.16	0.41	0.22	-0.06	0.16	-0.07	0.12	0.34	0.09	0.43	0.14	-0.01	0.75	0.54	0.18	-0.09	-0.05	0.38	0.52	0.0	0.4	0.24	0.04
TGT	0.33	0.13	0.11	0.15	0.11	0.4	0.77	0.02	0.1	0.34	0.19	0.25	0.29	0.33	0.0	0.16	0.28	0.07	0.2		0.13	0.03	0.08	0.2	0.01	-0.05	-0.02	0.21	0.04	0.23	-0.07	0.54	0.33	0.07	0.27	0.07	-0.03	0.39	0.4	0.28	-0.29	-0.37	-0.14	0.34	0.27	0.13	0.33	0.18
DTV	0.17	-0.15	-0.06	0.18	-0.03	0.19	0.24	0.06	0.07	-0.1	0.01	0.34	0.6	0.05	0.01	0.21	-0.04	0.14	0.22	0.13		0.04	0.28	-0.14	0.01	0.29	0.34	0.58	-0.11	0.3	0.04	0.43	0.12	-0.02	0.01	0.42	0.09	0.44	-0.06	-0.11	-0.2	-0.13	-0.11	0.29	0.28	-0.02	0.04	0.33
USMO	0.23	-0.1	0.61	0.56	0.53	0.05	0.24	0.58	0.43	0.35	0.58	0.4	0.05	0.73	0.64	0.12	0.22	0.13	0.56	0.03	0.04		0.56	0.31	0.35	0.55	0.4	0.02	0.35	0.34	0.3	0.04	0.03	0.35	0.08	0.38	0.15	0.46	0.42	0.16	0.08	0.17	0.45	0.55	0.01	0.37	0.32	-0.08
PTR	0.22	-0.49	0.19	0.25	0.12	-0.08	0.26	0.25	-0.2	0.24	0.23	0.27	0.03	0.34	0.52	0.18	-0.04	0.29	0.8	0.08	0.28	0.56		-0.01	0.34	0.11	0.57	0.19	0.07	0.19	-0.03	0.12	0.1	0.01	0.37	-0.07	0.12	0.61	0.46	0.25	-0.03	0.11	0.19	0.53	-0.07	0.4	0.37	-0.18
SKS	-0.21	0.31	0.1	0.27	0.03	0.1	0.28	0.29	0.25	0.21	0.39	0.38	0.15	0.17	-0.03	-0.14	0.42	0.32	0.1	0.2	-0.14	0.31	-0.01		0.21	-0.03	0.14	-0.16	0.33	-0.18	-0.36	0.35	-0.01	-0.35	-0.01	0.09	-0.03	0.26	0.36	0.02	0.09	0.23	0.44	-0.09	0.13	0.18	-0.08	-0.19
HES	0.45	-0.13	0.31	0.21	0.12	-0.06	0.15	0.48	-0.04	-0.05	0.01	0.22	0.2	0.28	0.36	-0.21	0.49	0.11	0.64	0.01	0.01	0.35	0.34	0.21		0.34	0.06	0.1	0.01	0.14	0.01	0.1	0.16	0.16	0.4	0.17	-0.11	0.59	0.58	0.34	0.03	-0.13	0.75	0.31	0.01	0.18	0.01	0.13
RJET	0.36	0.13	0.31	0.31	0.52	0.33	0.23