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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
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This theme covers companies specializing in music, video and movie production and distribution 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 Music and Video

    
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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 *
GBHL
Global Entertainment Holdings IncPrice Moved Up 0.40%   Price Moved Totally Down 30.44%   Price Moved Up 12.05%    0.05   
DWA
DreamWorks Animation SKG IncPrice Moved Up 0.31%   Price Moved Very Down 1.76%   Price Moved Up 0.56%    21.04   
LGF
Lions Gate Entertainment CorpPrice Moved Up 0.29%   Price Moved Very Down 1.65%   Price Moved Up 0.49%    27.66   
RGC
Regal Entertainment GroupPrice Moved Up 0.27%   Price Moved Very Down 1.24%   Price Moved Up 0.35%    18.69   
RDI
Reading International IncPrice Moved Up 0.19%   Price Moved Very Down 1.29%   Price Moved Up 0.26%    6.00   
TWMC
Trans World Entertainment CorporationPrice Moved Up 0.18%   Price Moved Very Down 2.42%   Price Moved Up 0.46%    4.47   
NFLX
Netflix IncPrice Moved Up 0.12%   Price Moved Very Down 2.10%   Price Moved Up 0.26%    226.18   
CKEC
Carmike Cinemas IncPrice Moved Up 0.11%   Price Moved Very Down 1.86%   Price Moved Up 0.22%    17.50   
CNK
Cinemark Holdings IncPrice Moved Up 0.10%   Price Moved Very Down 1.09%   Price Moved Up 0.12%    30.11   
PTSX
Point360Price Moved Up 0.01%   Price Moved Totally Down 13.09%   Price Moved Up 0.18%    1.01   
IFLM
Independent Film Development CorporationPrice Moved Up 0.01%   Price Moved Totally Down 20.07%   Price Moved Up 0.15%    0.03   
CMGR
Camelot Entertainment Group IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.00  
PALC
Pacific Alliance CorpNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.90   
LYFE
LYFE Communications IncPrice Moved Down 0.15%   Price Moved Totally Down 8.19%   Price Moved Very Down 1.18%    0.05   
GNUS
Genius Brands International IncPrice Moved Down 0.22%   Price Moved Totally Down 3.47%   Price Moved Down 0.76%    0.05   
* 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) 0.22  
β
  Beta (Market Sensitivity) 0.32  
s
  Efficiency (Sharpe Ratio) 0.20  
σ
  Risk (Volatility) 1.39  
μ
  Expected Return 0.29  

Technical analysis of total daily returns

Risk Adjusted Performance0.2311
Market Risk Adjusted Performance2.72
Mean Deviation1.71
Semi-Deviation1.04
Downside Deviation2.18
Coefficient Of Variation252.98
Standard Deviation2.22
Variance4.92
Information Ratio0.2975
Jensen Alpha0.8006
Total Risk Alpha0.0554
Sortino Ratio0.3021
Treynor Ratio2.71
Maximum Drawdown7.6
Value At Risk(2.81)

Music and Video Correlation Analysis

PTSX
LYFE
TWMC
DWA
RGC
CNK
NFLX
LGF
RDI
CKEC
PTSX
-0.460.25-0.12-0.03-0.080.150.20.290.14
LYFE
-0.46-0.29-0.1-0.20.040.2-0.16-0.17-0.19
TWMC
0.25-0.29-0.2-0.050.13-0.150.17-0.230.02
DWA
-0.12-0.1-0.20.440.10.060.34-0.46-0.37
RGC
-0.03-0.2-0.050.440.17-0.040.12-0.070.01
CNK
-0.080.040.130.10.170.090.210.020.24
NFLX
0.150.2-0.150.06-0.040.090.450.08-0.26
LGF
0.2-0.160.170.340.120.210.450.060.16
RDI
0.29-0.17-0.23-0.46-0.070.020.080.060.34
CKEC
0.14-0.190.02-0.370.010.24-0.260.160.34

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Correlation Matchups

High positive correlations

 LGF
+ 0.45
NFLX  
 RGC
+ 0.44
DWA  
 LGF
+ 0.34
DWA  
 CKEC
+ 0.34
RDI  
 RDI
+ 0.29
PTSX  
 TWMC
+ 0.25
PTSX  
 CKEC
+ 0.24
CNK  
 LGF
+ 0.21
CNK  
   

Insignificant Correlation

 RGC
- 0.03
PTSX  
 NFLX
- 0.04
RGC  
 RGC
- 0.05
TWMC  
 RDI
- 0.07
RGC  
 CKEC
+ 0.01
RGC  
 RDI
+ 0.02
CNK  
 CKEC
+ 0.02
TWMC  
 CNK
+ 0.04
LYFE  
   

High negative correlations

 RDI
- 0.46
DWA  
 LYFE
- 0.46
PTSX  
 CKEC
- 0.37
DWA  
 TWMC
- 0.29
LYFE  
 CKEC
- 0.26
NFLX  
 RDI
- 0.23
TWMC  
 DWA
- 0.2
TWMC  
 RGC
- 0.2
LYFE  

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
PTSX 7.31 (1.77) 0.00 0.02  9.12 (0.0024)(9.12) 12.39 (17.46) 67.98 
Backtest
CMGR 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
LYFE 4.31 (0.28)(0.07) 0.27  21.04 (0.17)(25.00) 0.00(16.67) 25.00 
Backtest
GNUS 1.45 (0.61) 0.00 1.01  0.00(0.27) 0.00 0.00 0.00 16.67 
Backtest
TWMC 1.85  0.37  0.13  1.20  1.37  0.10 (2.72) 5.52 (2.73) 9.92 
Backtest
DWA 1.06  0.65  0.33 (1.12) 0.00 0.19 (1.26) 3.19 (1.09) 8.61 
Backtest
RGC 0.95  0.22  0.13  0.58  0.64  0.10 (1.30) 2.44 (1.69) 5.25 
Backtest
CNK 0.73 (0.04)(0.12) 0.15  0.62 (0.09)(0.83) 1.18 (1.13) 5.33 
Backtest
NFLX 1.56  0.05  0.02  0.25  1.60  0.02 (1.82) 4.03 (2.62) 7.99 
Backtest
IFLM 10.78  1.57  0.00(0.02) 17.00 (0.0023)(36.11) 33.33 (25.00) 93.33 
Backtest
GBHL 20.86  11.05  0.24  5.07  19.46  0.37 (33.29) 50.00 (28.57) 160.00 
Backtest
LGF 1.31  0.15  0.15  0.30  1.21  0.16 (1.46) 3.06 (2.17) 5.39 
Backtest
RDI 0.90  0.00 0.03  0.20  1.13  0.03 (1.07) 2.46 (1.48) 6.24 
Backtest
PALC 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
CKEC 1.50 (0.13) 0.00 0.13  2.05  0.0028 (1.60) 2.72 (3.52) 5.71 
Backtest
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