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S&P 500   1,667   17.00  Index Moved Up 1.03%
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United States  USA  |  Company Directory


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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
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This theme covers companies involved in production and services of recreational goods, foods, and accessories 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 Recreation

    
Saving AccountMarketTheme EquitiesHypothetical 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 ReturnCurrent PriceAdvice *
THO
Thor Industries IncPrice Moved Up 1.12%   Price Moved Down 0.79%   Price Moved Up 0.90%    41.49   
IPC
Iplayco Corporation LtdPrice Moved Up 0.82%   Price Moved Totally Down 5.83%   Price Moved Up 4.82%    0.40   
FSS
Federal Signal CorpPrice Moved Up 0.59%   Price Moved Very Down 1.22%   Price Moved Up 0.73%    8.92   
NGHT
Night Culture IncPrice Moved Up 0.58%   Price Moved Totally Down 14.43%   Price Moved Up 8.33%    0.04   
HOG
HarleyDavidson IncPrice Moved Up 0.52%   Price Moved Very Down 1.24%   Price Moved Up 0.66%    59.48   
GTMM
The Guitammer Company IncPrice Moved Up 0.48%   Price Moved Totally Down 6.72%   Price Moved Up 3.21%    0.20   
FUQI
Fuqi International IncPrice Moved Up 0.40%   Price Moved Totally Down 3.57%   Price Moved Up 1.45%    1.40   
BC
Brunswick CorporationPrice Moved Up 0.33%   Price Moved Very Down 1.57%   Price Moved Up 0.53%    33.77   
GLXZ
Galaxy Gaming IncPrice Moved Up 0.24%   Price Moved Totally Down 3.86%   Price Moved Up 0.92%    0.26   
PII
Polaris Industries IncPrice Moved Up 0.02%   Price Moved Down 0.54%   Price Moved Up 0.02%    91.46   
PBGC
Premier Beverage Group CorpNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.00  
BWMG
Brownies Marine Group IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.00  
GGSM
Gold and GemStone Mining IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.01   
EIO
Kogi Iron LimitedNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.29   
XSPY
SPY IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    1.50   
JADE
LJ International IncPrice Moved Down 0.03%   Price Moved Down 0.37%   No Change 0.00%    1.94   
FOSL
Fossil IncPrice Moved Down 0.23%   Price Moved Down 0.83%   Price Moved Down 0.18%    108.56   
EGT
Entertainment Gaming Asia IncPrice Moved Down 0.62%   Price Moved Very Down 2.21%   Price Moved Very Down 1.37%    1.77   
ATX
AT Cross CompanyPrice Moved Down 0.76%   Price Moved Down 0.46%   Price Moved Down 0.34%    13.69   
* 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) 0.19  
β
  Beta (Market Sensitivity) 0.10  
s
  Efficiency (Sharpe Ratio) 0.30  
σ
  Risk (Volatility) 0.71  
μ
  Expected Return 0.22  

Technical analysis of total daily returns

Risk Adjusted Performance0.4144
Market Risk Adjusted Performance10.28
Mean Deviation1.03
Semi-Deviation0.0
Downside Deviation0.0
Coefficient Of Variation134.22
Standard Deviation1.39
Variance1.94
Information Ratio0.5054
Jensen Alpha0.9951
Total Risk Alpha0.2048
Sortino Ratio0.0
Treynor Ratio10.27
Maximum Drawdown2.48
Value At Risk0.0

Recreation Correlation Analysis

GLXZ
HOG
THO
FSS
IPC
EGT
GTMM
FOSL
BC
FUQI
JADE
NGHT
ATX
PII
GLXZ
0.030.04-0.090.03-0.42-0.190.12-0.05-0.210.1-0.160.050.1
HOG
0.030.410.22-0.05-0.34-0.40.690.570.280.23-0.160.20.6
THO
0.040.410.45-0.37-0.12-0.080.150.460.110.330.050.510.21
FSS
-0.090.220.45-0.38-0.23-0.220.110.250.340.22-0.220.830.33
IPC
0.03-0.05-0.37-0.380.310.04-0.1-0.090.03-0.160.42-0.390.07
EGT
-0.42-0.34-0.12-0.230.310.17-0.27-0.11-0.09-0.280.28-0.11-0.27
GTMM
-0.19-0.4-0.08-0.220.040.17-0.55-0.150.240.260.28-0.36-0.56
FOSL
0.120.690.150.11-0.1-0.27-0.550.550.3-0.03-0.280.250.62
BC
-0.050.570.460.25-0.09-0.11-0.150.550.280.18-0.330.280.55
FUQI
-0.210.280.110.340.03-0.090.240.30.280.330.280.220.27
JADE
0.10.230.330.22-0.16-0.280.26-0.030.180.33-0.050.270.06
NGHT
-0.16-0.160.05-0.220.420.280.28-0.28-0.330.28-0.05-0.32-0.27
ATX
0.050.20.510.83-0.39-0.11-0.360.250.280.220.27-0.320.3
PII
0.10.60.210.330.07-0.27-0.560.620.550.270.06-0.270.3

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Correlation Matchups

High positive correlations

 ATX
+ 0.83
FSS  
 FOSL
+ 0.69
HOG  
 PII
+ 0.62
FOSL  
 PII
+ 0.6
HOG  
 BC
+ 0.57
HOG  
 BC
+ 0.55
FOSL  
 PII
+ 0.55
BC  
 ATX
+ 0.51
THO  
   

Insignificant Correlation

 JADE
- 0.03
FOSL  
 BC
- 0.05
GLXZ  
 IPC
- 0.05
HOG  
 NGHT
- 0.05
JADE  
 FUQI
+ 0.03
IPC  
 IPC
+ 0.03
GLXZ  
 HOG
+ 0.03
GLXZ  
 GTMM
+ 0.04
IPC  
   

High negative correlations

 PII
- 0.56
GTMM  
 FOSL
- 0.55
GTMM  
 EGT
- 0.42
GLXZ  
 GTMM
- 0.4
HOG  
 ATX
- 0.39
IPC  
 IPC
- 0.38
FSS  
 IPC
- 0.37
THO  
 ATX
- 0.36
GTMM  

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
PBGC 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
GLXZ 4.90 (0.04)(0.06) 0.39  8.91 (0.07)(12.04) 16.00 (10.34) 28.24 
Backtest
HOG 1.11  0.13  0.38  0.41  0.00 0.23 (1.44) 2.66 (1.17) 5.86 
Backtest
THO 1.32  0.24  0.31  0.47  0.28  0.27 (1.55) 3.10 (1.35) 6.66 
Backtest
FSS 1.62  0.14  0.27  0.39  1.12  0.23 (2.07) 5.26 (3.05) 7.56 
Backtest
IPC 3.14  0.77  0.06 (25.59) 3.28  0.10 (9.01) 13.89 (4.76) 26.79 
Backtest
EGT 2.05 (0.11)(0.27) 0.40  3.88 (0.34)(1.72) 2.67 (5.21) 11.13 
Backtest
BWMG 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
GGSM 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
GTMM 5.47  2.95  0.07 (0.21) 5.05  0.10 (15.53) 18.75 (11.11) 40.79 
Backtest
FOSL 1.49  0.04  0.19  0.34  1.29  0.15 (1.89) 2.97 (2.35) 11.37 
Backtest
BC 2.43 (0.51)(0.01) 0.12  2.47 (0.0087)(2.59) 3.88 (3.22) 11.47 
Backtest
FUQI 2.42 (1.06)(0.05) 0.01  3.36 (0.08)(3.67) 6.38 (7.38) 14.24 
Backtest
JADE 0.43 (0.05)(0.46) 0.07  0.40 (0.51)(0.78) 1.04 (0.52) 2.06 
Backtest
NGHT 8.91 (1.17)(0.06)(1.50) 22.28 (0.09)(26.11) 25.00 (20.00) 58.33 
Backtest
EIO 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
XSPY 3.72 (0.36) 0.00 0.24  0.00 0.11  0.00 16.00 (3.36) 33.93 
Backtest
ATX 1.10 (0.04) 0.04  0.29  0.93  0.03 (1.30) 3.11 (1.74) 6.30 
Backtest
PII 0.89 (0.23)(0.02) 0.18  1.04 (0.02)(1.01) 1.75 (1.37) 4.22 
Backtest
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