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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
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This theme covers entities manufacturing and distributing non alcoholic beverages across different markets 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 Soft Drinks

    
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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 *
LBIX
Leading Brands IncPrice Moved Up 0.28%   Price Moved Totally Down 3.98%   Price Moved Up 1.12%    4.44   
NLEF
New Leaf Brands IncPrice Moved Up 0.26%   Price Moved Totally Down 47.39%   Price Moved Up 12.50%    0.04   
FBEC
Frontier Beverage Company IncPrice Moved Up 0.22%   Price Moved Totally Down 10.41%   Price Moved Up 2.27%    0.03   
FHWY
FITT Highway Products IncPrice Moved Up 0.19%   Price Moved Totally Down 158.52%   Price Moved Up 29.55%    0.11   
REED
REEDS IncPrice Moved Up 0.19%   Price Moved Totally Down 5.37%   Price Moved Up 1.01%    5.03   
JSDA
Jones Soda CoPrice Moved Up 0.18%   Price Moved Totally Down 5.96%   Price Moved Up 1.10%    0.49   
CCE
CocaCola Enterprises IncPrice Moved Up 0.15%   Price Moved Very Down 1.11%   Price Moved Up 0.18%    38.28   
UPNT
Uplift Nutrition IncPrice Moved Up 0.15%   Price Moved Totally Down 87.50%   Price Moved Up 13.20%    0.10   
MNST
Monster Beverage CorporationPrice Moved Up 0.04%   Price Moved Very Down 2.00%   Price Moved Up 0.09%    56.43   
ELDO
Eldorado Artesian Springs IncPrice Moved Up 0.03%   Price Moved Totally Down 5.58%   Price Moved Up 0.17%    0.50   
DPS
Dr Pepper Snapple Group IncPrice Moved Up 0.03%   Price Moved Down 0.99%   Price Moved Up 0.04%    48.28   
AKO-A
Embotelladora Andina SAPrice Moved Up 0.03%   Price Moved Very Down 1.24%   Price Moved Up 0.04%    30.54   
SENZ
Sport Endurance IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.51   
SPU
SkyPeople Fruit Juice IncPrice Moved Down 0.02%   Price Moved Totally Down 3.41%   Price Moved Down 0.05%    2.18   
KO
The CocaCola CompanyPrice Moved Down 0.07%   Price Moved Down 0.68%   Price Moved Down 0.04%    42.34   
PEP
Pepsico IncPrice Moved Down 0.07%   Price Moved Down 0.71%   Price Moved Down 0.04%    82.63   
AKO-B
Embotelladora Andina SAPrice Moved Down 0.10%   Price Moved Very Down 1.04%   Price Moved Down 0.09%    38.75   
COT
Cott CorporationPrice Moved Down 0.30%   Price Moved Totally Down 3.02%   Price Moved Down 0.90%    8.78   
KOF
CocaCola FEMSA SAB de CVPrice Moved Down 0.33%   Price Moved Very Down 2.05%   Price Moved Down 0.66%    153.34   
* 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) 1.41  
β
  Beta (Market Sensitivity)(5.19) 
s
  Efficiency (Sharpe Ratio)(0.19) 
σ
  Risk (Volatility) 0.91  
μ
  Expected Return(0.16) 

Technical analysis of total daily returns

Risk Adjusted Performance0.1923
Market Risk Adjusted Performance(0.56)
Mean Deviation4.86
Downside Deviation1.27
Coefficient Of Variation295.99
Standard Deviation8.8
Variance77.52
Information Ratio0.3035
Jensen Alpha4.48
Total Risk Alpha(1.78)
Sortino Ratio2.1
Treynor Ratio(0.57)
Maximum Drawdown38.53
Value At Risk(1.45)
Potential Upside19.48

Soft Drinks Correlation Analysis

KO
KOF
MNST
COT
FHWY
CCE
PEP
DPS
LBIX
REED
JSDA
UPNT
AKO-A
AKO-B
SPU
KO
0.460.530.16-0.060.440.780.350.270.50.010.09-0.180.060.56
KOF
0.460.26-0.08-0.020.670.690.340.190.30.110.23-0.17-0.070.19
MNST
0.530.260.19-0.120.640.380.580.240.160.120.17-0.22-0.110.42
COT
0.16-0.080.19-0.920.080.130.3-0.480.1-0.150.12-0.070.050.21
FHWY
-0.06-0.02-0.12-0.92-0.2-0.04-0.350.53-0.040.03-0.020.02-0.07-0.15
CCE
0.440.670.640.08-0.20.440.650.20.160.080.07-0.020.110.4
PEP
0.780.690.380.13-0.040.440.320.090.48-0.190.4-0.27-0.090.5
DPS
0.350.340.580.3-0.350.650.32-0.110.03-0.09-0.09-0.18-0.010.45
LBIX
0.270.190.24-0.480.530.20.09-0.11-0.240.18-0.260.070.170.14
REED
0.50.30.160.1-0.040.160.480.03-0.240.040.13-0.22-0.12-0.03
JSDA
0.010.110.12-0.150.030.08-0.19-0.090.180.04-0.160.170.150.02
UPNT
0.090.230.170.12-0.020.070.4-0.09-0.260.13-0.160.130.00.0
AKO-A
-0.18-0.17-0.22-0.070.02-0.02-0.27-0.180.07-0.220.170.130.91-0.33
AKO-B
0.06-0.07-0.110.05-0.070.11-0.09-0.010.17-0.120.150.00.91-0.11
SPU
0.560.190.420.21-0.150.40.50.450.14-0.030.020.0-0.33-0.11

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Correlation Matchups

High positive correlations

 AKO-B
+ 0.91
AKO-A  
 PEP
+ 0.78
KO  
 PEP
+ 0.69
KOF  
 CCE
+ 0.67
KOF  
 DPS
+ 0.65
CCE  
 CCE
+ 0.64
MNST  
 DPS
+ 0.58
MNST  
 SPU
+ 0.56
KO  
   

Insignificant Correlation

 AKO-B
- 0.0
UPNT  
 SPU
- 0.0
UPNT  
 AKO-B
- 0.01
DPS  
 FHWY
- 0.02
KOF  
 SPU
+ 0.0
UPNT  
 AKO-B
+ 0.0
UPNT  
 JSDA
+ 0.01
KO  
 SPU
+ 0.02
JSDA  
   

High negative correlations

 FHWY
- 0.92
COT  
 LBIX
- 0.48
COT  
 DPS
- 0.35
FHWY  
 SPU
- 0.33
AKO-A  
 AKO-A
- 0.27
PEP  
 UPNT
- 0.26
LBIX  
 REED
- 0.24
LBIX  
 AKO-A
- 0.22
REED  

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
KO 0.53 (0.19)(0.46)(0.10) 0.77 (0.49)(0.54) 0.94 (1.29) 2.85 
Backtest
KOF 1.46 (1.12)(0.36)(0.43) 3.16 (0.46)(1.18) 2.25 (3.48) 7.04 
Backtest
MNST 1.44 (0.55)(0.12) 0.04  1.68 (0.10)(2.07) 3.50 (2.19) 8.69 
Backtest
SENZ 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
COT 1.59 (1.69)(0.25)(0.34) 6.01 (0.39)(0.62) 1.11 (2.48) 14.99 
Backtest
FHWY 137.00  110.10  1.33 (0.42) 33.50  0.27 (400.00) 750 (60.00) 750 
Backtest
NLEF 28.00  14.86  0.00(2.16) 0.00 0.26  0.00 100.00 (25.00) 233.33 
Backtest
CCE 0.86 (0.11)(0.11) 0.18  0.94 (0.11)(0.97) 1.98 (1.25) 3.93 
Backtest
ELDO 2.12  0.82  0.00(0.07) 0.00(0.02) 0.00 10.00  0.00 20.00 
Backtest
PEP 0.52 (0.27)(0.35)(0.06) 0.99 (0.47)(0.43) 0.90 (1.44) 2.96 
Backtest
DPS 0.79 (0.28)(0.26) 0.03  0.92 (0.26)(0.91) 1.45 (1.58) 3.68 
Backtest
FBEC 4.54  3.96  0.00(0.44) 0.00 0.19  0.00 0.00 0.00 50.00 
Backtest
LBIX 3.18  1.67  0.33 (0.80) 1.87  0.22 (5.12) 10.91 (4.25) 16.10 
Backtest
REED 2.80  0.37  0.30  0.46  1.60  0.13 (3.63) 3.13 (3.68) 27.60 
Backtest
JSDA 4.36  1.47  0.16 (0.82) 3.90  0.13 (5.89) 10.53 (7.02) 27.06 
Backtest
UPNT 118.87  32.27  0.00 0.88  0.00 0.27  0.00 405.00 (86.14) 491.14 
Backtest
AKO-A 0.96  0.15 (0.19)(0.08) 1.20 (0.20)(1.10) 1.82 (2.07) 5.24 
Backtest
AKO-B 0.76 (0.05)(0.31) 0.61  1.41 (0.37)(0.66) 1.09 (2.06) 5.04 
Backtest
SPU 2.66 (0.56)(0.11)(0.03) 3.28 (0.10)(3.20) 6.06 (4.69) 13.72 
Backtest
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