Processing
Processing. Please wait...

Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers companies providing different types of retail and wholesale 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 Stores

Saving Account

Market

Theme Equities

Hypothetical Portfolio

Filter Theme

Optimize This Theme

Daily Expected Return (%)

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 *
DDS	Dillards Inc	0.80%	0.94%	0.76%	92.18	Strong Hold
ARO	Aeropostale Inc	0.55%	2.00%	1.11%	16.51	Strong Buy
HIBB	Hibbett Sports Inc	0.54%	1.30%	0.71%	61.50	Strong Hold
DKS	Dicks Sporting Goods Inc	0.48%	1.05%	0.52%	52.21	Strong Hold
ASNA	Ascena Retail Group Inc	0.47%	1.38%	0.66%	20.10	Strong Buy
AXE	Anixter International Inc	0.46%	1.40%	0.65%	75.88	Strong Buy
WSO	Watsco Inc	0.43%	0.92%	0.40%	88.28	Strong Buy
GNC	GNC Holdings Inc	0.37%	1.31%	0.50%	45.30	Strong Hold
SPLS	Staples Inc	0.34%	1.65%	0.57%	14.67	Strong Buy
BID	Sothebys	0.27%	1.86%	0.50%	36.98	Strong Buy
HD	The Home Depot Inc	0.27%	0.70%	0.20%	76.76	Strong Buy
BLKIB	Belk Inc	0.24%	4.57%	1.11%	49.55	Hold
ARG	Airgas Inc	0.23%	1.25%	0.29%	102.20	Strong Buy
CSTR	Coinstar Inc	0.20%	1.69%	0.35%	57.49	Strong Buy
IM	Ingram Micro Inc	0.19%	1.49%	0.29%	18.50	Strong Buy
SVW	Seven Group Holdings Limited	0.18%	1.39%	0.26%	7.93	Strong Buy
DEG	Etablissements Delhaize Fr	0.13%	1.39%	0.19%	64.18	Buy
ODP	Office Depot Inc	0.12%	2.23%	0.28%	4.22	Strong Buy
MTSCD	Metcash Limited	0.01%	0.87%	0.02%	3.33	Strong Buy
WMT	WalMart Stores Inc	0.01%	0.86%	0.00%	77.40	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

Embed

Export

Returns

Market

Portfolio

Alpha (Return Over Market)

0.13

Beta (Market Sensitivity)

1.02

Efficiency (Sharpe Ratio)

0.61

Risk (Volatility)

0.74

Expected Return

0.46

Technical analysis of total daily returns

Risk Adjusted Performance	0.336
Market Risk Adjusted Performance	0.4585
Mean Deviation	0.6337
Downside Deviation	0.8104
Coefficient Of Variation	168.53
Standard Deviation	0.7879
Variance	0.6208
Information Ratio	0.1782
Jensen Alpha	0.134
Total Risk Alpha	0.0124
Sortino Ratio	0.1732
Treynor Ratio	0.4485
Maximum Drawdown	3.17
Value At Risk	(0.54)
Potential Upside	1.37

Stores Correlation Analysis

	SPLS	BID	HIBB	HD	IM	ARG	DKS	DEG	GNC	WSO	WMT	CSTR	SVW	ARO	DDS	AXE	ASNA	ODP	MTSCD
SPLS		0.12	0.06	0.55	0.29	0.29	0.29	-0.32	-0.33	0.36	-0.22	0.36	0.64	0.39	0.01	-0.05	0.44	0.53	-0.15
BID	0.12		0.55	0.08	0.27	0.49	0.36	0.33	0.34	0.75	-0.05	0.59	-0.24	0.24	0.42	0.73	0.42	0.3	0.06
HIBB	0.06	0.55		0.14	0.31	0.55	0.7	0.16	0.13	0.52	0.25	0.45	-0.21	0.43	0.35	0.55	0.55	0.34	0.22
HD	0.55	0.08	0.14		0.07	0.31	0.35	-0.08	-0.08	0.25	0.2	0.17	0.18	-0.06	-0.14	0.01	0.19	0.5	-0.09
IM	0.29	0.27	0.31	0.07		0.26	0.38	0.2	-0.48	0.44	0.06	0.17	-0.16	0.53	0.34	0.5	0.5	0.4	-0.13
ARG	0.29	0.49	0.55	0.31	0.26		0.38	-0.11	0.15	0.7	0.02	0.6	0.2	0.53	0.42	0.53	0.5	0.41	0.23
DKS	0.29	0.36	0.7	0.35	0.38	0.38		0.23	0.06	0.54	0.51	0.49	-0.11	0.44	0.4	0.38	0.57	0.34	0.34
DEG	-0.32	0.33	0.16	-0.08	0.2	-0.11	0.23		0.17	0.32	0.11	0.01	-0.6	-0.27	0.18	0.25	-0.31	-0.01	0.07
GNC	-0.33	0.34	0.13	-0.08	-0.48	0.15	0.06	0.17		0.26	0.18	0.07	-0.1	0.06	0.02	0.32	-0.1	0.0	0.46
WSO	0.36	0.75	0.52	0.25	0.44	0.7	0.54	0.32	0.26		0.06	0.64	-0.04	0.45	0.45	0.74	0.48	0.49	0.22
WMT	-0.22	-0.05	0.25	0.2	0.06	0.02	0.51	0.11	0.18	0.06		0.13	-0.5	0.14	0.29	0.22	0.33	0.2	0.17
CSTR	0.36	0.59	0.45	0.17	0.17	0.6	0.49	0.01	0.07	0.64	0.13		0.1	0.29	0.76	0.39	0.6	0.2	0.2
SVW	0.64	-0.24	-0.21	0.18	-0.16	0.2	-0.11	-0.6	-0.1	-0.04	-0.5	0.1		0.29	-0.17	-0.39	0.06	0.12	-0.08
ARO	0.39	0.24	0.43	-0.06	0.53	0.53	0.44	-0.27	0.06	0.45	0.14	0.29	0.29		0.39	0.49	0.76	0.51	0.08
DDS	0.01	0.42	0.35	-0.14	0.34	0.42	0.4	0.18	0.02	0.45	0.29	0.76	-0.17	0.39		0.54	0.59	0.08	-0.02
AXE	-0.05	0.73	0.55	0.01	0.5	0.53	0.38	0.25	0.32	0.74	0.22	0.39	-0.39	0.49	0.54		0.55	0.37	0.11
ASNA	0.44	0.42	0.55	0.19	0.5	0.5	0.57	-0.31	-0.1	0.48	0.33	0.6	0.06	0.76	0.59	0.55		0.45	-0.01
ODP	0.53	0.3	0.34	0.5	0.4	0.41	0.34	-0.01	0.0	0.49	0.2	0.2	0.12	0.51	0.08	0.37	0.45		-0.23
MTSCD	-0.15	0.06	0.22	-0.09	-0.13	0.23	0.34	0.07	0.46	0.22	0.17	0.2	-0.08	0.08	-0.02	0.11	-0.01	-0.23

Click cells to compare fundamentals

Compare Fundamentals

Check Volatility

Backtest As Portfolio

Correlation Matchups

High positive correlations

DDS	+ 0.76	CSTR
ASNA	+ 0.76	ARO
WSO	+ 0.75	BID
AXE	+ 0.74	WSO
AXE	+ 0.73	BID
DKS	+ 0.7	HIBB
WSO	+ 0.7	ARG
SVW	+ 0.64	SPLS

Insignificant Correlation

ODP	- 0.0	GNC
ODP	- 0.01	DEG
MTSCD	- 0.01	ASNA
MTSCD	- 0.02	DDS

ODP	+ 0.0	GNC
CSTR	+ 0.01	DEG
AXE	+ 0.01	HD
DDS	+ 0.01	SPLS

High negative correlations

SVW	- 0.6	DEG
SVW	- 0.5	WMT
GNC	- 0.48	IM
AXE	- 0.39	SVW
GNC	- 0.33	SPLS
DEG	- 0.32	SPLS
ASNA	- 0.31	DEG
ARO	- 0.27	DEG

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
SPLS	1.19	0.37	0.10	0.92	1.39	0.14	(1.35)	2.71	(1.13)	4.47	Backtest
BID	1.34	(0.25)	0.07	0.21	1.72	0.09	(1.50)	2.77	(1.69)	7.72	Backtest
HIBB	1.09	0.16	0.33	0.41	0.00	0.29	(1.33)	2.52	(1.22)	4.74	Backtest
HD	0.55	0.03	(0.17)	0.38	0.36	(0.17)	(0.65)	0.87	(0.80)	3.21	Backtest
IM	1.02	(0.12)	(0.02)	0.22	1.57	(0.02)	(1.12)	2.06	(1.04)	6.72	Backtest
ARG	1.00	(0.19)	(0.03)	0.19	0.77	(0.03)	(1.37)	2.05	(1.08)	4.35	Backtest
DKS	0.90	0.12	0.27	0.41	0.00	0.18	(1.22)	2.28	(0.60)	3.49	Backtest
DEG	0.95	(0.17)	(0.08)	0.16	1.23	(0.10)	(0.96)	2.40	(2.92)	5.71	Backtest
GNC	1.08	0.31	0.20	0.85	0.00	0.13	(1.40)	1.96	(1.10)	5.59	Backtest
WSO	0.68	(0.08)	0.08	0.26	0.44	0.08	(0.91)	1.77	(0.85)	3.23	Backtest
WMT	0.73	(0.17)	(0.31)	(0.03)	1.06	(0.38)	(0.72)	1.37	(1.34)	3.14	Backtest
CSTR	1.36	(0.16)	0.01	0.22	1.30	0.01	(1.58)	3.32	(2.38)	5.84	Backtest
SVW	2.55	0.38	0.00	0.89	0.00	0.20	0.00	5.26	(2.51)	2.51	Backtest
ARO	1.73	0.66	0.52	0.80	0.35	0.38	(2.28)	4.15	(1.54)	6.30	Backtest
DDS	0.79	0.55	0.75	1.16	0.00	0.45	(1.27)	2.20	(0.51)	3.35	Backtest
AXE	1.00	0.03	0.19	0.34	0.77	0.22	(1.29)	2.12	(0.99)	7.34	Backtest
ASNA	1.12	0.26	0.27	0.53	0.52	0.24	(1.49)	2.52	(1.44)	5.79	Backtest
ODP	1.93	(0.44)	(0.03)	0.12	1.70	(0.02)	(2.69)	3.77	(3.11)	7.96	Backtest
BLKIB	2.03	1.46	0.00	(0.96)	0.00	0.17	0.00	1.53	0.00	21.39	Backtest
MTSCD	0.80	(0.17)	(0.30)	0.03	0.90	(0.28)	(1.07)	2.67	(1.67)	4.10	Backtest

Theme Landscape

Risk and return landscape for Stores

Assets rated by market efficiency

Total return distribution analysis

Technical analysis of total daily returns

Stores Correlation Analysis

Correlation Matchups

High positive correlations

Insignificant Correlation

High negative correlations

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

Thanks for checking out Macroaxis