Comparative Equity Analysis

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Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between positions in your portfolio represents the degree of relationship between the price movements of corresponding instruments. A correlation of about +1.0 implies that the prices move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated.
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Risk-Adjusted Indicators

There is a big difference between a company's stock performing well and the company itself doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
META  1.62  0.50  0.36  0.67  0.85 
 3.27 
 23.50 
MSFT  0.81  0.07 (0.01) 0.30  0.88 
 1.86 
 4.45 
UBER  1.57  0.35  0.24  0.38  1.26 
 3.07 
 18.39 
F  1.57  0.15  0.08  0.31  1.54 
 3.17 
 12.03 
T  1.09  0.00 (0.06) 0.15  1.35 
 2.82 
 7.16 
A  1.09 (0.06) 0.01  0.11  1.34 
 2.31 
 9.31 
CRM  1.33  0.31  0.28  0.38  0.81 
 3.22 
 12.95 
JPM  0.53  0.20  0.24  0.53  0.00 
 1.73 
 3.13 
MRK  0.68  0.26  0.28  0.63  0.00 
 1.95 
 5.55 
XOM  0.87 (0.08)(0.12) 0.04  1.01 
 2.04 
 5.26 

Competitive Analysis

    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
AALAAAAPLBBYCSCVSCVXHDIBM
 0.13 
 15.66 
American
 1.73 
 27.68 
Alcoa
 0.60 
 179.66 
Apple
 3.66 
 77.92 
Best
 0.20 
 55.60 
Citigroup
 0.96 
 27.90 
SentinelOne
 0.71 
 73.84 
CVS
 0.53 
 152.81 
Chevron
 1.01 
 384.45 
Home
 1.71 
 188.20 
International
Market Volatility
(90 Days Market Risk)
Market Performance
(90 Days Performance)
Odds of Financial Distress
(Probability Of Bankruptcy)
Current Valuation
(Equity Enterprise Value)
Buy or Sell Advice
(Average Analysts Consensus)
Trade Advice
(90 Days Macroaxis Advice)
Current Ratio
Net Asset
Profit Margin
EBITDA
Operating Margin
Current Valuation
Price To Book
Retained Earnings
Current Asset
Five Year Return
Beta
Number Of Employees
Shares Outstanding
Cash Flow From Operations
Annual Yield
Total Debt
Return On Equity
Z Score
Return On Asset
Number Of Shares Shorted
Book Value Per Share
Current Liabilities
Total Asset
Debt To Equity
Short Ratio
Target Price
Last Dividend Paid
Shares Owned By Institutions
Market Capitalization
Price To Earning
Price To Earnings To Growth
Price To Sales
Net Income
Earnings Per Share
Shares Owned By Insiders
Revenue
Working Capital
Cash And Equivalents
Cash Per Share
Gross Profit
Day Typical Price
Accumulation Distribution
Market Facilitation Index
Daily Balance Of Power
Period Momentum Indicator
Rate Of Daily Change
Day Median Price
Price Action Indicator
Relative Strength Index
Coefficient Of Variation
Mean Deviation
Jensen Alpha
Total Risk Alpha
Sortino Ratio
Downside Variance
Standard Deviation
Kurtosis
Potential Upside
Treynor Ratio
Maximum Drawdown
Variance
Market Risk Adjusted Performance
Risk Adjusted Performance
Skewness
Semi Deviation
Information Ratio
Value At Risk
Expected Short fall
Downside Deviation
Semi Variance

Market Neutrality

One of the main advantages of trading using market-neutral strategies is that every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses.
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Please note, the success of pairs trading depends heavily on the modeling and forecasting of the spread time series. However, in general, pair trading minimizes risk from directional movements in the market unless the strategy's equities are perfectly correlated. For example, if an entire industry or sector drops because of unexpected headlines, the first equity's short position will appreciate offsetting losses from the drop in the long position's value.

Five steps to successful analysis of competition

Competitive analysis is the process of researching and evaluating the competitive landscape of a business entity. It provides an understanding of the company's strengths, weaknesses, opportunities, and threats (SWOT) in relation to its competition. The competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors across the sector or industry, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact the competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

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You can quickly originate your optimal portfoio using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.

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