Comparative Equity Analysis

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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 stocks. 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.

Competitive Analysis

    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
MIN
KAH
PIC
TTM
EPRT
HSY
HOR
BR
SSNC
PRFT
 0.00 
 25.15 
MINEBEA
 4.69 
 6.71 
KAHOOT
 0.00 
 0.88 
PPCCF
 1.12 
 32.36 
Tata Motors
 1.73 
 29.48 
Essential
 0.27 
 180.19 
Hershey
 0.00 
 11.19 
Horizons
 0.20 
 181.30 
Broadridge
 0.61 
 73.86 
SSC Technologies
 5.05 
 126.24 
Perficient
Market Volatility
(90 Days Market Risk)
Market Performance
(90 Days Stock Performance)
Odds of Financial Distress
(Probability Of Bankruptcy)
Current Valuation
(Equity Enterprise Value)
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Number of Shares Shorted
Shares Owned by Insiders
Current Ratio
Net Asset
Profit Margin
EBITDA
Operating Margin
Current Valuation
Cash Flow from Operations
Retained Earnings
Current Asset
Five Year Return
One Year Return
Beta
Price to Book
Equity Positions Weight
Shares Outstanding
Three Year Return
Total Debt
Return On Equity
Price to Earning
Z Score
Shares Owned by Institutions
Return On Asset
Book Value Per Share
Cash and Equivalents
Current Liabilities
Price to Earnings To Growth
Total Asset
Last Dividend Paid
Short Ratio
Price to Sales
Market Capitalization
Cash per Share
Net Income
Earnings Per Share
Debt to Equity
Revenue
Working Capital
Ten Year Return
Gross Profit
Day Typical Price
Accumulation Distribution
Market Facilitation Index
Daily Balance Of Power
Rate Of Daily Change
Day Median Price
Price Action Indicator
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.

Generate Optimal Portfolios

The classical approach to portfolio optimization is known as Modern Portfolio Theory (MPT). It involves categorizing the investment universe based on risk (standard deviation) and return, and then choosing the mix of investments that achieves the desired risk-versus-return tradeoff. Portfolio optimization can also be thought of as a risk-management strategy as every type of equity has a distinct return and risk characteristics as well as different systemic risks, which describes how they respond to the market at large. Macroaxis enables investors to optimize portfolios that have a mix of equities (such as stocks, funds, or ETFs) and cryptocurrencies (such as Bitcoin, Ethereum or Monero)
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out your portfolio center. 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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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