NZSE Competition

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Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of NZSE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of NZSE in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
11,78811,78911,790
Details
Intrinsic
Valuation
LowReal ValueHigh
11,48811,48912,968
Details
Naive
Forecast
LowNext ValueHigh
11,92211,92211,923
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11,36011,65811,957
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as NZSE. Your research has to be compared to or analyzed against NZSE's peers to derive any actionable benefits. When done correctly, NZSE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in NZSE.

NZSE Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between NZSE and its competitors represents the degree of relationship between the price movements of corresponding stocks. A correlation of about +1.0 implies that the price of NZSE and its corresponding peer 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; in other words, the historical price movement of NZSE does not affect the price movement of the other competitor.
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NZSE Competition Risk-Adjusted Indicators

Nowadays, there is a big difference between NZSE stock performing well and NZSE index doing well compared to the competition. There are way too many exceptions to the normal that investors can tell for sure what's good or bad unless they analyze NZSE's multiple risk-adjusted performance indicators. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean
Deviation
Jensen
Alpha
Sortino
Ratio
Treynor
Ratio
Semi
Deviation
Information
Ratio
Expected
Shortfall
Potential
Upside
Value
At Risk
Maximum
Drawdown
TWTR 2.27 (0.12)  0.00 (0.06)  0.00 (0.0394)  0.00  4.00 (5.55)  17.65 
MSFT 1.64  0.04  0.03  0.10  2.02  0.0309 (1.74)  2.97 (4.10)  7.83 
UBER 3.49  0.45  0.11  0.34  3.87  0.11 (3.67)  6.40 (7.08)  21.38 
F 2.62  0.20  0.09  0.17  2.90  0.09 (2.81)  5.32 (4.03)  16.84 
T 0.79 (0.08)  0.00  0.88  0.00 (0.14)  0.00  1.69 (1.63)  7.50 
A 1.80  0.14  0.08  0.18  1.89  0.07 (2.03)  4.22 (3.15)  8.98 
CRM 2.46  0.11  0.06  0.13  2.83  0.05 (2.70)  5.77 (4.63)  16.84 
JPM 1.45 (0.02) (0.01)  0.05  1.52 (0.0055) (1.78)  3.03 (2.34)  10.79 
MRK 1.00  0.04  0.00  0.17  1.21 (0.0045) (1.05)  2.11 (2.50)  6.96 
XOM 1.94  0.14  0.05  0.23  2.59  0.05 (1.86)  3.33 (3.96)  10.43 

NZSE Competitive Analysis

The better you understand NZSE competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, NZSE's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across NZSE's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
NZ50GOOGMSFTCRM
 0.38 
 11,833 
NZSE
 0.19 
 122.88 
Alphabet
 0.53 
 293.47 
Microsoft
 0.62 
 191.06 
Salesforce
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
Trade Advice
(90 Days Macroaxis Advice)
Number of Shares Shorted
Shares Owned by Insiders
Current Ratio
Profit Margin
EBITDA
Operating Margin
Current Valuation
Cash Flow from Operations
Retained Earnings
Current Asset
Five Year Return
Beta
Price to Book
Shares Outstanding
Total Debt
Return On Equity
Price to Earning
Z Score
Shares Owned by Institutions
Return On Asset
Book Value Per Share
Cash and Equivalents
Price to Earnings To Growth
Current Liabilities
Total Asset
Short Ratio
Last Dividend Paid
Price to Sales
Market Capitalization
Cash per Share
Net Income
Earnings Per Share
Debt to Equity
Revenue
Working Capital
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

NZSE Competition Performance Charts

Complement your NZSE position

In addition to having NZSE in your portfolios, you can quickly add positions 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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Run Small Blend Thematic Idea Now

Small Blend
Small Blend Theme
Fund or Etfs that invest in stocks of small to mid-sized entities that have characteristics of both growth and value companies. The Small Blend theme has 40 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Small Blend Theme or any other thematic opportunities.
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Check out NZSE Correlation with its peers. Note that the NZSE information on this page should be used as a complementary analysis to other NZSE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Other Tools for NZSE Index

When running NZSE price analysis, check to measure NZSE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy NZSE is operating at the current time. Most of NZSE's value examination focuses on studying past and present price action to predict the probability of NZSE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move NZSE's price. Additionally, you may evaluate how the addition of NZSE to your portfolios can decrease your overall portfolio volatility.
CEO Directory
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Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
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Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
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Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
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Equity Valuation
Check real value of public entities based on technical and fundamental data
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Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
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Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
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Shere Portfolio
Track or share privately all of your investments from the convenience of any device
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Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
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Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
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Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
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Bond Directory
Find actively traded corporate debentures issued by US companies
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NZ50
 Index
  

 11,833  44.37  0.38%   

Analyzing NZSE competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of NZSE to its intrinsic valuation because they are able to contrast its competitors on a relative basis.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of NZSE competition on your existing holdings. Check out NZSE Correlation with its peers.