Comparative Equity Analysis

Peer comparison for the selected set provides quick context before deeper valuation work.

Specify up to 10 symbols:

Correlation Matrix

Looking at correlation across portfolio positions is useful because price moves that appear diversified on paper can still be driven by the same underlying market forces. The practical value is that investors can see where diversification may be working and where portfolio construction may still be too dependent on one shared driver.

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.02	-0.02	0.1	0.08	0.0	-0.01	0.18	-0.07	0.02	META
MSFT	0.02		0.85	0.0	-0.92	0.83	0.97	0.57	-0.91	-0.95	MSFT
UBER	-0.02	0.85		0.05	-0.87	0.83	0.83	0.46	-0.8	-0.83	UBER
F	0.1	0.0	0.05		-0.11	0.41	-0.02	0.42	0.15	-0.08	F
T	0.08	-0.92	-0.87	-0.11		-0.86	-0.86	-0.49	0.84	0.88	T
A	0.0	0.83	0.83	0.41	-0.86		0.81	0.74	-0.69	-0.85	A
CRM	-0.01	0.97	0.83	-0.02	-0.86	0.81		0.63	-0.89	-0.97	CRM
JPM	0.18	0.57	0.46	0.42	-0.49	0.74	0.63		-0.38	-0.64	JPM
MRK	-0.07	-0.91	-0.8	0.15	0.84	-0.69	-0.89	-0.38		0.9	MRK
XOM	0.02	-0.95	-0.83	-0.08	0.88	-0.85	-0.97	-0.64	0.9		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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High positive correlations

CRM	+ 0.97	MSFT
XOM	+ 0.9	MRK
XOM	+ 0.88	T
UBER	+ 0.85	MSFT
MRK	+ 0.84	T
A	+ 0.83	MSFT

High negative correlations

XOM	- 0.97	CRM
XOM	- 0.95	MSFT
T	- 0.92	MSFT
MRK	- 0.91	MSFT
MRK	- 0.89	CRM
T	- 0.87	UBER

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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
META	1.46	-0.08	0.00	-0.14	0.00	0.00	2.30	-2.82	13.69
MSFT	1.28	-0.30	0.00	-0.85	0.00	0.00	2.19	-2.87	13.28
UBER	1.56	-0.33	0.00	-0.96	0.00	0.00	2.70	-3.82	11.09
F	1.36	-0.10	0.00	-0.14	0.00	0.00	3.61	-3.07	10.01
T	1.12	0.17	0.17	-0.70	1.15	-1.27	3.87	-1.92	8.53
A	1.27	-0.32	0.00	-0.35	0.00	0.00	2.48	-3.01	7.20
CRM	1.80	-0.40	0.00	-0.71	0.00	0.00	3.41	-4.75	9.78
JPM	1.24	-0.08	0.00	-0.10	0.00	0.00	2.34	-3.11	8.17
MRK	1.17	0.27	0.20	0.51	1.26	-1.29	2.54	-2.06	7.29
XOM	1.35	0.47	0.33	34.44	1.13	-1.57	2.90	-2.44	6.83

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	AAL	AA	AAPL	BBY	C	S	CVS	CVX	HD	IBM
	2.37 10.30 American	3.55 63.59 Alcoa	2.21 250.12 Apple	0.02 62.59 Best	0.18 105.69 Citigroup	5.37 14.52 SentinelOne	0.08 76.13 CVS	0.08 196.82 Chevron	0.03 339.03 Home	0.57 246.28 International
Market Volatility (90 Days Market Risk)	Stable	Very Low	Very Low	Very Low	Very Low	Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Weak	Balanced	Weak	Weak	Weak	Weak	Weak	Constructive	Weak	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Small	Low	Low	Low	Low	Small	Small	Low	Tiny	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued	Fairly Valued	Under Valued	Over Valued
Buy or Sell Analysis (Average Analysts Consensus)	Buy	Strong Buy	Buy	Buy	Strong Buy	Strong Buy	Strong Buy	Buy	Strong Buy	Buy
Trade Advice (90 Days Macroaxis Advice)	Sell	Strong Hold	Strong Hold	Hold	Cautious Hold	Sell	Hold	Strong Buy	Cautious Hold	Cautious Hold
Current Ratio	0.79	1.81	0.88	0.98	N/A	4.17	0.94	1.4	1.39	0.95
Net Asset	61.77 B	16.21 B	359.24 B	14.67 B	2.66 T	2.44 B	261.06 B	324.01 B	105.09 B	151.88 B
Profit Margin	0.002	0.0902	0.27	0.0256	0.19	-0.45	0.0044	0.0666	0.086	0.16
EBITDA	3.88 B	1.86 B	144.43 B	2.28 B	23.1 B	-321.31 M	9.86 B	41.09 B	24.29 B	17.28 B
Operating Margin	0.0362	0.14	0.35	0.0502	0.26	-0.28	0.0157	0.0946	0.1	0.25
Current Valuation	37.85 B	17.88 B	3.7 T	15.51 B	-6.03 B	4.3 B	166.21 B	424.4 B	401.47 B	281.3 B
Price To Book	78.85	2.74	41.64	4.42	0.96	3.18	1.29	2.09	26.34	7.08
Retained Earnings	-6.73 B	-258 M	-14.26 B	2.49 B	215.13 B	-2.08 B	61.2 B	205.37 B	89.53 B	155.65 B
Current Asset	9.98 B	2.57 B	106.87 B	9.89 B	N/A	6.83 B	30.38 B	34.43 B	16.48 B	42.5 B
Five Year Return	1.27	N/A	1.0	2.63	3.01	N/A	2.81	4.42	2.16	4.8
Beta	1.19	1.78	1.12	1.44	1.13	0.78	0.46	0.66	1.04	0.71
Number Of Employees	139.1 K	14.9 K	150 K	80 K	226 K	2.9 K	219 K	43.04 K	470 K	264.3 K
Shares Outstanding	660.3 M	263.84 M	14.68 B	209.54 M	1.75 B	333.3 M	1.27 B	1.98 B	995.51 M	938.41 M
Cash Flow From Operations	3.1 B	1.19 B	111.48 B	1.96 B	28.8 B	76.62 M	10.64 B	33.94 B	16.32 B	13.19 B
Annual Yield	N/A	0.0063	0.0042	0.0614	0.0227	N/A	0.0349	0.0362	0.0275	0.0273
Total Debt	35.97 B	1000 K	112.38 B	4.13 B	715.8 B	1 B	93.59 B	46.74 B	73.51 B	67.15 B
Return On Equity	N/A	0.2	1.52	0.37	0.0683	-0.29	0.0229	0.0723	1.46	0.35
Return On Asset	0.0171	0.0547	0.24	0.0752	0.0058	-0.0779	0.0247	0.0379	0.13	0.0544
Number Of Shares Shorted	50.01 M	7.2 M	129.55 M	23.57 M	28.69 M	21.22 M	17.58 M	21.59 M	9.01 M	21.37 M
Book Value Per Share	-5.64	23.25	6.0	14.12	110.01	4.29	59.18	94.16	12.9	34.85
Current Liabilities	13.61 B	2.4 B	79.01 B	6.92 B	N/A	11.96 B	23.17 B	25.47 B	12.52 B	34.27 B
Total Asset	61.77 B	16.21 B	359.24 B	14.67 B	2.66 T	2.44 B	261.06 B	324.01 B	105.09 B	151.88 B
Debt To Equity	7.53	0.26	2.61	1.34	0.91	0.016	1.0	0.15	N/A	2.67
Short Ratio	0.88	1.01	2.41	5.3	2.29	2.68	1.67	1.92	2.22	2.93
Target Price	16.66	65.08	295.44	74.85	134.32	18.69	96.5	189.63	410.27	318.34
Last Dividend Paid	N/A	0.4	1.03	3.8	2.32	N/A	2.66	6.84	9.23	6.71
Shares Owned By Institutions	71.26	84.17	65.26	92.45	81.07	82.34	90.79	67.92	74.56	65.71
Market Capitalization	6.8 B	16.78 B	3.68 T	13.15 B	184.89 B	4.93 B	96.85 B	393.51 B	337.51 B	231.11 B
Price To Earning	7.08	9.32	24.24	12.77	6.5	78.38	42.99	10.45	19.67	24.45
Price To Earnings To Growth	0.0797	8.36	2.24	1.17	0.77	3.51	0.54	3.88	3.1	2.31
Price To Sales	0.12	1.31	8.44	0.32	2.44	4.93	0.24	2.13	2.05	3.42
Net Income	111 M	1.13 B	112.01 B	1.07 B	14.14 B	-450.74 M	1.77 B	12.48 B	14.16 B	10.57 B
Earnings Per Share	0.17	4.37	7.9	5.04	6.99	-1.26	1.39	6.63	14.24	11.13
Shares Owned By Insiders	1.8	0.47	1.63	7.55	0.25	1.11	1.05	6.6	0.07	0.14
Revenue	54.63 B	12.83 B	416.16 B	41.69 B	168.3 B	1 B	402.07 B	187.03 B	164.68 B	67.53 B
Working Capital	-12.29 B	1.67 B	-17.67 B	208 M	N/A	456.17 M	-13.98 B	5.17 B	3.02 B	-1.71 B
Cash And Equivalents	11.23 B	1.6 B	7.67 B	1.58 B	990.92 B	186.57 M	8.45 B	6.78 B	1.66 B	13.59 B
Cash Per Share	17.28	8.09	3.04	4.13	511.61	4.34	15.21	7.98	2.42	10.58
Gross Profit	12.42 B	2.29 B	206.16 B	9.37 B	75.72 B	742.85 M	53.13 B	77.36 B	54.86 B	39.3 B
Day Typical Price	10.4	64.87	251.99	62.89	106.33	14.14	76.44	196.38	340.16	246.9
Accumulation Distribution	0.0366	0.0742	0.0266	0.0218	0.0233	0.0818	0.0148	0.0149	0.0157	0.0201
Market Facilitation Index	0.39	5.05	6.81	1.39	2.51	1.19	1.14	2.94	5.39	5.01
Daily Balance Of Power	-0.64	-0.46	-0.83	-0.01	0.0757	0.6218	0.0526	-0.05	0.0186	-0.28
Period Momentum Indicator	-0.25	-2.34	-5.64	-0.01	0.19	0.74	0.06	-0.15	0.1	-1.40
Rate Of Daily Change	0.98	0.96	0.98	1.0	1.0	1.05	1.0	1.0	1.0	0.99
Day Median Price	10.46	65.51	252.93	63.05	106.65	13.96	76.6	196.16	340.73	247.22
Price Action Indicator	-0.28	-3.08	-5.62	-0.46	-0.86	0.93	-0.44	0.58	-1.65	-1.64
Relative Strength Index	30.96	56.77	38.59	42.15	43.45	54.08	47.21	71.85	37.68	40.77
Coefficient Of Variation	-573.16	572.5	-975.68	-1,191	-15,943	-156,388	7095.6	327.62	-5,067	-910.94
Mean Deviation	2.35	2.84	0.9782	1.59	1.63	2.1	1.41	1.11	1.14	1.81
Jensen Alpha	-0.42	0.6671	-0.12	-0.14	0.064	0.0318	0.0533	0.4417	-0.0025	-0.24
Total Risk Alpha	-0.36	0.7897	-0.08	-0.07	0.1004	0.1387	0.1551	0.5244	0.0419	-0.15
Sortino Ratio	N/A	0.2251	N/A	N/A	N/A	N/A	0.0207	0.3785	N/A	N/A
Downside Variance	N/A	8.07	N/A	N/A	N/A	N/A	10.73	1.65	N/A	N/A
Standard Deviation	2.93	3.46	1.44	2.16	2.2	2.67	2.34	1.48	1.42	2.71
Kurtosis	-0.07	-0.42	2.58	1.45	0.779	0.7434	20.11	1.86	0.2251	7.17
Potential Upside	3.76	6.38	2.6	3.36	3.88	4.21	2.57	2.7	2.28	2.67
Treynor Ratio	-0.23	0.3674	-0.20	-0.16	-0.01	-0.01	0.0341	30.85	-0.05	-0.20
Maximum Drawdown	13.87	14.97	9.06	9.74	11.32	12.46	16.72	9.56	6.94	18.28
Variance	8.59	11.98	2.08	4.65	4.85	7.12	5.49	2.18	2.0	7.36
Market Risk Adjusted Performance	-0.22	0.3774	-0.19	-0.15	-0.0022	-0.0021	0.0441	30.86	-0.04	-0.19
Risk Adjusted Performance	-0.13	0.1466	-0.08	-0.06	0.0014	0.0065	0.0178	0.2473	-0.01	-0.08
Skewness	0.0085	0.2108	-0.16	0.4879	-0.17	-0.52	-3.53	0.0523	0.313	-1.87
Semi Deviation	N/A	2.56	N/A	N/A	N/A	N/A	3.21	0.8869	N/A	N/A
Information Ratio	-0.16	0.1847	-0.08	-0.07	0.0095	0.0124	0.029	0.3288	0.0049	-0.1
Value At Risk	-5.32	-5.21	-2.27	-3.29	-4.44	-4.63	-3.29	-1.66	-2.32	-4.87
Expected Short fall	N/A	-3.52	N/A	N/A	N/A	N/A	-1.23	-1.32	N/A	N/A
Downside Deviation	N/A	2.84	N/A	N/A	N/A	N/A	3.28	1.28	N/A	N/A
Semi Variance	N/A	6.57	N/A	N/A	N/A	N/A	10.28	0.7866	N/A	N/A

Market Neutrality

Market-neutral analysis matters because paired positions can hedge away part of the broad directional market risk while preserving exposure to relative pricing differences. The more closely the trade thesis is tied to relative value instead of absolute direction, the more important this framework becomes.

Please specify at least one valid symbol

Pair trading deserves careful modeling because even a well-known relationship can widen, compress, or structurally change when fundamentals or market leadership shift. The stronger process treats correlation as one input, then monitors whether the spread remains tradable once news, liquidity, and regime shifts enter the picture.

How to Analyze Peer Competition

Peer analysis compares companies with similar business models, markets, and risk profiles. The goal is to separate company-specific signals from broader sector moves using consistent data. A practical peer review usually includes:

Define the peer set: Select direct peers and close substitutes with similar revenue drivers and exposure.
Benchmark fundamentals: Compare margins, growth, leverage, liquidity, and cash generation.
Compare valuation: Review multiples in context of quality, growth durability, and balance-sheet risk.
Review risk and co-movement: Use volatility and correlation to test diversification assumptions.
Summarize relative position: Identify where the company leads or lags and what may explain the gap.

This framework is educational and should be combined with your own due diligence and portfolio constraints.

Use Investing Themes to Complement your positions

Investors often get a better portfolio result when a thesis is reviewed as part of a broader theme rather than as an isolated holding. The practical benefit is that the selected idea can be tuned either for higher upside or for tighter risk control.

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Agency Mbs ETFs

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Explore the Agency Mbs ETFs Theme as a thematic allocation that can be optimized for return targets or risk constraints.

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The analysis presented here should support, not replace, the broader process of selecting and combining portfolio holdings. The practical goal is to improve the mix of assets already under consideration. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

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