Comparative Equity Analysis

Book value growth for the selected set versus peers tracks which companies are building long-term equity value.

Specify up to 10 symbols:

Correlation Matrix

Correlation review across multiple holdings gives investors a better sense of whether portfolio risk is spread across independent return streams or concentrated in the same trade idea. This matters because a portfolio can hold many symbols and still behave like one trade if the correlations remain too high.

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.33	0.16	0.51	-0.21	0.37	0.22	0.42	-0.22	-0.35	META
MSFT	0.33		0.83	0.36	-0.93	0.84	0.96	0.69	-0.9	-0.96	MSFT
UBER	0.16	0.83		0.24	-0.9	0.8	0.81	0.52	-0.81	-0.8	UBER
F	0.51	0.36	0.24		-0.36	0.68	0.24	0.61	-0.04	-0.46	F
T	-0.21	-0.93	-0.9	-0.36		-0.85	-0.87	-0.58	0.87	0.89	T
A	0.37	0.84	0.8	0.68	-0.85		0.77	0.8	-0.65	-0.89	A
CRM	0.22	0.96	0.81	0.24	-0.87	0.77		0.7	-0.89	-0.94	CRM
JPM	0.42	0.69	0.52	0.61	-0.58	0.8	0.7		-0.46	-0.77	JPM
MRK	-0.22	-0.9	-0.81	-0.04	0.87	-0.65	-0.89	-0.46		0.83	MRK
XOM	-0.35	-0.96	-0.8	-0.46	0.89	-0.89	-0.94	-0.77	0.83		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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High positive correlations

CRM	+ 0.96	MSFT
XOM	+ 0.89	T
MRK	+ 0.87	T
A	+ 0.84	MSFT
UBER	+ 0.83	MSFT
XOM	+ 0.83	MRK

High negative correlations

XOM	- 0.96	MSFT
XOM	- 0.94	CRM
T	- 0.93	MSFT
T	- 0.9	UBER
MRK	- 0.9	MSFT
MRK	- 0.89	CRM

Risk-Adjusted Indicators

A stock can outperform for short periods even when underlying business quality is not improving. Risk-adjusted indicators help separate headline returns from durable competitive strength. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
META	1.60	-0.18	0.00	-0.23	0.00	0.00	2.33	-2.95	14.24
MSFT	1.29	-0.38	0.00	-0.81	0.00	0.00	2.19	-2.87	13.28
UBER	1.55	-0.16	0.00	0.26	0.00	0.00	3.18	-3.60	11.09
F	1.35	-0.12	0.00	-0.19	0.00	0.00	3.61	-3.07	10.01
T	1.10	0.28	0.25	-1.83	1.14	-1.20	3.87	-1.92	8.53
A	1.23	-0.28	0.00	-2.65	0.00	0.00	2.48	-3.01	7.20
CRM	1.88	-0.44	0.00	-0.88	0.00	0.00	3.41	-6.09	10.53
JPM	1.13	-0.02	0.00	-0.09	0.00	0.00	2.02	-2.63	8.17
MRK	1.13	0.30	0.25	0.50	1.13	-1.31	2.58	-1.94	7.29
XOM	1.29	0.54	0.41	208.85	1.06	-1.52	2.90	-2.12	6.83

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	AAL	AA	AAPL	BBY	C	S	CVS	CVX	HD	IBM
	0.09 10.72 American	1.87 57.60 Alcoa	0.004 252.88 Apple	0.89 62.65 Best	0.01 112.40 Citigroup	0.07 13.41 SentinelOne	1.26 70.28 CVS	0.0048 207.78 Chevron	0.01 328.40 Home	0.02 241.72 International
Market Volatility (90 Days Market Risk)	Low	Very Low	Very Low	Very Low	Very Low	Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Weak	Mild	Weak	Weak	Weak	Weak	Weak	Firm	Weak	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Small	Tiny	Tiny	Low	Low	Small	Small	Low	Tiny	Low
Current Valuation (Equity Enterprise Value)	Under Valued	Under Valued	Under Valued	Under Valued	Under Valued	Under Valued	Under Valued	Over Valued	Under Valued	Under 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)	Hold	Strong Hold	Strong Hold	Strong Hold	Hold	Cautious Hold	Cautious Hold	Hold	Hold	Strong 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	-254.11 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	37.93 B	15.99 B	3.66 T	15.55 B	9.34 B	4.18 B	161.18 B	440.91 B	395.14 B	277.07 B
Price To Book	78.85	2.43	41.28	4.44	1.04	3.35	1.22	2.18	25.85	6.95
Retained Earnings	-6.73 B	-258 M	-14.26 B	2.61 B	215.13 B	-2.08 B	61.2 B	205.37 B	94.54 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	82 K	226 K	2.9 K	219 K	43.04 K	472.4 K	264.3 K
Shares Outstanding	660.3 M	263.86 M	14.68 B	209.11 M	1.75 B	333.98 M	1.27 B	1.98 B	996.01 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	0.0069	0.0041	0.0607	0.021	N/A	0.0369	0.0343	0.028	0.0278
Total Debt	35.97 B	1000 K	112.38 B	4.13 B	715.8 B	1 B	93.59 B	46.74 B	65.35 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	-0.0784	0.0247	0.0379	0.13	0.0544
Number Of Shares Shorted	56.41 M	8.61 M	124.19 M	23.08 M	326.89 K	20.34 M	17.81 M	24.59 M	10.29 M	22.18 M
Book Value Per Share	-5.64	23.25	6.0	14.18	110.01	4.26	59.18	94.16	12.86	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	0.67	1.25	3.17	4.15	0.02	2.82	2.36	2.07	2.63	3.17
Target Price	16.03	66.92	295.31	74.35	133.82	18.56	96.5	198.46	410.27	313.4
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	71.16	84.23	65.26	92.43	81.09	82.13	90.8	67.93	74.54	65.41
Market Capitalization	7.07 B	15.2 B	3.72 T	13.24 B	200.26 B	4.55 B	91.83 B	415.45 B	331.18 B	226.52 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	0.0921	8.36	2.2	1.19	0.84	3.51	0.21	3.85	3.04	2.26
Price To Sales	0.13	1.18	8.53	0.32	2.64	4.54	0.23	2.25	2.01	3.35
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	7.89	5.04	6.99	-1.37	1.39	6.63	14.23	11.13
Shares Owned By Insiders	1.8	0.47	1.64	7.57	0.25	1.1	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	825 M	N/A	456.17 M	-13.98 B	5.17 B	1.97 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	742.1 M	53.13 B	77.36 B	54.86 B	39.3 B
Day Typical Price	10.72	57.6	252.88	62.09	112.4	13.41	70.55	207.78	328.4	241.7
Accumulation Distribution	9.0E-4	N/A	N/A	0.0445	N/A	7.0E-4	0.0113	N/A	N/A	2.0E-4
Market Facilitation Index	0.01	N/A	N/A	2.81	N/A	0.01	0.8	N/A	N/A	0.05
Daily Balance Of Power	1.0	N/A	N/A	-0.20	N/A	1.0	-1.12	N/A	N/A	1.0
Period Momentum Indicator	0.01	-1.10	-0.01	-0.56	-0.01	0.01	-0.90	-0.01	-0.03	0.05
Rate Of Daily Change	1.0	0.98	1.0	0.99	1.0	1.0	0.99	1.0	1.0	1.0
Day Median Price	10.72	57.6	252.88	61.81	112.4	13.41	70.68	207.78	328.4	241.7
Price Action Indicator	0.01	-0.55	-0.01	0.56	-0.01	0.01	-0.85	-0.01	-0.01	0.05
Relative Strength Index	36.41	47.68	42.48	47.62	49.95	N/A	56.19	75.87	39.37	41.81
Coefficient Of Variation	-540.51	1474.23	-1,356	-1,560	-641,562	-2,892	-2,537	261.37	-2,704	-995.40
Mean Deviation	2.32	2.86	1.01	1.69	1.66	2.26	1.44	1.04	1.14	1.98
Jensen Alpha	-0.37	0.3513	-0.05	-0.08	0.1287	-0.03	-0.06	0.5312	0.01	-0.17
Total Risk Alpha	-0.28	0.5615	0.0172	0.0543	0.195	0.1585	0.114	0.6638	0.0709	-0.03
Sortino Ratio	N/A	0.0982	N/A	N/A	N/A	N/A	N/A	0.4559	N/A	N/A
Downside Variance	N/A	9.88	N/A	N/A	N/A	N/A	N/A	1.79	N/A	N/A
Standard Deviation	2.93	3.57	1.46	2.27	2.22	2.91	2.34	1.42	1.46	2.82
Kurtosis	-0.09	-0.1	2.36	0.9395	0.6696	1.23	19.4	2.52	0.346	5.87
Potential Upside	3.75	5.68	2.6	4.32	3.88	4.21	2.57	2.7	2.54	2.76
Treynor Ratio	-0.23	0.1489	-0.14	-0.16	-0.01	-0.11	-0.17	-27.89	-0.07	-0.18
Maximum Drawdown	13.87	17.35	9.06	9.72	11.32	14.69	16.72	9.56	7.27	18.28
Variance	8.61	12.72	2.13	5.15	4.94	8.49	5.48	2.01	2.13	7.93
Market Risk Adjusted Performance	-0.22	0.1589	-0.13	-0.15	0.0043	-0.10	-0.16	-27.88	-0.06	-0.17
Risk Adjusted Performance	-0.15	0.0639	-0.06	-0.05	0.0061	-0.02	-0.03	0.3214	-0.03	-0.08
Skewness	0.0365	0.1105	-0.21	0.5197	-0.17	-0.82	-3.41	-0.05	0.3646	-1.69
Semi Deviation	N/A	3.06	N/A	N/A	N/A	N/A	N/A	0.71	N/A	N/A
Information Ratio	-0.16	0.0865	-0.03	-0.03	0.0298	-0.01	-0.01	0.4296	0.0087	-0.08
Value At Risk	-5.32	-5.87	-2.27	-3.28	-4.44	-5.07	-3.29	-1.63	-2.32	-4.87
Expected Short fall	N/A	-3.50	N/A	N/A	N/A	N/A	N/A	-1.23	N/A	N/A
Downside Deviation	N/A	3.14	N/A	N/A	N/A	N/A	N/A	1.34	N/A	N/A
Semi Variance	N/A	9.35	N/A	N/A	N/A	N/A	N/A	0.504	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. This becomes especially relevant when sector or macro conditions are noisy and investors need a framework that can separate company-specific outcomes from general market direction.

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. That is why investors usually validate correlation, volatility, and spread persistence together instead of assuming a historical relationship will hold automatically.

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

Thematic investing can help investors turn one market idea into a broader portfolio concept with clearer diversification and optimization choices. Used properly, thematic selection supports comparison of substitutes, complements, and diversified extensions of the original idea.

Did You Try This Idea?

Run Alcohol Thematic Idea Now

Alcohol

Companies involved in production and distribution of wines and alcoholic beverages. The Alcohol theme has 19 constituents at this time.

Whether used as a passive allocation or an active trading idea, the Alcohol Theme provides a structured starting point for portfolio construction.

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The information on this page should be treated as a complementary input when building or adjusting a diversified portfolio. The stronger workflow is to validate these signals with other models before acting. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.

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