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

Portfolio correlation analysis provides context for understanding how positions have historically moved relative to one another and whether diversification is actually reducing aggregate risk. 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		0.17	0.05	0.36	-0.06	0.23	0.1	0.35	-0.13	-0.17	META
MSFT	0.17		0.84	0.23	-0.92	0.83	0.96	0.66	-0.9	-0.95	MSFT
UBER	0.05	0.84		0.19	-0.9	0.8	0.83	0.53	-0.75	-0.8	UBER
F	0.36	0.23	0.19		-0.25	0.61	0.14	0.57	0.03	-0.33	F
T	-0.06	-0.92	-0.9	-0.25		-0.84	-0.87	-0.55	0.86	0.88	T
A	0.23	0.83	0.8	0.61	-0.84		0.78	0.81	-0.64	-0.87	A
CRM	0.1	0.96	0.83	0.14	-0.87	0.78		0.68	-0.89	-0.95	CRM
JPM	0.35	0.66	0.53	0.57	-0.55	0.81	0.68		-0.44	-0.74	JPM
MRK	-0.13	-0.9	-0.75	0.03	0.86	-0.64	-0.89	-0.44		0.86	MRK
XOM	-0.17	-0.95	-0.8	-0.33	0.88	-0.87	-0.95	-0.74	0.86		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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High positive correlations

CRM	+ 0.96	MSFT
XOM	+ 0.88	T
MRK	+ 0.86	T
XOM	+ 0.86	MRK
UBER	+ 0.84	MSFT
A	+ 0.83	MSFT

High negative correlations

XOM	- 0.95	CRM
XOM	- 0.95	MSFT
T	- 0.92	MSFT
T	- 0.9	UBER
MRK	- 0.9	MSFT
MRK	- 0.89	CRM

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	1.51	-0.02	0.00	-0.12	0.00	0.00	2.33	-2.82	14.24
MSFT	1.27	-0.27	0.00	-0.62	0.00	0.00	2.19	-2.87	13.28
UBER	1.51	-0.09	0.00	-0.26	0.00	0.00	3.18	-3.39	11.09
F	1.34	-0.13	0.00	-0.21	0.00	0.00	3.61	-3.07	10.01
T	1.12	0.23	0.24	-1.20	1.13	-1.24	3.87	-1.92	8.53
A	1.22	-0.25	0.00	-0.35	0.00	0.00	2.48	-3.01	7.20
CRM	1.79	-0.32	0.00	-0.61	0.00	0.00	3.41	-4.75	9.78
JPM	1.11	-0.03	0.00	-0.12	0.00	0.00	2.02	-2.63	8.17
MRK	1.13	0.26	0.22	0.43	1.20	-1.27	2.54	-1.98	7.29
XOM	1.31	0.48	0.36	8.37	1.14	-1.50	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
	3.43 10.43 American	3.75 56.45 Alcoa	0.39 247.99 Apple	2.17 62.80 Best	0.30 109.52 Citigroup	2.68 14.17 SentinelOne	0.53 71.48 CVS	0.14 201.73 Chevron	2.27 320.75 Home	3.43 241.77 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	Mild	Weak	Weak	Weak	Weak	Weak	Firm	Weak	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Small	Low	Low	Low	Low	Small	Small	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Fairly Valued	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued	Over 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)	Sell	Strong Hold	Strong Hold	Hold	Cautious Hold	Cautious Hold	Hold	Hold	Strong Hold	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	667.42 M	4.18 B	160.29 B	434.13 B	383.27 B	277.07 B
Price To Book	78.85	2.43	41.28	4.44	1.0	3.35	1.21	2.14	24.92	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	263.84 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	0.0071	0.0042	0.0611	0.0219	N/A	0.0372	0.0353	0.0291	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	-0.0786	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	14.18	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	0.88	1.01	2.41	5.3	2.29	2.68	1.67	1.92	2.22	2.93
Target Price	16.07	66.92	295.44	74.35	133.82	18.56	96.5	193.75	409.84	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	84.13	65.26	92.43	81.08	82.16	90.8	67.93	74.53	65.41
Market Capitalization	6.89 B	14.89 B	3.64 T	13.19 B	191.59 B	4.82 B	90.94 B	403.33 B	319.31 B	226.88 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	0.8	3.51	0.21	3.82	2.94	2.26
Price To Sales	0.13	1.16	8.37	0.32	2.53	4.81	0.23	2.18	1.94	3.36
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	7.91	5.04	6.99	-1.37	1.39	6.64	14.24	11.15
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	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	742.1 M	53.13 B	77.36 B	54.86 B	39.3 B
Day Typical Price	10.53	57.31	247.73	63.0	109.86	14.22	71.14	202.6	323.73	244.61
Accumulation Distribution	0.0452	0.0686	0.0128	0.0312	0.0211	0.0372	0.0212	0.0199	0.0301	0.034
Market Facilitation Index	0.49	4.1	3.2	2.0	2.35	0.54	1.52	4.08	9.93	8.51
Daily Balance Of Power	-0.76	-0.54	-0.30	-0.69	-0.14	-0.72	-0.25	0.0711	-0.75	-1.01
Period Momentum Indicator	-0.37	-2.20	-0.97	-1.39	-0.33	-0.39	-0.38	0.29	-7.46	-8.60
Rate Of Daily Change	0.97	0.96	1.0	0.98	1.0	0.97	0.99	1.0	0.98	0.97
Day Median Price	10.59	57.74	247.6	63.1	110.04	14.24	70.97	203.04	325.23	246.03
Price Action Indicator	-0.34	-2.39	-0.1	-1.00	-0.68	-0.27	0.32	-1.17	-8.20	-8.55
Relative Strength Index	33.41	33.3	33.3	33.3	46.1	33.3	33.3	33.3	33.3	33.3
Coefficient Of Variation	-552.71	920.26	-1,039	-1,182	-17,179	-7,735	-1,876	305.9	-1,024	-862.88
Mean Deviation	2.39	2.93	0.9996	1.58	1.64	2.11	1.41	1.07	1.15	1.92
Jensen Alpha	-0.31	0.5464	-0.07	-0.09	0.1606	0.0524	-0.07	0.4657	-0.07	-0.17
Total Risk Alpha	-0.18	0.8298	0.0282	0.072	0.2476	0.2827	0.1511	0.6462	0.0261	0.0085
Sortino Ratio	N/A	0.1501	N/A	N/A	N/A	N/A	N/A	0.4061	N/A	N/A
Downside Variance	N/A	10.36	N/A	N/A	N/A	N/A	N/A	1.94	N/A	N/A
Standard Deviation	2.97	3.63	1.45	2.16	2.21	2.67	2.33	1.46	1.45	2.77
Kurtosis	-0.19	-0.20	2.43	1.43	0.7566	0.7017	19.74	2.09	0.3141	6.28
Potential Upside	3.76	6.38	2.6	3.36	3.88	4.21	2.57	2.7	2.28	2.75
Treynor Ratio	-0.23	0.2339	-0.18	-0.18	-0.01	-0.05	-0.20	-29.95	-0.18	-0.20
Maximum Drawdown	13.87	17.35	9.06	9.74	11.32	12.46	16.72	9.56	7.27	18.28
Variance	8.84	13.19	2.11	4.67	4.87	7.13	5.41	2.13	2.1	7.7
Market Risk Adjusted Performance	-0.22	0.2439	-0.17	-0.17	-0.0022	-0.04	-0.19	-29.94	-0.17	-0.19
Risk Adjusted Performance	-0.14	0.095	-0.07	-0.06	0.0017	-0.0034	-0.04	0.2668	-0.07	-0.09
Skewness	0.0489	0.0512	-0.17	0.4941	-0.16	-0.51	-3.45	-0.0047	0.285	-1.73
Semi Deviation	N/A	3.11	N/A	N/A	N/A	N/A	N/A	0.8521	N/A	N/A
Information Ratio	-0.15	0.133	-0.04	-0.04	0.0342	0.0202	-0.02	0.3874	-0.04	-0.08
Value At Risk	-5.32	-5.87	-2.27	-3.29	-4.44	-4.63	-3.29	-1.66	-2.60	-4.87
Expected Short fall	N/A	-3.52	N/A	N/A	N/A	N/A	N/A	-1.21	N/A	N/A
Downside Deviation	N/A	3.22	N/A	N/A	N/A	N/A	N/A	1.39	N/A	N/A
Semi Variance	N/A	9.64	N/A	N/A	N/A	N/A	N/A	0.7261	N/A	N/A

Market Neutrality

A market-neutral setup is useful when investors want to test relative-value ideas without depending entirely on a rising overall market to make the trade work. The goal is not to eliminate risk, but to reduce the amount of broad-market movement embedded in the trade so relative mispricing becomes easier to evaluate.

Please specify at least one valid symbol

Pairs trading works best when investors can model the spread relationship with enough discipline to understand when it is normal, stretched, or breaking down. Used properly, the framework minimizes directional market risk, but it does not remove basis risk, spread instability, or execution error.

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 Corona Opportunity Thematic Idea Now

Corona Opportunity

Firms that are involved in some capacity in making products or providing services to the public to buttle the virus directly or indirectly. This also includes some defencive and contrarian stocks and ETFs that are managing to avoid the big market correction coused by coronavirus. The Corona Opportunity theme has 46 constituents at this time.

Explore the Corona Opportunity Theme as a thematic allocation that can be optimized for return targets or risk constraints.

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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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

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