Compare Hanwha to SBI, Samyung, Korea, Pureun, Woori, Daelim

Comparing Hanwha to SBI, Samyung, Korea, Pureun, Woori, Daelim can provide valuable insights into potential diversification opportunities when combining these positions into a portfolio. By using this module, you can analyze the advantages of specified entities, assessing both technical and fundamental indicators across various peers. Please use the input box below to enter the symbols for specific investments you'd like to analyze. Check out your portfolio center.

Correlation Matrix

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 instruments. 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.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
041190
+ 0.89
003535
006570
+ 0.56
019550
007330
+ 0.47
005430
041190
+ 0.46
005430
002810
+ 0.45
019550
006570
+ 0.39
002810
  
High negative correlations   
005430
- 0.51
019550
041190
- 0.49
019550
006570
- 0.43
041190
006570
- 0.41
005430
006570
- 0.31
003535
019550
- 0.29
003535

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.
All Fundamental Data

Competitive Analysis

    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
003535 019550 002810 005430 007330 041190 006570
 3.31 
 7,300 
Hanwha
 3.13 
 724.00 
SBI
 0.93 
 13,000 
Samyung
 2.15 
 57,000 
Korea
 0.34 
 8,740 
Pureun
 2.32 
 9,280 
Woori
 1.42 
 2,860 
Daelim
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
Modest
Very Weak
Very Weak
Modest
Weak
OK
Very Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Low
Below Average
Low
Low
Low
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Over Valued
Fairly Valued
Over Valued
Fairly Valued
Over Valued
Over Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Cautious Hold
Strong Sell
Cautious Hold
Strong Sell
Cautious Hold
Strong Sell
Strong Sell
Current Ratio
N/A
3.40 X
N/A
N/A
N/A
26.25 X
N/A
Net Asset
11.79 T
143.66 B
N/A
383.89 B
1.21 T
922.99 B
N/A
Profit Margin
0.03 %
0.16 %
N/A
0.01 %
0.16 %
124.83 %
N/A
EBITDA
N/A
N/A
N/A
23.77 B
N/A
N/A
N/A
Operating Margin
0.28 %
0.45 %
N/A
(0) %
0.52 %
(2.93) %
N/A
Current Valuation
2.43 T
329.9 B
N/A
7.21 B
140.55 B
327.27 B
N/A
Price To Book
0.72 X
N/A
N/A
0.42 X
N/A
N/A
N/A
Retained Earnings
N/A
(82.19 B)
N/A
N/A
182 B
6.67 B
N/A
Current Asset
N/A
10.62 B
N/A
N/A
119.3 B
34.82 B
N/A
Beta
1.6
1.58
N/A
1.13
0.22
2.12
N/A
Number Of Employees
1.03 K
19
N/A
2.55 K
19
12
N/A
Shares Outstanding
4.2 M
161.14 M
N/A
3.06 M
12.22 M
76.17 M
N/A
Cash Flow From Operations
(1.11 T)
2.67 B
N/A
15.44 B
90.63 B
17.6 B
N/A
Annual Yield
0.05 %
N/A
N/A
0.03 %
0.08 %
N/A
N/A
Total Debt
N/A
1.31 B
N/A
N/A
2.04 B
1.22 B
N/A
Return On Equity
0.0347
-1.41
N/A
0.0062
6.4
21.06
N/A
Z Score
N/A
88.8
N/A
N/A
38.4
N/A
N/A
Return On Asset
0.0046
0.0287
N/A
-0.0025
0.0045
1.01
N/A
Current Liabilities
N/A
202 M
N/A
N/A
717.29 B
138 M
N/A
Total Asset
11.79 T
143.66 B
N/A
383.89 B
1.21 T
922.99 B
N/A
Last Dividend Paid
250.0
N/A
N/A
1000.0
N/A
N/A
N/A
Debt To Equity
N/A
1.40 %
N/A
N/A
N/A
N/A
N/A
Shares Owned By Institutions
7.60 %
0.80 %
N/A
1.36 %
0.03 %
1.85 %
N/A
Market Capitalization
688.61 B
194.01 B
N/A
141.18 B
132.21 B
359.53 B
N/A
Price To Earning
N/A
213.20 X
N/A
N/A
7.84 X
N/A
N/A
Price To Sales
0.30 X
10.25 X
N/A
0.31 X
3.83 X
146.33 X
N/A
Net Income
144.11 B
22.24 B
N/A
3.25 B
33.14 B
619.42 B
N/A
Shares Owned By Insiders
N/A
43.75 %
N/A
59.53 %
61.25 %
30.90 %
N/A
Revenue
508.78 B
38.39 B
N/A
345.53 B
56.11 B
824.14 B
N/A
Working Capital
N/A
10.41 B
N/A
N/A
(597.99 B)
34.68 B
N/A
Cash And Equivalents
N/A
6.73 B
N/A
N/A
42.14 B
15.98 B
N/A
Cash Per Share
N/A
0.34 X
N/A
N/A
N/A
N/A
N/A
Gross Profit
1.7 T
15.36 B
N/A
21.57 B
55.99 B
1.14 B
N/A
Day Typical Price
7303.33
715.33
12986.67
56700.0
8736.67
9263.33
2818.33
Accumulation Distribution
268.91
36310.71
189.0
566.16
0.008
194054.0
568.13
Market Facilitation Index
0.0041
0.0
0.0233
0.22
70.0
1.0E-4
0.0129
Daily Balance Of Power
(2.78)
0.7857
0.5
0.4444
0.4286
(0.45)
0.2759
Period Momentum Indicator
(250.00)
22.0
120.0
1200.0
30.0
(220.00)
40.0
Rate Of Daily Change
0.97
1.03
1.01
1.02
1.0
0.98
1.01
Day Median Price
7305.0
711.0
12980.0
56550.0
8735.0
9255.0
2797.5
Price Action Indicator
(130.00)
24.0
80.0
1050.0
20.0
(85.00)
82.5
Coefficient Of Variation
1316.72
(4,290)
(1,611)
22264.85
1393.66
866.38
44623.47
Mean Deviation
3.0
1.85
0.3423
1.69
0.4446
2.82
1.78
Jensen Alpha
0.3282
(0.08)
(0.05)
0.0543
0.0409
0.414
(0.01)
Total Risk Alpha
(0.37)
(0.44)
(0.11)
(0.34)
(0.06)
(0.17)
(0.36)
Sortino Ratio
0.067
N/A
N/A
(0.06)
(0.12)
0.0937
(0.06)
Downside Variance
10.61
N/A
N/A
3.52
0.4812
12.3
4.94
Standard Deviation
4.57
2.39
0.4702
2.19
0.6411
3.96
2.32
Kurtosis
6.63
0.1053
2.11
0.2065
1.67
1.93
0.2825
Potential Upside
6.53
3.97
0.6211
4.58
1.37
7.31
3.8
Treynor Ratio
4.63
(0.55)
(0.51)
4.0E-4
(0.87)
1.59
(0.1)
Maximum Drawdown
33.31
10.21
2.11
9.77
3.63
23.42
10.73
Variance
20.86
5.7
0.2211
4.78
0.411
15.69
5.38
Market Risk Adjusted Performance
4.64
(0.54)
(0.50)
0.0104
(0.86)
1.6
(0.09)
Risk Adjusted Performance
0.0664
(0.01)
(0.05)
0.0099
0.0529
0.0963
0.0084
Skewness
1.54
(0.36)
(0.81)
0.6366
0.2072
0.6027
(0.04)
Semi Deviation
2.99
N/A
N/A
1.73
0.55
3.07
2.16
Information Ratio
0.0478
(0.08)
(0.34)
(0.05)
(0.13)
0.083
(0.05)
Value At Risk
(4.23)
(4.18)
(0.91)
(2.94)
(1.04)
(6.30)
(4.09)
Expected Short fall
(4.14)
N/A
N/A
(2.33)
(0.50)
(3.25)
(2.10)
Downside Deviation
3.26
N/A
N/A
1.88
0.6937
3.51
2.22
Semi Variance
8.96
N/A
N/A
3.0
0.3025
9.45
4.67

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.
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.

Five steps to successful analysis of competition

Competitive analysis is the process of researching and evaluating the competitive landscape of a business entity. It provides an understanding of the company's strengths, weaknesses, opportunities, and threats (SWOT) in relation to its competition. The competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors across the sector or industry, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact the competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

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)
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 the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

Other Complementary Tools

Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Top Crypto Exchanges
Search and analyze digital assets across top global cryptocurrency exchanges
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
AI Portfolio Architect
Use AI to generate optimal portfolios and find profitable investment opportunities
Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2024 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY