Zurich Invest Competition

Funds . Switzerland . 
Fund . Zurich Invest II
0P0000JLED   8.75  0.04  0.46%   
  

Zurich Invest Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Zurich Invest and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Zurich 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 Zurich Invest II does not affect the price movement of the other competitor.
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High positive correlations   
500USD
+ 0.97
XD9U
CHSRIA
+ 0.83
AUTN
WKBN
+ 0.78
AUTN
CHSRIA
+ 0.71
PSCF
XD9U
+ 0.69
XCNA
500USD
+ 0.68
XCNA
  
High negative correlations   
XD9U
- 0.76
WKBN
500USD
- 0.7
WKBN
XD9U
- 0.69
AUTN
500USD
- 0.61
AUTN
XD9U
- 0.59
PSCF
XD9U
- 0.55
CHSRIA

Risk-Adjusted Indicators

There is a big difference between Zurich Fund performing well and Zurich Invest Fund 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 Zurich Invest's 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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
PSCF  0.63 (0.08) 0.00 (0.63) 0.00 
 0.00 
 1.32 
(1.57)
 3.87 
GLRA  0.70  0.09 (0.04)(0.82) 0.75 
(0.86)
 1.25 
(1.33)
 6.93 
BALN  0.68  0.04 (0.06)(3.16) 1.19 
(0.71)
 1.21 
(1.32)
 6.49 
AUTN  1.32 (0.23) 0.00  0.72  0.00 
 0.00 
 2.49 
(3.11)
 9.04 
WKBN  0.37 (0.05) 0.00  2.71  0.00 
 0.00 
 0.90 
(0.88)
 2.22 
XCNA  1.84  0.28  0.07  1.12  2.30 
(2.14)
 5.67 
(3.41)
 17.33 
CHSRIA  0.56 (0.07) 0.00 (1.65) 0.00 
 0.00 
 1.23 
(1.26)
 3.40 
XD9U  0.71  0.14  0.06  0.67  0.60 
(0.74)
 1.72 
(1.23)
 5.34 
BION  0.98 (0.14) 0.00 (0.14) 0.00 
 0.00 
 1.77 
(2.29)
 6.87 
500USD  0.50  0.06 (0.03) 0.27  0.52 
(0.58)
 1.27 
(1.08)
 4.03 
All Fundamental Data

Zurich Invest Competitive Analysis

The better you understand Zurich Invest competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Zurich Invest'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 Zurich Invest'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
0P0000JLED PSCF GLRA BALN AUTN WKBN XCNA CHSRIA XD9U BION
 0.46 
 8.75 
Zurich
 0.32 
 153.50 
Procimmo
 0.38 
 18.30 
SPDR
 0.18 
 167.50 
Baloise
 0.20 
 101.60 
Autoneum
 0.91 
 111.00 
Banque
 0.65 
 13.70 
Xtrackers
 0.30 
 19.90 
UBS
 0.45 
 155.06 
Xtrackers
 0.54 
 37.35 
BION
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Not too volatile
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
Modest
Very Weak
Modest
Weak
Very Weak
Very Weak
OK
Very Weak
Good
Very Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Unknown
About Average
Low
Below Average
Below Average
Low
Unknown
Low
Low
Quite High
Current Valuation
(Equity Enterprise Value)
Over Valued
Fairly Valued
Over Valued
Over Valued
Over Valued
Fairly Valued
Fairly Valued
Fairly Valued
Under Valued
Fairly Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Not Rated
Strong Sell
Current Ratio
N/A
N/A
33.57
1.12
N/A
N/A
N/A
9.72
Net Asset
N/A
277.39 M
89.98 B
1.5 B
18.5 B
433.22 M
3.95 B
3.64 B
Profit Margin
N/A
N/A
0.0849
-0.0089
0.28
N/A
N/A
N/A
EBITDA
N/A
N/A
843.3 M
177.3 M
108.38 M
N/A
N/A
(403.75 M)
Operating Margin
N/A
N/A
-0.0973
-0.0089
0.34
N/A
N/A
1.25
Current Valuation
N/A
N/A
7.32 B
1.01 B
4.11 B
N/A
N/A
509.23 M
Price To Book
N/A
N/A
1.28
1.46
1.17
N/A
2.73
1.28
Five Year Return
N/A
N/A
3.85
2.25
N/A
N/A
9.8
4.63
One Year Return
N/A
16.45
N/A
N/A
N/A
35.4
11.44
N/A
Beta
N/A
N/A
0.97
2.16
0.0876
N/A
N/A
0.87
Equity Positions Weight
N/A
99.19
N/A
N/A
N/A
98.79
99.61
N/A
Number Of Employees
N/A
N/A
10
11.72 K
494
N/A
N/A
10
Shares Outstanding
N/A
N/A
45.17 M
4.65 M
15.71 M
N/A
N/A
54.99 M
Three Year Return
N/A
N/A
N/A
N/A
N/A
N/A
9.83
N/A
Cash Flow From Operations
N/A
N/A
477 M
100.4 M
702.35 M
N/A
N/A
(94.79 M)
Annual Yield
N/A
N/A
0.0468
0.0115
0.0329
N/A
N/A
0.0496
Total Debt
N/A
N/A
2.43 B
186.3 M
5.2 B
N/A
N/A
N/A
Return On Equity
N/A
N/A
0.0938
-0.0181
0.0494
N/A
N/A
-0.26
Z Score
N/A
N/A
1.2
2.8
N/A
N/A
N/A
N/A
Holdings Turnover
N/A
N/A
N/A
N/A
N/A
N/A
13.0
N/A
Return On Asset
N/A
N/A
-0.0047
-0.0061
0.0037
N/A
N/A
-0.0411
Book Value Per Share
N/A
N/A
110.82
73.68
91.28
N/A
N/A
49.62
Total Asset
N/A
277.39 M
89.98 B
1.5 B
18.5 B
433.22 M
3.95 B
3.64 B
Debt To Equity
N/A
N/A
0.35
126.8
N/A
N/A
N/A
11.3
Target Price
N/A
N/A
157.5
119.4
N/A
N/A
N/A
69.52
Last Dividend Paid
N/A
N/A
7.0
1.5
N/A
N/A
N/A
3.85
Shares Owned By Institutions
N/A
N/A
46.57
13.8
1.5
N/A
N/A
7.82
Market Capitalization
N/A
N/A
6.87 B
580.82 M
1.65 B
N/A
N/A
3.15 B
Price To Earning
N/A
N/A
15.07
11.91
18.03
N/A
19.59
23.12
Price To Sales
N/A
N/A
0.95
0.29
6.66
N/A
1.89
814184.0
Net Income
N/A
N/A
697.9 M
22.8 M
68.5 M
N/A
N/A
(404.81 M)
Earnings Per Share
N/A
N/A
12.69
5.0
6.54
N/A
N/A
-16.73
Shares Owned By Insiders
N/A
N/A
0.21
46.67
70.17
N/A
N/A
1.7
Revenue
N/A
N/A
9.2 B
1.7 B
230.7 M
N/A
N/A
(396.22 M)
Cash And Equivalents
N/A
N/A
4.07 B
56.8 M
2.65 B
N/A
N/A
2.83 M
Cash Per Share
N/A
N/A
464.18
12.2
168.6
N/A
N/A
65.76
Gross Profit
N/A
N/A
3.1 B
871.1 M
247.13 M
N/A
N/A
4 K
Day Typical Price
8.75
153.67
18.28
167.5
102.13
110.5
13.83
19.92
155.06
37.35
Accumulation Distribution
N/A
0.0032
0.0038
0.0107
62.48
0.0224
0.0284
7.12
N/A
0.0133
Market Facilitation Index
N/A
0.5
0.07
1.8
9.0E-4
2.5
0.4
1.0E-4
N/A
0.5
Daily Balance Of Power
9.2 T
(1.00)
1.0
0.1667
(0.08)
0.4
(0.23)
0.6667
9.2 T
0.4
Period Momentum Indicator
0.04
(0.50)
0.07
0.3
(0.20)
1.0
(0.09)
0.06
0.7
0.2
Rate Of Daily Change
1.0
1.0
1.0
1.0
1.0
1.01
0.99
1.0
1.0
1.01
Day Median Price
8.75
153.75
18.27
167.5
102.4
110.25
13.9
19.92
155.06
37.35
Price Action Indicator
0.02
(0.50)
0.07
0.15
(0.90)
1.25
(0.25)
0.005
0.35
0.1
Relative Strength Index
58.26
50.63
59.28
52.2
36.33
43.53
53.53
46.9
66.18
51.2
Coefficient Of Variation
1359.73
(1,539)
1058.91
2192.75
(656.92)
(1,167)
905.56
(1,355)
548.91
(1,948)
Mean Deviation
0.1074
0.6344
0.702
0.6779
1.32
0.3708
1.84
0.5624
0.7087
0.9829
Jensen Alpha
0.0014
(0.08)
0.0941
0.0403
(0.23)
(0.05)
0.2753
(0.07)
0.1423
(0.14)
Total Risk Alpha
(0.02)
(0.19)
(0.06)
(0.12)
(0.54)
(0.14)
(0.13)
(0.17)
0.0216
(0.27)
Sortino Ratio
(0.68)
N/A
(0.04)
(0.06)
N/A
N/A
0.0701
N/A
0.0636
N/A
Downside Variance
0.0281
N/A
0.8558
1.74
N/A
N/A
7.46
N/A
0.796
N/A
Standard Deviation
0.1431
0.8404
0.9796
1.07
1.74
0.5326
2.87
0.7152
0.9995
1.3
Kurtosis
0.8837
0.2153
4.39
7.17
0.8383
1.69
3.15
(0.07)
2.44
1.17
Potential Upside
0.2294
1.32
1.25
1.21
2.49
0.9009
5.67
1.23
1.72
1.77
Treynor Ratio
(0.07)
(0.63)
(0.82)
(3.16)
0.7157
2.71
1.12
(1.65)
0.667
(0.14)
Maximum Drawdown
0.5733
3.87
6.93
6.49
9.04
2.22
17.33
3.4
5.34
6.87
Variance
0.0205
0.7063
0.9596
1.15
3.02
0.2837
8.23
0.5115
0.9989
1.69
Market Risk Adjusted Performance
(0.06)
(0.62)
(0.81)
(3.15)
0.7257
2.72
1.13
(1.64)
0.677
(0.13)
Risk Adjusted Performance
0.0128
(0.05)
0.0745
0.0378
(0.11)
(0.07)
0.0919
(0.06)
0.1419
(0.04)
Skewness
0.1719
(0.31)
0.8235
(1.56)
0.4104
(0.07)
(0.17)
(0.04)
0.8644
(0.16)
Semi Deviation
0.0512
N/A
0.7517
1.19
N/A
N/A
2.3
N/A
0.6009
N/A
Information Ratio
(0.80)
(0.21)
(0.03)
(0.07)
(0.22)
(0.32)
0.0667
(0.25)
0.0567
(0.15)
Value At Risk
(0.23)
(1.57)
(1.33)
(1.32)
(3.11)
(0.88)
(3.41)
(1.26)
(1.23)
(2.29)
Expected Short fall
(0.16)
N/A
(0.86)
(0.71)
N/A
N/A
(2.14)
N/A
(0.74)
N/A
Downside Deviation
0.1677
N/A
0.9251
1.32
N/A
N/A
2.73
N/A
0.8922
N/A
Semi Variance
0.0026
N/A
0.565
1.41
N/A
N/A
5.28
N/A
0.3611
N/A

Zurich Invest Competition Performance Charts

Five steps to successful analysis of Zurich Invest Competition

Zurich Invest's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Zurich Invest II in relation to its competition. Zurich Invest's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Zurich Invest in the market, 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 Zurich Invest's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Zurich Invest II, 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.

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