Compare Shuhua to Vanfund, Luyin, Shanghai, Postal, Nuode, Bomesc

Comparing Shuhua to Vanfund, Luyin, Shanghai, Postal, Nuode, Bomesc 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.

Specify up to 10 symbols:

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.

	605299	000638	600784	002605	601658	600110	603727
605299		0.73	0.84	0.82	0.42	0.75	0.81	605299
000638	0.73		0.89	0.76	0.15	0.84	0.83	000638
600784	0.84	0.89		0.8	0.46	0.84	0.93	600784
002605	0.82	0.76	0.8		0.38	0.85	0.83	002605
601658	0.42	0.15	0.46	0.38		0.24	0.5	601658
600110	0.75	0.84	0.84	0.85	0.24		0.88	600110
603727	0.81	0.83	0.93	0.83	0.5	0.88		603727
	605299	000638	600784	002605	601658	600110	603727

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

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
605299	2.08	0.32	0.09	2.00	2.80	(2.11)	3.48	(4.26)	17.57
000638	2.90	0.00	0.10	0.00	4.04	(2.85)	6.42	(4.86)	19.96
600784	1.74	0.36	0.15	1.45	1.99	(1.96)	4.25	(3.72)	13.87
002605	3.58	0.62	0.14	(16.66)	3.89	(4.00)	9.99	(6.40)	19.99
601658	1.35	0.26	0.14	1.71	1.32	(1.66)	3.49	(2.23)	9.13
600110	3.23	0.72	0.18	1.90	3.38	(3.75)	9.97	(5.35)	19.66
603727	1.79	0.36	0.12	(2.48)	2.25	(1.81)	4.52	(3.63)	19.11

Cross Equities Net Income Analysis

Compare Shuhua Sports, Vanfund Urban Investment, and Luyin Investment Net Income Over Time

	2010	2011	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024
605299	147 M	147 M	147 M	147 M	147 M	147 M	147 M	147 M	147 M	147 M	137 M	115.8 M	109.6 M	129 M	102.1 M
000638	1 M	4.7 M	5 M	3 M	3 M	10.4 M	10.4 M	16.2 M	(147.5 M)	10 M	(17.1 M)	62.8 M	4.2 M	(5.2 M)	(4.9 M)
600784	43.1 M	295.1 M	107.5 M	95.5 M	36 M	41.7 M	41.7 M	(136.6 M)	62.8 M	13.1 M	173.5 M	229 M	324.5 M	263.6 M	276.8 M
002605	39.3 M	72.5 M	95.8 M	117 M	122.3 M	95 M	97.5 M	76.8 M	129.7 M	344.8 M	1.1 B	573.7 M	348.6 M	562.5 M	590.6 M
601658	39.8 B	39.8 B	39.8 B	39.8 B	39.8 B	39.8 B	39.8 B	47.7 B	52.3 B	60.9 B	64.2 B	76.2 B	85.2 B	86.3 B	70.5 B
600110	46.3 M	5.2 M	5.2 M	5.5 M	160.6 M	160.6 M	26.5 M	190 M	97.2 M	(121.9 M)	5.4 M	405.1 M	352.3 M	27.3 M	25.9 M
603727	233 M	233 M	233 M	233 M	233 M	233 M	233 M	109.9 M	7.2 M	34.7 M	131.6 M	166.2 M	64.6 M	(75.5 M)	(71.7 M)

Shuhua Sports, Vanfund Urban Investment, and Luyin Investment Net Income description

Net income is one of the most important fundamental items in finance. It plays a large role in entities financial statement analysis. It represents the amount of money remaining after all of organizations operating expenses, interest, taxes and preferred stock dividends have been deducted from a company total revenue.

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	605299	000638	600784	002605	601658	600110	603727
	2.92 8.12 Shuhua	2.52 4.89 Vanfund	2.02 6.05 Luyin	0.59 27.34 Shanghai	0.53 5.59 Postal	1.72 4.14 Nuode	1.91 11.72 Bomesc
Market Volatility (90 Days Market Risk)	Somewhat reliable	Relatively risky	Somewhat reliable	Not too volatile	Somewhat reliable	Relatively risky	Not too volatile
Market Performance (90 Days Performance)	Weak	Insignificant	Insignificant	Insignificant	Modest	Insignificant	Very Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Below Average	Very Small	Low	About Average	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Over Valued	Fairly Valued	Over Valued	Under Valued	Fairly 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	Strong Hold	Strong Sell	Strong Buy	Cautious Hold	Strong Sell
Net Asset	1.97 B	464.83 M	5.37 B	4.72 B	15.73 T	15.24 B	4.8 B
Profit Margin	N/A	0.03 %	0.08 %	0.12 %	0.27 %	(0.05) %	0.05 %
EBITDA	201.78 M	(12.53 M)	547.9 M	679.98 M	N/A	80.43 M	200.61 M
Current Valuation	3.11 B	1.51 B	5.06 B	11.19 B	(2.12 T)	10.87 B	2.37 B
Price To Book	2.69 X	8.64 X	1.31 X	3.35 X	0.55 X	1.24 X	1.03 X
Operating Margin	N/A	(0.16) %	0.11 %	0.23 %	0.37 %	(0.01) %	0.04 %
Retained Earnings	452.36 M	(288.24 M)	1.13 B	2.49 B	249.3 B	544.07 M	707.84 M
Beta	N/A	0.39	0.72	0.53	0.38	0.75	0.82
Number Of Employees	N/A	223	2.56 K	1.73 K	181.96 K	2.84 K	1.21 K
Shares Outstanding	N/A	311.39 M	675.65 M	413.97 M	79.3 B	1.74 B	281.72 M
Cash Flow From Operations	236.28 M	(21.48 M)	521.34 M	450.27 M	263.34 B	(1.07 B)	514.56 M
Annual Yield	0.02 %	N/A	N/A	0.03 %	N/A	N/A	N/A
Total Debt	205 M	89.39 M	535.63 M	399.14 M	14.77 T	2.46 B	280 M
Return On Equity	N/A	0.0038	0.0862	0.14	0.0889	-0.031	0.0327
Return On Asset	N/A	-0.0237	0.0362	0.0818	0.0054	-0.0066	0.0117
Book Value Per Share	N/A	0.53 X	4.61 X	8.25 X	8.38 X	3.34 X	11.60 X
Total Asset	1.97 B	464.83 M	5.37 B	4.72 B	15.73 T	15.24 B	4.8 B
Last Dividend Paid	N/A	N/A	0.06	0.9	0.26	N/A	0.15
Target Price	N/A	N/A	N/A	41.5	5.81	4.0	18.03
Shares Owned By Institutions	N/A	N/A	5.97 %	11.36 %	4.33 %	2.58 %	8.83 %
Market Capitalization	N/A	1.73 B	4.09 B	11.32 B	527.09 B	7.18 B	3.3 B
Price To Earnings To Growth	N/A	N/A	N/A	N/A	2.61 X	N/A	N/A
Price To Sales	2.47 X	9.18 X	1.29 X	3.21 X	1.65 X	1.49 X	1.49 X
Net Income	128.97 M	(5.21 M)	263.62 M	562.46 M	86.27 B	27.31 M	(75.48 M)
Earnings Per Share	N/A	0.06 X	0.39 X	1.01 X	0.81 X	(0.13) X	0.38 X
Shares Owned By Insiders	N/A	40.07 %	43.49 %	48.05 %	88.35 %	30.92 %	51.14 %
Revenue	1.42 B	167.51 M	3.35 B	4.31 B	226.79 B	4.57 B	1.8 B
Working Capital	591.58 M	(60.46 M)	(180.59 M)	641.34 M	N/A	2.07 B	1.76 B
Gross Profit	N/A	94.17 M	772.76 M	1.51 B	300.06 B	934.45 M	377.59 M
Day Typical Price	8.06	4.87	6.02	27.38	5.58	4.13	11.65
Accumulation Distribution	0.0451	0.0423	0.0376	0.0302	0.0265	0.0334	0.0272
Market Facilitation Index	0.37	0.21	0.23	0.84	0.15	0.14	0.32
Daily Balance Of Power	0.6216	0.5714	0.5217	0.1905	(0.20)	0.5	0.6875
Period Momentum Indicator	0.23	0.12	0.12	0.16	(0.03)	0.07	0.22
Rate Of Daily Change	1.03	1.03	1.02	1.01	0.99	1.02	1.02
Day Median Price	8.03	4.87	6.01	27.4	5.58	4.12	11.62
Price Action Indicator	0.21	0.085	0.1	0.02	N/A	0.055	0.21
Coefficient Of Variation	858.49	835.18	628.07	731.4	660.69	590.6	718.31
Mean Deviation	2.08	2.9	1.74	3.58	1.35	3.23	1.79
Jensen Alpha	0.3156	N/A	0.3562	0.6204	0.2627	0.7175	0.3625
Total Risk Alpha	0.2405	0.3472	0.2967	0.4914	0.2154	0.605	0.2854
Sortino Ratio	0.0898	0.1015	0.1473	0.1392	0.1441	0.1831	0.1234
Downside Variance	10.93	18.22	5.31	18.43	2.87	14.77	7.46
Standard Deviation	2.83	3.89	2.33	4.6	1.82	4.35	2.65
Kurtosis	2.14	1.08	1.37	(0.03)	1.03	0.4351	4.1
Potential Upside	3.48	6.42	4.25	9.99	3.49	9.97	4.52
Treynor Ratio	2.0	N/A	1.45	(16.66)	1.71	1.9	(2.48)
Maximum Drawdown	17.57	19.96	13.87	19.99	9.13	19.66	19.11
Variance	7.98	15.11	5.45	21.21	3.33	18.9	7.03
Market Risk Adjusted Performance	2.01	N/A	1.46	(16.65)	1.72	1.91	(2.47)
Risk Adjusted Performance	0.1	0.1034	0.1335	0.1173	0.1263	0.1431	0.118
Skewness	(0.65)	(0.16)	0.088	0.0994	0.3219	0.2671	0.2221
Semi Deviation	2.8	4.04	1.99	3.89	1.32	3.38	2.25
Information Ratio	0.1051	0.1115	0.1454	0.1297	0.1337	0.1619	0.1271
Value At Risk	(4.26)	(4.86)	(3.72)	(6.40)	(2.23)	(5.35)	(3.63)
Expected Short fall	(2.11)	(2.85)	(1.96)	(4.00)	(1.66)	(3.75)	(1.81)
Downside Deviation	3.31	4.27	2.31	4.29	1.69	3.84	2.73
Semi Variance	7.86	16.34	3.94	15.11	1.73	11.43	5.06

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.

Trending Themes

If you are a self-driven investor, you will appreciate our idea-generating investing themes. Our themes help you align your investments inspirations with your core values and are essential building blocks of your portfolios. A typical investing theme is an unweighted collection of up to 20 funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of equities with common characteristics such as industry and growth potential, volatility, or market segment.

	Banking Invested over 40 shares	Go
	Momentum Invested over 50 shares	Go
	Driverless Cars Invested over 200 shares	Go
	Warren Buffett Holdings Invested few shares	Go
	Hedge Favorites Invested over 40 shares	Go
	Macroaxis Picks Invested few shares	Go
	Impulse Invested few shares	Go
	Macroaxis Index Invested few shares	Go
	Millennials Best Invested few shares	Go
	Trump Equities Invested few shares	Go
	Blockchain Invested few shares	Go

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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.

Other Complementary Tools

	Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios
	Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators
	Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated
	Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
	Volatility Analysis Get historical volatility and risk analysis based on latest market data

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