ACTI500 M Competition

ACTI500M

8.10 0.01 0.12%

ACTI500 M vs IShares Trust Correlation

Poor diversification

The correlation between ACTI500 M and INDA is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding ACTI500 M and INDA in the same portfolio, assuming nothing else is changed.

Moving together with ACTI500 Etf

0.85	VTI	Vanguard Index Funds	Pair Corr
0.86	VOO	Vanguard SP 500	Pair Corr
0.85	SPY	SPDR SP 500	Pair Corr
0.86	IVV	iShares Trust	Pair Corr

Moving against ACTI500 Etf

0.84	EWZ	iShares MSCI Brazil	Pair Corr
0.82	EWY	iShares iShares	Pair Corr
0.79	MVEU	iShares Edge MSCI	Pair Corr
0.78	VDC	Vanguard World	Pair Corr
0.75	VEA	Vanguard Tax Managed	Pair Corr

Specify up to 10 symbols:

Please note, it is not enough to conduct a financial or market analysis of a single entity such as ACTI500 M. Your research has to be compared to or analyzed against ACTI500 M's peers to derive any actionable benefits. When done correctly, ACTI500 M's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in ACTI500 M.

ACTI500 M Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between ACTI500 M and its competitors represents the degree of relationship between the price movements of corresponding etfs. A correlation of about +1.0 implies that the price of ACTI500 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 ACTI500 M does not affect the price movement of the other competitor.

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		-0.12	-0.14	0.13	0.12	-0.31	-0.04	0.23	0.08	0.21	META
MSFT	-0.12		0.84	-0.65	-0.86	0.8	0.93	0.33	-0.91	-0.94	MSFT
UBER	-0.14	0.84		-0.57	-0.77	0.85	0.75	0.19	-0.81	-0.83	UBER
F	0.13	-0.65	-0.57		0.41	-0.59	-0.51	-0.05	0.75	0.7	F
T	0.12	-0.86	-0.77	0.41		-0.65	-0.84	-0.29	0.75	0.76	T
A	-0.31	0.8	0.85	-0.59	-0.65		0.67	0.2	-0.75	-0.84	A
CRM	-0.04	0.93	0.75	-0.51	-0.84	0.67		0.53	-0.82	-0.9	CRM
JPM	0.23	0.33	0.19	-0.05	-0.29	0.2	0.53		-0.13	-0.32	JPM
MRK	0.08	-0.91	-0.81	0.75	0.75	-0.75	-0.82	-0.13		0.92	MRK
XOM	0.21	-0.94	-0.83	0.7	0.76	-0.84	-0.9	-0.32	0.92		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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High positive correlations

CRM	+ 0.93	MSFT
XOM	+ 0.92	MRK
A	+ 0.85	UBER
UBER	+ 0.84	MSFT
A	+ 0.8	MSFT
XOM	+ 0.76	T

High negative correlations

XOM	- 0.94	MSFT
MRK	- 0.91	MSFT
XOM	- 0.9	CRM
T	- 0.86	MSFT
XOM	- 0.84	A
CRM	- 0.84	T

ACTI500 M Competition Risk-Adjusted Indicators

There is a big difference between ACTI500 Etf performing well and ACTI500 M ETF 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 ACTI500 M'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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
META	1.54	0.08	0.04	0.17	1.53	(1.74)	3.43	(2.81)	13.69
MSFT	1.33	(0.31)	0.00	(0.50)	0.00	0.00	2.19	(2.87)	13.28
UBER	1.56	(0.19)	0.00	(0.30)	0.00	0.00	2.70	(3.82)	11.09
F	1.22	0.09	0.07	0.17	1.05	(1.50)	3.61	(2.22)	7.50
T	1.05	0.15	0.05	(0.64)	0.99	(1.22)	3.87	(1.76)	7.44
A	1.24	(0.41)	0.00	(0.32)	0.00	0.00	2.48	(2.73)	7.20
CRM	1.80	(0.30)	0.00	(0.18)	0.00	0.00	3.66	(4.75)	12.37
JPM	1.27	(0.11)	(0.03)	0.01	1.83	(1.30)	2.34	(3.11)	8.17
MRK	1.27	0.33	0.20	0.72	1.10	(1.42)	2.81	(2.06)	8.74
XOM	1.32	0.41	0.23	12.19	1.09	(1.57)	2.90	(2.44)	6.83

ACTI500 M Competitive Analysis

The better you understand ACTI500 M competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, ACTI500 M'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 ACTI500 M'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

	ACTI500M	VDCAN	JDST	VNQ	FDT	IYF	XLI	INDA
	0.12 8.10 ACTI500	0.23 1,063 Vanguard	3.67 20.76 Direxion	1.66 1,654 Vanguard	0.00 1,422 First	4.92 2,089 IShares	0.08 3,041 Select	0.60 898.56 IShares
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Out of control	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Weakest	Weakest	Weakest	Weakest	Fair	Weakest	Good	Weakest
Odds of Financial Distress (Probability Of Bankruptcy)	Unknown	Fair	Fair	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Over Valued	Under Valued	Over Valued	Fairly Valued	Over 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
Trade Advice (90 Days Macroaxis Advice)	Cautious Hold	Strong Sell	Not Rated	Cautious Hold	Sell	Strong Sell	Strong Buy	Hold
Price To Sales	N/A	N/A	N/A	6.49 X	N/A	2.70 X	1.61 X	N/A
Equity Positions Weight	N/A	N/A	N/A	99.18 %	99.19 %	99.73 %	99.92 %	99.60 %
Three Year Return	N/A	N/A	N/A	6.11 %	8.07 %	15.48 %	13.64 %	2.02 %
Net Asset	N/A	N/A	N/A	71.15 B	999.42 M	1.73 B	10.47 B	3.11 B
Price To Book	N/A	N/A	N/A	2.34 X	N/A	1.51 X	3.80 X	N/A
Five Year Return	N/A	N/A	N/A	7.10 %	2.28 %	11.11 %	9.94 %	4.54 %
One Year Return	N/A	N/A	N/A	(7.47) %	(8.09) %	9.19 %	10.40 %	1.23 %
Ten Year Return	N/A	N/A	N/A	7.79 %	N/A	13.20 %	15.78 %	N/A
Price To Earning	N/A	N/A	N/A	27.78 X	N/A	17.25 X	19.34 X	N/A
Day Typical Price	8.1	1062.69	21.17	1652.67	1422.42	2089.0	3038.72	899.85
Accumulation Distribution	N/A	N/A	0.0564	0.7	N/A	N/A	0.0018	7.99
Market Facilitation Index	N/A	N/A	1.24	0.0138	N/A	N/A	5.58	0.0035
Daily Balance Of Power	9.2 T	0	(0.64)	6.738155	0.0	0	0.4624	(1.09)
Period Momentum Indicator	0.01	(2.44)	(0.79)	27.02	N/A	(108.00)	2.58	(5.44)
Rate Of Daily Change	1.0	1.0	0.96	1.02	1.0	0.95	1.0	0.99
Day Median Price	8.1	1062.69	21.38	1652.01	1422.42	2089.0	3037.79	900.5
Price Action Indicator	0.005	(1.22)	(1.01)	15.51	N/A	(54.00)	4.08	(4.66)
Relative Strength Index	37.85	36.86	37.31	54.77	100.0	25.85	67.14	40.34
Coefficient Of Variation	(1,365)	(509.19)	(497.88)	4789.39	812.4	(937.07)	461.33	(658.60)
Mean Deviation	0.4988	0.3106	4.86	0.8012	0.2252	0.5334	0.5226	0.6998
Jensen Alpha	(0.07)	(0.09)	(1.45)	(0)	0.1156	(0.13)	0.1434	(0.21)
Total Risk Alpha	(0.13)	(0.14)	(2.37)	(0.10)	0.0074	(0.24)	0.0797	(0.28)
Sortino Ratio	N/A	N/A	N/A	(0.06)	N/A	N/A	0.0932	N/A
Downside Variance	N/A	N/A	N/A	1.39	N/A	N/A	0.7964	N/A
Standard Deviation	0.6722	0.4414	7.72	1.14	0.9289	1.11	0.7986	1.06
Kurtosis	0.7916	1.07	14.29	2.3	66.0	7.59	3.32	8.23
Potential Upside	0.9864	0.7293	8.44	1.94	N/A	0.992	1.54	1.1
Treynor Ratio	(0.55)	1.75	1.18	0.0742	(0.74)	(6.79)	0.6614	(0.39)
Maximum Drawdown	3.58	2.0	54.69	7.22	7.55	7.51	5.04	8.22
Variance	0.4519	0.1948	59.56	1.29	0.8629	1.23	0.6377	1.12
Market Risk Adjusted Performance	(0.54)	1.76	1.19	0.0842	(0.73)	(6.78)	0.6714	(0.38)
Risk Adjusted Performance	(0.06)	(0.16)	(0.14)	0.0192	0.096	(0.08)	0.1663	(0.11)
Skewness	(0.17)	0.4642	2.71	(0.17)	8.12	(2.20)	0.6607	(1.33)
Semi Deviation	N/A	N/A	N/A	1.03	N/A	N/A	0.3096	N/A
Information Ratio	(0.21)	(0.40)	(0.21)	(0.06)	0.0263	(0.19)	0.1042	(0.24)
Value At Risk	(1.33)	(0.83)	(11.38)	(1.65)	N/A	(3.16)	(0.80)	(1.66)
Expected Short fall	N/A	N/A	N/A	(0.90)	N/A	N/A	(0.82)	N/A
Downside Deviation	N/A	N/A	N/A	1.18	N/A	N/A	0.8924	N/A
Semi Variance	N/A	N/A	N/A	1.06	N/A	N/A	0.0958	N/A

ACTI500 M Competition Performance Charts

Five steps to successful analysis of ACTI500 M Competition

ACTI500 M'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 ACTI500 M in relation to its competition. ACTI500 M's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of ACTI500 M 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 ACTI500 M's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to ACTI500 M, 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.

Complement your ACTI500 M position

In addition to having ACTI500 M in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Momentum

Large corporations operating in software, education, financial and car manufacturing industries. The Momentum theme has 40 constituents at this time.

You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Momentum Theme or any other thematic opportunities.

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