Compare Banco to Lloyds, BTG, Companhia, Randon, Diagnsticos, ATMA

Comparing Banco to Lloyds, BTG, Companhia, Randon, Diagnsticos, ATMA 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   
DASA3
+ 0.77
BTLG11
DASA3
+ 0.48
CPLE5
RAPT3
+ 0.43
B1SA34
L1YG34
+ 0.4
B1SA34
CPLE5
+ 0.33
L1YG34
DASA3
+ 0.33
L1YG34
  
High negative correlations   
RAPT3
- 0.71
BTLG11
DASA3
- 0.6
RAPT3
ATMP3
- 0.5
RAPT3
RAPT3
- 0.36
CPLE5
ATMP3
- 0.23
B1SA34
BTLG11
- 0.23
B1SA34

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
B1SA34 L1YG34 BTLG11 CPLE5 RAPT3 DASA3 ATMP3
 1.63 
 56.04 
Banco
 0.37 
 16.22 
Lloyds
 0.72 
 97.30 
BTG
 0.00 
 11.50 
Companhia
 0.54 
 9.16 
Randon
 5.50 
 2.30 
Diagnsticos
 1.49 
 1.36 
ATMA
Market Volatility
(90 Days Market Risk)
Very steady
Not too volatile
Very steady
Slightly risky
Not too volatile
Out of control
Dangerous
Market Performance
(90 Days Performance)
Very Weak
Very Weak
Very Weak
Very Weak
Weak
Very Weak
Very Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Low
Low
Low
Quite High
Quite High
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Over Valued
Over Valued
Over Valued
Over Valued
Under 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 Sell
Strong Sell
Strong Sell
Not Rated
Strong Sell
Current Ratio
N/A
N/A
2.78 X
1.02 X
2.25 X
1.58 X
0.41 X
Net Asset
63.84 T
886.52 B
N/A
49.54 B
10.72 B
23.25 B
1.77 B
Profit Margin
0.43 %
0.27 %
18.96 %
0.04 %
0.05 %
(0.03) %
(0.58) %
EBITDA
N/A
N/A
N/A
7.31 B
1.3 B
1.07 B
(21.6 M)
Price To Book
324.63 X
2.67 X
1.08 X
3.07 X
0.95 X
1.00 X
N/A
Operating Margin
N/A
0.49 %
62.59 %
0.07 %
0.11 %
0.06 %
(0.37) %
Current Valuation
N/A
N/A
202.43 M
29.12 B
5.74 B
17.24 B
300.54 M
Retained Earnings
N/A
N/A
N/A
N/A
341 M
N/A
N/A
Current Asset
N/A
N/A
N/A
N/A
2.91 B
N/A
N/A
Five Year Return
N/A
N/A
N/A
N/A
N/A
0.68 %
N/A
Beta
0.35
1.23
0.65
0.46
1.1
0.25
0.89
Number Of Employees
10
57.95 K
N/A
6.06 K
16.13 K
24
15.39 K
Shares Outstanding
188.45 B
67.41 B
1.65 M
3.13 M
116.52 M
557.11 M
26.71 M
Cash Flow From Operations
(3.18 T)
(16.94 B)
5.63 M
3.39 B
909.06 M
1.3 B
44.98 M
Annual Yield
0.06 %
0.04 %
N/A
0.02 %
0.11 %
0.01 %
N/A
Total Debt
17.27 T
N/A
N/A
9.1 B
3.06 B
6.97 B
200.39 M
Return On Equity
0.19
0.09
1.13
0.0426
0.2
-0.0458
-15.83
Z Score
N/A
N/A
N/A
1.2
N/A
N/A
N/A
Return On Asset
0.0125
0.005
2.33
0.0195
0.0669
0.0224
-0.11
Book Value Per Share
N/A
2.10 X
98.81 X
7.66 X
8.44 X
13.13 X
(10.30) X
Current Liabilities
N/A
N/A
N/A
N/A
1.13 B
N/A
N/A
Total Asset
63.84 T
886.52 B
N/A
49.54 B
10.72 B
23.25 B
1.77 B
Last Dividend Paid
N/A
0.021
0.32
1.17
0.73
0.3
N/A
Debt To Equity
N/A
N/A
N/A
65.60 %
131.70 %
97.70 %
2.31 %
Target Price
N/A
N/A
N/A
N/A
N/A
19.83
N/A
Shares Owned By Institutions
N/A
N/A
0.03 %
N/A
14.68 %
33.62 %
74.49 %
Market Capitalization
8.52 T
899.88 B
157.42 M
20.47 B
2.58 B
5.51 B
29.38 M
Price To Earnings To Growth
697.89 X
N/A
N/A
N/A
N/A
N/A
N/A
Price To Earning
N/A
N/A
98.94 X
7.88 X
20.64 X
63.21 X
N/A
Price To Sales
498.73 X
48.67 X
14.75 X
0.85 X
0.24 X
0.57 X
0.04 X
Net Income
842.47 B
5.78 B
2.02 M
4.95 B
697.88 M
(226.57 M)
(136.28 M)
Earnings Per Share
0.03 X
0.35 X
1.08 X
0.58 X
1.91 X
(0.30) X
(6.44) X
Shares Owned By Insiders
N/A
N/A
N/A
12.75 %
81.71 %
56.27 %
9.70 %
Revenue
2.27 T
16.32 B
10.67 M
23.98 B
9.06 B
10.42 B
1.05 B
Working Capital
N/A
N/A
N/A
N/A
1.78 B
N/A
N/A
Cash And Equivalents
N/A
N/A
N/A
1.7 B
1.76 B
832.69 M
1.84 M
Cash Per Share
N/A
N/A
N/A
6.21 X
4.07 X
1.76 X
1.35 X
Gross Profit
1.87 T
16.96 B
8.26 M
4.86 B
2.27 B
3.12 B
89.37 M
Day Typical Price
55.98
16.18
97.27
11.5
9.2
2.27
1.33
Accumulation Distribution
0.0032
0.0202
0.0133
N/A
0.0119
0.0601
0.0662
Market Facilitation Index
0.18
0.33
1.3
N/A
0.11
0.14
0.09
Daily Balance Of Power
5.0
0.1818
0.5385
0.0
(0.45)
0.8571
0.2222
Period Momentum Indicator
0.9
0.06
0.7
N/A
(0.05)
0.12
0.02
Rate Of Daily Change
1.02
1.0
1.01
1.0
0.99
1.06
1.01
Day Median Price
55.95
16.17
97.25
11.5
9.22
2.26
1.32
Price Action Indicator
0.54
0.085
0.4
N/A
(0.08)
0.1
0.055
Relative Strength Index
48.27
45.12
46.8
45.73
50.3
34.83
47.11
Coefficient Of Variation
5002.91
93453.67
(1,135)
26769.89
3160.26
(505.25)
(12,350)
Mean Deviation
1.07
1.32
0.5097
2.29
1.29
2.13
2.38
Jensen Alpha
(0.01)
(0.03)
(0.06)
(0.02)
0.0319
(0.60)
0.0179
Total Risk Alpha
(0.14)
(0.22)
(0.16)
(0.51)
(0.15)
(0.88)
(0.46)
Sortino Ratio
(0.05)
(0.04)
N/A
(0.01)
(0.03)
N/A
N/A
Downside Variance
1.83
5.02
N/A
39.04
2.59
N/A
N/A
Standard Deviation
1.34
1.83
0.7227
4.53
1.74
2.79
3.72
Kurtosis
(0.28)
7.56
2.49
8.28
1.26
0.8897
5.1
Potential Upside
2.22
2.55
1.2
6.42
2.43
3.68
6.38
Treynor Ratio
0.0604
(0.03)
0.5685
0.0198
0.2921
(1.13)
0.0591
Maximum Drawdown
6.09
12.17
4.73
31.27
9.3
14.36
21.44
Variance
1.8
3.35
0.5223
20.52
3.03
7.77
13.83
Market Risk Adjusted Performance
0.0704
(0.02)
0.5785
0.0298
0.3021
(1.12)
0.0691
Risk Adjusted Performance
0.0194
0.0067
(0.07)
0.0112
0.0295
(0.14)
0.0019
Skewness
0.0124
(1.65)
0.5194
1.44
0.3954
(0.16)
0.9091
Semi Deviation
1.21
2.09
N/A
3.74
1.57
N/A
N/A
Information Ratio
(0.05)
(0.05)
(0.22)
(0.02)
(0.02)
(0.23)
(0.03)
Value At Risk
(1.79)
(2.10)
(1.20)
(8.33)
(2.66)
(4.53)
(5.44)
Expected Short fall
(1.28)
(1.28)
N/A
(2.92)
(1.43)
N/A
N/A
Downside Deviation
1.35
2.24
N/A
6.25
1.61
N/A
N/A
Semi Variance
1.46
4.37
N/A
14.0
2.45
N/A
N/A

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.

Use Investing Themes to Complement your positions

You can quickly originate your optimal portfoio 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.

Did You Try This Idea?

Run Single Stock ETFs Thematic Idea Now

Single Stock ETFs
Single Stock ETFs Theme
ETF themes focus on helping investors to gain exposure to a broad range of assets, diversify, and lower overall costs. The Single Stock ETFs theme has 99 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 Single Stock ETFs Theme or any other thematic opportunities.
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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 Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.

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