Compare Bavarian to Genmab, GN Store, DSV, FLSmidth

Comparing Bavarian to Genmab, GN Store, DSV, FLSmidth 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.

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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.

	BAVA	GMAB	GN	DSV	FLS
BAVA		0.87	0.78	-0.81	-0.62	BAVA
GMAB	0.87		0.84	-0.89	-0.81	GMAB
GN	0.78	0.84		-0.81	-0.75	GN
DSV	-0.81	-0.89	-0.81		0.69	DSV
FLS	-0.62	-0.81	-0.75	0.69		FLS
	BAVA	GMAB	GN	DSV	FLS

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High positive correlations

GMAB	+ 0.87	BAVA
GN	+ 0.84	GMAB
GN	+ 0.78	BAVA
FLS	+ 0.69	DSV

High negative correlations

DSV	- 0.89	GMAB
DSV	- 0.81	GN
FLS	- 0.81	GMAB
DSV	- 0.81	BAVA
FLS	- 0.75	GN
FLS	- 0.62	BAVA

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
BAVA	2.05	(0.49)	0.00	(3.23)	0.00	0.00	3.45	(3.76)	21.30
GMAB	0.97	(0.37)	0.00	(2.36)	0.00	0.00	1.38	(2.83)	8.81
GN	1.57	(0.34)	0.00	2.60	0.00	0.00	3.31	(3.56)	8.21
DSV	1.17	0.24	0.16	0.81	0.82	(1.44)	2.66	(1.56)	12.28
FLS	1.24	0.12	0.00	(0.37)	1.52	(1.31)	2.68	(2.44)	8.11

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Competitive Analysis

Better Than Average

Worse Than Peers

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	BAVA	GMAB	GN	DSV	FLS
	3.09 198.40 Bavarian	2.49 1,484 Genmab	2.98 134.95 GN Store	0.40 1,504 DSV	1.69 373.20 FLSmidth
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Very Weak	Very Weak	Very Weak	Good	Modest
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly 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
Trade Advice (90 Days Macroaxis Advice)	Sell	Sell	Strong Sell	Strong Buy	Strong Sell
Current Ratio	2.31 X	15.42 X	0.97 X	1.01 X	1.19 X
Net Asset	12.09 B	24.63 B	30.59 B	159.04 B	23.05 B
Profit Margin	(0.25) %	0.47 %	0.03 %	0.07 %	0.03 %
EBITDA	85.94 M	4.24 B	2.44 B	24.6 B	1.35 B
Operating Margin	(0.15) %	0.38 %	0.09 %	0.11 %	0.05 %
Current Valuation	13.75 B	186.33 B	35.8 B	269.42 B	14.2 B
Price To Book	2.22 X	7.86 X	2.85 X	3.03 X	1.14 X
Retained Earnings	1.61 B	N/A	N/A	7.4 B	7.16 B
Current Asset	2 B	N/A	N/A	17 B	12.18 B
Five Year Return	N/A	N/A	0.59 %	0.37 %	1.95 %
Beta	1.41	0.67	1.02	1.08	1.49
Number Of Employees	917	1.56 K	7.89 K	76.28 K	11.82 K
Shares Outstanding	70.59 M	65.96 M	127.97 M	216.26 M	56.74 M
Cash Flow From Operations	(358.5 M)	2.23 B	627 M	26.85 B	1.45 B
Annual Yield	N/A	N/A	0.01 %	0.01 %	0.01 %
Total Debt	179.41 M	378 M	9.87 B	21.4 B	726 M
Return On Equity	-0.0942	0.24	0.0875	0.24	0.0544
Z Score	54.0	N/A	1.2	8.8	13.8
Return On Asset	-0.0197	0.1	0.0376	0.0982	0.0253
Book Value Per Share	114.93 X	408.67 X	53.14 X	329.73 X	204.05 X
Current Liabilities	613 M	N/A	N/A	15.02 B	9.24 B
Total Asset	12.09 B	24.63 B	30.59 B	159.04 B	23.05 B
Debt To Equity	0.08 %	0.02 %	126.40 %	0.56 %	36.90 %
Target Price	390.44	3239.73	222.56	1387.35	286.11
Last Dividend Paid	N/A	N/A	N/A	6.5	3.0
Shares Owned By Institutions	34.31 %	49.90 %	41.78 %	49.30 %	35.48 %
Market Capitalization	16.25 B	185.21 B	20.77 B	281.93 B	16.9 B
Price To Earning	59.00 X	34.78 X	29.92 X	56.94 X	22.97 X
Price To Earnings To Growth	N/A	1.19 X	1.33 X	3.73 X	2.20 X
Price To Sales	6.46 X	17.00 X	1.17 X	0.95 X	0.64 X
Net Income	(464.77 M)	3.01 B	511 M	17.57 B	358 M
Earnings Per Share	(9.26) X	83.21 X	3.99 X	76.20 X	10.90 X
Shares Owned By Insiders	0.18 %	N/A	N/A	17.00 %	0.15 %
Revenue	1.9 B	8.48 B	18.69 B	235.66 B	17.58 B
Working Capital	1.39 B	N/A	N/A	1.98 B	2.94 B
Cash And Equivalents	2.59 B	18.08 B	268 M	2.03 B	984 M
Cash Per Share	44.37 X	276.57 X	2.05 X	9.22 X	19.68 X
Gross Profit	570.93 M	8.48 B	9.33 B	52.15 B	4.17 B
Day Typical Price	196.62	1472.17	133.43	1505.17	370.73
Accumulation Distribution	12695.45	1226.75	9409.04	2558.86	865.61
Market Facilitation Index	0.0	6.0E-4	0.0	2.0E-4	2.0E-4
Daily Balance Of Power	0.9084	1.058824	0.8571	(0.24)	0.8378
Period Momentum Indicator	5.95	36.0	3.9	(6.00)	6.2
Rate Of Daily Change	1.03	1.02	1.03	1.0	1.02
Day Median Price	195.73	1466.5	132.68	1505.75	369.5
Price Action Indicator	5.65	35.0	4.22	(4.75)	6.8
Relative Strength Index	75.57	68.26	61.34	28.07	16.61
Coefficient Of Variation	(697.01)	(417.21)	(608.46)	648.72	1455.29
Mean Deviation	2.05	0.9654	1.57	1.17	1.24
Jensen Alpha	(0.49)	(0.37)	(0.34)	0.2447	0.125
Total Risk Alpha	(0.91)	(0.54)	(0.62)	0.0345	(0.11)
Sortino Ratio	N/A	N/A	N/A	0.1606	(0.0005)
Downside Variance	N/A	N/A	N/A	1.25	2.59
Standard Deviation	3.27	1.42	2.07	1.87	1.58
Kurtosis	11.58	3.85	(0.22)	12.03	0.3564
Potential Upside	3.45	1.38	3.31	2.66	2.68
Treynor Ratio	(3.23)	(2.36)	2.6	0.8103	(0.37)
Maximum Drawdown	21.3	8.81	8.21	12.28	8.11
Variance	10.69	2.02	4.27	3.51	2.5
Market Risk Adjusted Performance	(3.22)	(2.35)	2.61	0.8203	(0.36)
Risk Adjusted Performance	(0.10)	(0.18)	(0.12)	0.1235	0.0576
Skewness	(1.91)	(0.75)	0.4151	2.78	(0.23)
Semi Deviation	N/A	N/A	N/A	0.8184	1.52
Information Ratio	(0.18)	(0.32)	(0.22)	0.0957	(0.0005)
Value At Risk	(3.76)	(2.83)	(3.56)	(1.56)	(2.44)
Expected Short fall	N/A	N/A	N/A	(1.44)	(1.31)
Downside Deviation	N/A	N/A	N/A	1.12	1.61
Semi Variance	N/A	N/A	N/A	0.6698	2.31

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.

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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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.

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