Compare Danone to Renault, AXA, Compagnie, Bouygues

Comparing Danone to Renault, AXA, Compagnie, Bouygues 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.

	BN	RNO	CS	SGO	EN
BN		-0.29	0.29	0.39	-0.43	BN
RNO	-0.29		-0.29	-0.01	0.18	RNO
CS	0.29	-0.29		-0.17	0.32	CS
SGO	0.39	-0.01	-0.17		-0.68	SGO
EN	-0.43	0.18	0.32	-0.68		EN
	BN	RNO	CS	SGO	EN

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High positive correlations

SGO	+ 0.39	BN
EN	+ 0.32	CS
CS	+ 0.29	BN
EN	+ 0.18	RNO

High negative correlations

EN	- 0.68	SGO
EN	- 0.43	BN
CS	- 0.29	RNO
RNO	- 0.29	BN
SGO	- 0.17	CS
SGO	- 0.01	RNO

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
BN	0.58	0.09	(0.03)	(0.76)	0.55	(0.63)	1.24	(1.04)	4.49
RNO	1.30	(0.13)	0.00	(0.20)	0.00	0.00	2.95	(2.96)	9.18
CS	0.71	(0.02)	(0.07)	0.05	1.03	(0.68)	1.22	(1.51)	4.27
SGO	1.09	0.13	0.07	0.28	1.19	(1.10)	2.70	(1.87)	6.98
EN	0.98	(0.17)	0.00	(0.82)	0.00	0.00	1.52	(2.05)	6.84

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Competitive Analysis

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Worse Than Peers

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	BN	RNO	CS	SGO	EN
	1.04 64.48 Danone	0.20 40.55 Renault	0.50 34.20 AXA	0.23 87.90 Compagnie	1.17 28.65 Bouygues
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	OK	Very Weak	Weak	OK	Very Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Below Average	Low	Below Average	Low	Below Average
Current Valuation (Equity Enterprise Value)	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
Trade Advice (90 Days Macroaxis Advice)	Strong Sell	Hold	Hold	Strong Buy	Cautious Hold
Current Ratio	1.00 X	1.07 X	3.55 X	1.44 X	0.94 X
Net Asset	45.42 B	113.74 B	775.49 B	55.38 B	44.64 B
Profit Margin	0.03 %	(0.01) %	0.07 %	0.06 %	0.02 %
EBITDA	4.1 B	5.92 B	9.83 B	6.81 B	4.12 B
Operating Margin	0.12 %	0.05 %	0.09 %	0.10 %	0.04 %
Current Valuation	42.94 B	48.32 B	98.22 B	31.14 B	17.6 B
Price To Book	1.73 X	0.36 X	1.21 X	1.02 X	0.92 X
Retained Earnings	11.45 B	2.82 B	22.31 B	10.8 B	(180 M)
Current Asset	8 B	53.02 B	82.45 B	17.55 B	15.48 B
Five Year Return	2.59 %	3.50 %	5.16 %	3.10 %	4.78 %
Beta	0.49	1.71	1.38	1.41	0.96
Number Of Employees	10	111 K	106.13 K	11	196 K
Shares Outstanding	639.61 M	287.29 M	2.32 B	512.3 M	372.46 M
Cash Flow From Operations	3.47 B	2.41 B	6.53 B	5.71 B	3.58 B
Annual Yield	0.04 %	0.01 %	0.05 %	0.04 %	0.06 %
Total Debt	11.68 B	12.48 B	21.25 B	8.76 B	5.8 B
Return On Equity	0.094	0.0564	0.11	0.14	0.0857
Z Score	1.2	N/A	1.8	1.8	1.2
Return On Asset	0.0459	0.0137	0.0083	0.0551	0.025
Book Value Per Share	28.92 X	106.25 X	22.85 X	44.32 X	31.85 X
Current Liabilities	9.2 B	52.29 B	147.43 B	12.62 B	16.26 B
Total Asset	45.42 B	113.74 B	775.49 B	55.38 B	44.64 B
Debt To Equity	0.84 %	2.34 %	0.95 %	0.73 %	79.80 %
Target Price	57.7	47.4	32.5	64.7	34.0
Last Dividend Paid	2.0	0.25	1.54	2.0	1.8
Shares Owned By Institutions	56.12 %	29.65 %	41.16 %	48.49 %	38.59 %
Market Capitalization	34.07 B	12.05 B	69.55 B	29.24 B	11.93 B
Price To Earning	16.83 X	4.28 X	21.88 X	71.64 X	10.03 X
Price To Earnings To Growth	3.14 X	0.23 X	1.12 X	1.77 X	1.55 X
Price To Sales	1.21 X	0.21 X	0.57 X	0.49 X	0.27 X
Net Income	1.92 B	888 M	9.2 B	3.1 B	1.12 B
Earnings Per Share	2.45 X	4.89 X	3.04 X	5.80 X	2.23 X
Shares Owned By Insiders	2.35 %	34.71 %	19.69 %	8.44 %	45.90 %
Revenue	24.28 B	46.21 B	111.69 B	51.2 B	37.64 B
Working Capital	(1.2 B)	729 M	(64.98 B)	4.93 B	(778 M)
Cash And Equivalents	4.14 B	21.03 B	25.05 B	6.6 B	2.02 B
Cash Per Share	6.47 X	77.19 X	10.74 X	12.52 X	5.43 X
Gross Profit	27.66 B	9.21 B	20.62 B	5.34 B	44.32 B
Day Typical Price	64.61	40.35	34.17	87.79	28.7
Accumulation Distribution	0.015	0.0248	0.0105	0.0163	0.0183
Market Facilitation Index	0.98	1.01	0.36	1.44	0.53
Daily Balance Of Power	(0.69)	(0.08)	0.4722	0.1389	(0.64)
Period Momentum Indicator	(0.68)	(0.08)	0.17	0.2	(0.34)
Rate Of Daily Change	0.99	1.0	1.0	1.0	0.99
Day Median Price	64.67	40.25	34.15	87.74	28.73
Price Action Indicator	(0.53)	0.26	0.14	0.26	(0.25)
Relative Strength Index	48.51	46.83	48.12	57.89	39.36
Coefficient Of Variation	863.39	(2,397)	2900.71	672.85	(899.95)
Mean Deviation	0.5773	1.3	0.7051	1.09	0.9799
Jensen Alpha	0.0911	(0.13)	(0.02)	0.1303	(0.17)
Total Risk Alpha	(0.02)	(0.32)	(0.1)	0.016	(0.32)
Sortino Ratio	(0.03)	N/A	(0.07)	0.0722	N/A
Downside Variance	0.4845	N/A	1.19	2.03	N/A
Standard Deviation	0.7821	1.79	0.9101	1.43	1.27
Kurtosis	2.19	0.9878	1.5	0.4265	1.86
Potential Upside	1.24	2.95	1.22	2.7	1.52
Treynor Ratio	(0.76)	(0.20)	0.0481	0.2793	(0.82)
Maximum Drawdown	4.49	9.18	4.27	6.98	6.84
Variance	0.6116	3.21	0.8282	2.04	1.62
Market Risk Adjusted Performance	(0.75)	(0.19)	0.0581	0.2893	(0.81)
Risk Adjusted Performance	0.0886	(0.03)	0.0279	0.118	(0.08)
Skewness	0.7559	(0.02)	(1.01)	0.3089	(0.62)
Semi Deviation	0.5533	N/A	1.03	1.19	N/A
Information Ratio	(0.02)	(0.10)	(0.09)	0.072	(0.20)
Value At Risk	(1.04)	(2.96)	(1.51)	(1.87)	(2.05)
Expected Short fall	(0.63)	N/A	(0.68)	(1.10)	N/A
Downside Deviation	0.6961	N/A	1.09	1.43	N/A
Semi Variance	0.3062	N/A	1.07	1.41	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.

Explore Investing Opportunities

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.

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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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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