Compare CPALL to Home, Minor, Bangkok, Gulf

Comparing CPALL to Home, Minor, Bangkok, Gulf 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.

	CPALL	HMPRO	MINT	BDMS	GULF
CPALL		0.79	0.63	0.58	0.55	CPALL
HMPRO	0.79		0.85	0.79	0.1	HMPRO
MINT	0.63	0.85		0.85	0.02	MINT
BDMS	0.58	0.79	0.85		-0.18	BDMS
GULF	0.55	0.1	0.02	-0.18		GULF
	CPALL	HMPRO	MINT	BDMS	GULF

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

High positive correlations

MINT	+ 0.85	HMPRO
BDMS	+ 0.85	MINT
HMPRO	+ 0.79	CPALL
BDMS	+ 0.79	HMPRO
MINT	+ 0.63	CPALL
BDMS	+ 0.58	CPALL

High negative correlations

GULF

- 0.18

BDMS

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
CPALL	0.95	0.08	(0.02)	0.69	0.94	(1.19)	2.38	(1.52)	7.61
HMPRO	1.70	0.24	0.08	0.90	1.47	(2.53)	3.79	(2.78)	14.11
MINT	1.06	0.08	(0.03)	(0.85)	1.03	(1.75)	1.98	(1.83)	9.06
BDMS	1.06	(0.11)	0.00	(0.20)	0.00	0.00	1.78	(2.52)	6.06
GULF	1.31	0.00	0.15	0.00	1.29	(1.66)	4.21	(2.16)	11.13

Unable to evaluate fundamental data of [CPALL.BK, HMPRO.BK, MINT.BK, BDMS.BK, GULF.BK] at this time. Please try again later

All Fundamental Data

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	CPALL	HMPRO	MINT	BDMS	GULF
	1.58 62.25 CPALL	2.53 9.65 Home	0.91 27.25 Minor	1.90 25.75 Bangkok	0.39 64.25 Gulf
Market Volatility (90 Days Market Risk)	Very steady	Not too volatile	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Modest	Modest	Insignificant	Very Weak	Good
Odds of Financial Distress (Probability Of Bankruptcy)	Below Average	Low	Below Average	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Fairly Valued	Over Valued	Under Valued	Under Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Cautious Hold	Strong Hold	Strong Sell	Hold	Strong Buy
Current Ratio	0.62 X	0.86 X	0.88 X	1.53 X	0.88 X
Net Asset	931.89 B	58.59 B	369.63 B	128.45 B	362.67 B
Profit Margin	0.02 %	0.09 %	0.01 %	0.13 %	0.11 %
EBITDA	49.71 B	10.26 B	11.11 B	17.64 B	19.5 B
Operating Margin	0.04 %	0.12 %	0.03 %	0.17 %	0.19 %
Current Valuation	981.92 B	205.74 B	350.8 B	454.24 B	868.84 B
Price To Book	5.87 X	8.38 X	2.24 X	5.22 X	5.93 X
Retained Earnings	31.86 B	4.04 B	26.18 B	29.95 B	N/A
Current Asset	56.34 B	13.83 B	16.79 B	13.33 B	N/A
Five Year Return	1.60 %	1.96 %	0.92 %	1.72 %	N/A
Beta	0.45	0.44	1.27	0.43	0.48
Number Of Employees	57	62	34	49	23
Shares Outstanding	8.98 B	13.15 B	5.28 B	15.89 B	11.73 B
Cash Flow From Operations	46.32 B	7.83 B	13.03 B	14.56 B	14.01 B
Annual Yield	0.01 %	0.02 %	0.02 %	0.02 %	0.01 %
Total Debt	311.68 B	8.94 B	114.48 B	12.5 B	203.3 B
Return On Equity	0.0887	0.29	0.0105	0.15	0.0946
Z Score	0.6	13.6	0.6	21.6	1.8
Return On Asset	0.0302	0.0868	0.0064	0.0739	0.0251
Book Value Per Share	10.98 X	1.72 X	13.71 X	5.41 X	9.11 X
Current Liabilities	105.16 B	20.48 B	14.45 B	12.98 B	N/A
Total Asset	931.89 B	58.59 B	369.63 B	128.45 B	362.67 B
Debt To Equity	2.75 %	80.20 %	153.70 %	0.22 %	1.92 %
Target Price	76.68	17.32	38.18	32.85	56.7
Last Dividend Paid	0.6	0.37	N/A	0.5	0.44
Shares Owned By Institutions	5.22 %	3.46 %	10.85 %	9.99 %	5.79 %
Market Capitalization	599.62 B	194.64 B	178.03 B	460.87 B	630.65 B
Price To Earning	38.52 X	38.86 X	48.96 X	62.60 X	75.80 X
Price To Earnings To Growth	2.43 X	2.16 X	1.30 X	2.34 X	1.90 X
Price To Sales	0.72 X	2.85 X	1.49 X	4.99 X	7.68 X
Net Income	12.99 B	5.44 B	(13.17 B)	7.94 B	7.67 B
Earnings Per Share	1.76 X	0.48 X	(2.16) X	0.77 X	0.78 X
Shares Owned By Insiders	40.01 %	61.98 %	28.27 %	30.40 %	59.49 %
Revenue	565.21 B	61.79 B	69.48 B	74.45 B	47.47 B
Working Capital	(48.82 B)	(6.65 B)	2.34 B	346 M	N/A
Cash And Equivalents	31.04 B	7.58 B	13.72 B	10.89 B	12.04 B
Cash Per Share	3.45 X	0.58 X	2.97 X	0.69 X	1.03 X
Gross Profit	140.9 B	18.39 B	24.25 B	24.99 B	13.08 B
Day Typical Price	62.58	9.73	27.42	26.0	64.17
Accumulation Distribution	244185.0	507929.0	818058.0	1.6 M	0.0269
Market Facilitation Index	N/A	N/A	N/A	N/A	1.75
Daily Balance Of Power	(1.00)	(1.00)	(0.25)	(0.67)	0.1429
Period Momentum Indicator	(1.00)	(0.25)	(0.25)	(0.50)	0.25
Rate Of Daily Change	0.98	0.97	0.99	0.98	1.0
Day Median Price	62.75	9.78	27.5	26.13	64.13
Price Action Indicator	(1.00)	(0.25)	(0.37)	(0.62)	0.25
Coefficient Of Variation	1193.36	846.79	1825.96	(2,530)	477.07
Mean Deviation	0.9496	1.7	1.06	1.06	1.31
Jensen Alpha	0.0802	0.238	0.0812	(0.11)	N/A
Total Risk Alpha	(0.10)	(0.1)	(0.16)	(0.29)	0.0912
Sortino Ratio	(0.02)	0.0818	(0.03)	N/A	0.1533
Downside Variance	1.28	3.63	1.94	N/A	2.91
Standard Deviation	1.28	2.41	1.48	1.42	1.86
Kurtosis	2.37	3.81	2.64	1.31	2.24
Potential Upside	2.38	3.79	1.98	1.78	4.21
Treynor Ratio	0.6855	0.8955	(0.85)	(0.20)	N/A
Maximum Drawdown	7.61	14.11	9.06	6.06	11.13
Variance	1.63	5.8	2.2	2.02	3.46
Market Risk Adjusted Performance	0.6955	0.9055	(0.84)	(0.19)	N/A
Risk Adjusted Performance	0.0681	0.0971	0.0467	(0.03)	0.1661
Skewness	0.9181	1.45	0.7651	0.3867	0.3944
Semi Deviation	0.9393	1.47	1.03	N/A	1.29
Information Ratio	(0.02)	0.0647	(0.03)	(0.13)	0.1405
Value At Risk	(1.52)	(2.78)	(1.83)	(2.52)	(2.16)
Expected Short fall	(1.19)	(2.53)	(1.75)	N/A	(1.66)
Downside Deviation	1.13	1.9	1.39	N/A	1.7
Semi Variance	0.8822	2.16	1.06	N/A	1.66

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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

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