Compare FibraHotel to McEwen, Ross, Bank, Grupo, KBH, GMxico

Comparing FibraHotel to McEwen, Ross, Bank, Grupo, KBH, GMxico 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.

Specify up to 10 symbols:

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.

	FIHO12	MUX	ROST	BNS	HOTEL	KBH	GMXT
FIHO12		-0.19	-0.05	-0.15	0.54	-0.31	-0.01	FIHO12
MUX	-0.19		0.85	0.8	0.31	0.89	-0.74	MUX
ROST	-0.05	0.85		0.78	0.37	0.71	-0.79	ROST
BNS	-0.15	0.8	0.78		0.16	0.75	-0.7	BNS
HOTEL	0.54	0.31	0.37	0.16		0.19	-0.32	HOTEL
KBH	-0.31	0.89	0.71	0.75	0.19		-0.54	KBH
GMXT	-0.01	-0.74	-0.79	-0.7	-0.32	-0.54		GMXT
	FIHO12	MUX	ROST	BNS	HOTEL	KBH	GMXT

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

High positive correlations

KBH	+ 0.89	MUX
ROST	+ 0.85	MUX
BNS	+ 0.8	MUX
BNS	+ 0.78	ROST
KBH	+ 0.75	BNS
KBH	+ 0.71	ROST

High negative correlations

GMXT	- 0.79	ROST
GMXT	- 0.74	MUX
GMXT	- 0.7	BNS
GMXT	- 0.54	KBH
GMXT	- 0.32	HOTEL
KBH	- 0.31	FIHO12

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
FIHO12	1.77	0.11	(0.05)	(0.03)	2.09	(2.28)	4.22	(4.00)	14.04
MUX	0.58	0.28	0.00	(15.17)	0.00	0.00	0.00	0.00	19.28
ROST	1.98	0.42	0.11	(1.69)	2.12	(2.29)	6.29	(3.95)	13.71
BNS	0.49	0.24	0.00	2.31	0.00	0.00	1.69	0.00	6.40
HOTEL	1.65	0.00	(0.03)	0.12	1.90	(2.90)	4.00	(3.25)	18.61
KBH	0.72	0.24	0.00	2.93	0.00	0.00	0.00	0.00	31.18
GMXT	1.34	(0.19)	0.00	(0.24)	0.00	0.00	2.92	(2.79)	14.26

Unable to evaluate fundamental data of [FIHO12.MX, MUX.MX, ROST.MX, BNS.MX, HOTEL.MX, KBH.MX, GMXT.MX] at this time. Please try again later

All Fundamental Data

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	FIHO12	MUX	ROST	BNS	HOTEL	KBH	GMXT
	1.56 8.85 FibraHotel	0.00 198.00 McEwen	2.38 2,981 Ross	0.00 1,018 Bank	0.00 3.98 Grupo	0.00 1,567 KBH	0.66 30.62 GMxico
Market Volatility (90 Days Market Risk)	Somewhat reliable	Very steady	Very steady	Very steady	Relatively risky	Very steady	Very steady
Market Performance (90 Days Performance)	Very Weak	OK	Weak	Solid	Weak	Modest	Very Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Quite High	Low	Low	Low	Quite High	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Over Valued	Over Valued	Under 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
Trade Advice (90 Days Macroaxis Advice)	Strong Sell	Hold	Strong Sell	Strong Buy	Cautious Hold	Strong Buy	Buy
Current Ratio	1.02 X	1.99 X	1.34 X	N/A	1.07 X	3.81 X	2.15 X
Net Asset	16.98 B	525.34 M	13.64 B	1.35 T	10.85 B	6.65 B	125.57 B
Profit Margin	0.11 %	(0.55) %	0.08 %	0.33 %	0.1 %	0.12 %	0.18 %
EBITDA	872.36 M	(32.45 M)	2.69 B	N/A	258.53 M	1.09 B	25.27 B
Operating Margin	0.14 %	(0.67) %	0.10 %	0.43 %	0.14 %	0.16 %	0.32 %
Current Valuation	10.9 B	5.28 B	839.58 B	1.26 T	6.01 B	88.69 B	200.1 B
Price To Book	0.57 X	0.50 X	9.53 X	1.23 X	0.67 X	0.74 X	2.77 X
Five Year Return	8.69 %	N/A	0.84 %	N/A	N/A	0.53 %	N/A
Beta	0.55	1.25	0.98	0.93	0.3	1.59	0.36
Number Of Employees	28	430	100 K	90.98 K	2.51 K	2.37 K	10.67 K
Shares Outstanding	785.82 M	47.43 M	344.37 M	1.19 B	716.08 M	83.99 M	4.37 B
Cash Flow From Operations	725.64 M	(20.22 M)	1.74 B	(78.96 B)	297.53 M	183.42 M	28.95 B
Annual Yield	0.13 %	0 %	0.01 %	0.06 %	N/A	0.02 %	0.05 %
Total Debt	4.89 B	48.87 M	2.45 B	177.43 B	2.98 B	1.33 B	26.89 B
Return On Equity	0.0417	-0.16	0.35	0.14	0.0445	0.24	0.18
Z Score	0.6	67.8	N/A	3.6	0.6	23.2	3.6
Return On Asset	0.0234	-0.0904	0.089	0.008	0.0201	0.11	0.09
Book Value Per Share	14.86 X	7.59 X	12.03 X	61.21 X	7.61 X	43.59 X	14.31 X
Total Asset	16.98 B	525.34 M	13.64 B	1.35 T	10.85 B	6.65 B	125.57 B
Debt To Equity	0.45 %	11.30 %	102.90 %	N/A	49.30 %	84.40 %	0.60 %
Target Price	11.57	N/A	N/A	N/A	6.45	N/A	40.57
Last Dividend Paid	N/A	N/A	1.22	4.06	N/A	0.6	N/A
Shares Owned By Institutions	0.80 %	22.10 %	93.13 %	52.45 %	1.81 %	94.06 %	18.60 %
Market Capitalization	8.03 B	5.53 B	745.26 B	1.22 T	2.99 B	49.77 B	178.47 B
Price To Earning	23.10 X	34.68 X	469.95 X	201.08 X	9.94 X	204.69 X	23.17 X
Price To Earnings To Growth	1.43 X	N/A	2.54 X	3.20 X	N/A	N/A	1.05 X
Price To Sales	1.52 X	43.04 X	42.88 X	39.51 X	1.51 X	7.50 X	3.21 X
Net Income	(54.17 M)	(56.71 M)	1.72 B	9.92 B	(143 K)	816.67 M	9.84 B
Earnings Per Share	0.13 X	(2.80) X	77.60 X	112.04 X	0.37 X	145.88 X	2.26 X
Shares Owned By Insiders	15.95 %	17.61 %	2.07 %	0.03 %	N/A	11.14 %	7.00 %
Revenue	3.11 B	136.54 M	18.92 B	31.15 B	1.76 B	6.9 B	54.57 B
Cash And Equivalents	419.88 M	15.49 M	1.37 B	221.92 B	104.31 M	178.88 M	8.1 B
Cash Per Share	0.54 X	0.04 X	3.75 X	180.86 X	0.21 X	2.03 X	1.98 X
Gross Profit	2.15 B	4.88 M	6.09 B	29.8 B	850.86 M	1.74 B	27.6 B
Day Typical Price	8.8	198.0	3032.87	1018.0	3.98	1567.0	30.68
Accumulation Distribution	0.0413	N/A	0.0493	N/A	N/A	N/A	0.0136
Market Facilitation Index	0.37	N/A	154.7	N/A	N/A	N/A	0.42
Daily Balance Of Power	(0.38)	0.0	0.448	0.0	0.0	0.0	0.4762
Period Momentum Indicator	(0.14)	N/A	69.3	N/A	N/A	N/A	0.2
Rate Of Daily Change	0.98	1.0	1.02	1.0	1.0	1.0	1.01
Day Median Price	8.78	198.0	3058.65	1018.0	3.98	1567.0	30.71
Price Action Indicator	0.005	N/A	(42.70)	N/A	N/A	N/A	0.01
Relative Strength Index	45.7	100.0	92.06	100.0	72.33	100.0	39.23
Coefficient Of Variation	8230.24	812.4	690.9	402.08	6911.31	1204.14	(1,727)
Mean Deviation	1.77	0.5753	1.98	0.4947	1.65	0.718	1.34
Jensen Alpha	0.1145	0.2843	0.4172	0.2441	4.0E-4	0.2363	(0.19)
Total Risk Alpha	(0.37)	(0.09)	(0.05)	0.0882	(0.40)	(0.24)	(0.45)
Sortino Ratio	(0.05)	N/A	0.1086	N/A	(0.03)	N/A	N/A
Downside Variance	4.77	N/A	6.11	N/A	7.3	N/A	N/A
Standard Deviation	2.48	2.37	2.76	1.08	2.71	3.09	2.03
Kurtosis	2.03	66.0	1.13	21.48	5.4	55.42	4.58
Potential Upside	4.22	N/A	6.29	1.69	4.0	N/A	2.92
Treynor Ratio	(0.03)	(15.17)	(1.69)	2.31	0.1223	2.93	(0.24)
Maximum Drawdown	14.04	19.28	13.71	6.4	18.61	31.18	14.26
Variance	6.14	5.63	7.61	1.16	7.35	9.54	4.13
Market Risk Adjusted Performance	(0.02)	(15.16)	(1.68)	2.32	0.1323	2.94	(0.23)
Risk Adjusted Performance	0.0162	0.1012	0.1182	0.1936	0.0183	0.0712	(0.04)
Skewness	0.3237	8.12	0.427	4.56	1.36	6.89	0.3119
Semi Deviation	2.09	N/A	2.12	N/A	1.9	N/A	N/A
Information Ratio	(0.04)	0.068	0.0973	0.1272	(0.03)	0.0407	(0.12)
Value At Risk	(4.00)	N/A	(3.95)	N/A	(3.25)	N/A	(2.79)
Expected Short fall	(2.28)	N/A	(2.29)	N/A	(2.90)	N/A	N/A
Downside Deviation	2.18	N/A	2.47	N/A	2.7	N/A	N/A
Semi Variance	4.37	N/A	4.48	N/A	3.61	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 Precious Metals Thematic Idea Now

Precious Metals

Fama and French investing themes focus on testing asset pricing under different economic assumptions. The Precious Metals theme has 61 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 Precious Metals Theme or any other thematic opportunities.

View All Next

Launch

Check out your portfolio center.

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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

Other Complementary Tools

	AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities
	Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges
	Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges
	Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios
	Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC