Global Strategist Competition

MBAAX Fund

USD 19.64 0.01 0.05%

Global Strategist competes with Calvert Global, Short Oil, New Alternatives, Gmo Resources, and Hennessy; as well as few others. The fund is listed under World Allocation category and is part of Morgan Stanley family. Analyzing Global Strategist competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Global Strategist to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Global Strategist Correlation with its peers.

Global Strategist vs Oil Gas Correlation

Poor diversification

The correlation between Global Strategist Portfolio and ENPSX is 0.69 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Global Strategist Portfolio and ENPSX in the same portfolio, assuming nothing else is changed.

Moving together with Global Mutual Fund

0.84	TEMUX	Emerging Markets Equity	Pair Corr
0.94	MLMAX	Global E Portfolio	Pair Corr
0.94	MLMCX	Global E Portfolio	Pair Corr
0.88	MLNSX	Global Centrated Por	Pair Corr

Moving against Global Mutual Fund

0.88	MMMPX	Msif Emerging Markets	Pair Corr
0.88	MRGEX	Msif Emerging Markets	Pair Corr
0.87	MMKBX	Emerging Markets Por	Pair Corr
0.4	MPAIX	Advantage Portfolio Class	Pair Corr
0.4	MADSX	Msif Advantage Port	Pair Corr

Specify up to 10 symbols:

Hype

Prediction

Low	Estimated	High
19.16	19.78	20.40

Details

Intrinsic

Valuation

Low	Real	High
17.68	21.20	21.82

Details

Naive

Forecast

Low	Next	High
19.23	19.85	20.47

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
19.15	19.50	19.85

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Global Strategist. Your research has to be compared to or analyzed against Global Strategist's peers to derive any actionable benefits. When done correctly, Global Strategist's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Global Strategist.

Global Strategist Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Global Strategist and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Global and its corresponding peer 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; in other words, the historical price movement of Global Strategist does not affect the price movement of the other competitor.

	ALEFX	CGAEX	SNPIX	NALFX	GMOWX	HNRGX	ALTEX	ENPSX
ALEFX		0.63	-0.71	0.5	0.78	0.77	0.71	0.69	ALEFX
CGAEX	0.63		-0.84	0.96	0.92	0.84	0.89	0.84	CGAEX
SNPIX	-0.71	-0.84		-0.78	-0.94	-0.99	-0.77	-1.0	SNPIX
NALFX	0.5	0.96	-0.78		0.85	0.76	0.82	0.78	NALFX
GMOWX	0.78	0.92	-0.94	0.85		0.95	0.87	0.94	GMOWX
HNRGX	0.77	0.84	-0.99	0.76	0.95		0.78	0.99	HNRGX
ALTEX	0.71	0.89	-0.77	0.82	0.87	0.78		0.76	ALTEX
ENPSX	0.69	0.84	-1.0	0.78	0.94	0.99	0.76		ENPSX
	ALEFX	CGAEX	SNPIX	NALFX	GMOWX	HNRGX	ALTEX	ENPSX

High positive correlations

ENPSX	+ 0.99	HNRGX
NALFX	+ 0.96	CGAEX
HNRGX	+ 0.95	GMOWX
ENPSX	+ 0.94	GMOWX
GMOWX	+ 0.92	CGAEX
ALTEX	+ 0.89	CGAEX

High negative correlations

ENPSX	- 1.0	SNPIX
HNRGX	- 0.99	SNPIX
GMOWX	- 0.94	SNPIX
SNPIX	- 0.84	CGAEX
NALFX	- 0.78	SNPIX
ALTEX	- 0.77	SNPIX

Risk-Adjusted Indicators

There is a big difference between Global Mutual Fund performing well and Global Strategist Mutual Fund 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 Global Strategist's 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
ALEFX	0.99	0.43	0.43	1.03	0.17	(1.24)	1.61	(1.26)	19.46
CGAEX	0.72	0.07	0.02	(7.61)	0.91	(0.71)	1.45	(1.66)	3.90
SNPIX	1.01	(0.24)	0.00	1.18	0.00	0.00	1.89	(2.37)	6.18
NALFX	0.58	0.05	0.00	(0.72)	0.70	(0.62)	1.09	(1.23)	3.50
GMOWX	0.96	0.27	0.20	1.47	0.95	(1.09)	2.11	(1.80)	6.05
HNRGX	0.92	0.22	0.17	0.65	0.87	(1.01)	2.19	(1.62)	5.75
ALTEX	1.64	0.18	0.08	0.19	2.03	(1.69)	4.15	(4.06)	12.23
ENPSX	1.52	0.35	0.17	1.13	1.57	(1.67)	3.62	(2.77)	7.98

Global Strategist Competitive Analysis

The better you understand Global Strategist competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Global Strategist's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Global Strategist's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	MBAAX	ALEFX	CGAEX	SNPIX	NALFX	GMOWX	HNRGX	ALTEX	ENPSX
	0.05 19.64 Global	2.17 13.64 Alps/alerian	0.21 14.66 Calvert	3.18 11.26 Short	0.22 80.26 New	1.12 24.61 Gmo	2.73 34.20 Hennessy	2.26 12.21 Firsthand	4.87 42.00 Oil
Market Volatility (90 Days Market Risk)	Very steady	Not too volatile	Very steady	Not too volatile	Very steady	Very steady	Very steady	Not too volatile	Very steady
Market Performance (90 Days Performance)	Good	Solid	Fair	Weakest	Mild	Solid	Solid	Good	Solid
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Fair	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Under Valued	Under Valued	Over Valued	Over Valued	Over Valued	Under Valued	Under Valued	Over Valued	Under Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Buy	Strong Buy	Strong Sell	Strong Sell	Strong Sell	Strong Buy	Strong Buy	Cautious Hold	Strong Buy
Net Asset	574.62 M	N/A	159.95 M	590 K	271.85 M	2.1 B	13.19 M	9.35 M	25.64 M
Minimum Initial Investment	N/A	N/A	1 K	15 K	2.5 K	N/A	N/A	2 K	N/A
Price To Book	1.75	N/A	1.53	N/A	1.42	N/A	N/A	1.52	1.55
Five Year Return	5.21	N/A	2.24	-22.06	-0.47	N/A	23.57	-0.83	28.85
One Year Return	17.17	N/A	37.73	-13.44	36.97	N/A	15.24	46.42	12.08
Last Dividend Paid	0.17	0.14	0.08	0.13	4.71	N/A	N/A	N/A	0.14
Price To Earning	16.11	N/A	16.67	N/A	19.64	N/A	N/A	19.75	32.66
Price To Sales	1.2	N/A	0.9	N/A	0.75	N/A	N/A	1.04	1.32
Cash Position Weight	18.25	N/A	0.39	100.0	5.06	N/A	1.1	25.62	18.18
Equity Positions Weight	34.67	N/A	99.47	N/A	94.88	N/A	98.9	74.37	77.51
Three Year Return	11.53	N/A	7.92	-3.83	5.24	N/A	11.53	6.78	1.99
Annual Yield	0.034	N/A	0.0051	0.57	0.0117	0.0449	0.0052	N/A	0.0203
Year To Date Return	2.3	N/A	6.33	3.11	5.61	N/A	9.73	19.61	16.38
Bond Positions Weight	49.39	N/A	0.14	N/A	N/A	N/A	N/A	N/A	N/A
Ten Year Return	6.22	N/A	0.22	-6.55	9.3	N/A	N/A	1.78	-7.33
Day Typical Price	19.64	13.64	14.66	11.26	80.26	24.61	34.2	12.21	42.0
Daily Balance Of Power	0	9.2 T	9.2 T	0	0	0	9.2 T	9.2 T	9.2 T
Period Momentum Indicator	(0.01)	0.29	0.03	(0.37)	(0.18)	(0.28)	0.91	0.27	1.95
Rate Of Daily Change	1.0	1.02	1.0	0.97	1.0	0.99	1.03	1.02	1.05
Day Median Price	19.64	13.64	14.66	11.26	80.26	24.61	34.2	12.21	42.0
Price Action Indicator	(0.01)	0.15	0.015	(0.19)	(0.09)	(0.14)	0.46	0.14	0.98
Relative Strength Index	63.25	72.96	59.8	31.69	58.9	67.57	69.5	63.07	68.88
Coefficient Of Variation	670.09	501.3	1197.96	(535.07)	1390.63	421.74	481.6	958.7	515.96
Mean Deviation	0.4001	0.9921	0.7244	1.01	0.5848	0.9592	0.9185	1.64	1.52
Jensen Alpha	0.0802	0.4272	0.0689	(0.24)	0.0469	0.2731	0.2222	0.1804	0.3509
Total Risk Alpha	0.0452	0.312	0.0134	(0.33)	1.0E-4	0.2094	0.1679	0.0963	0.2515
Sortino Ratio	0.0779	0.4325	0.0232	N/A	0.0017	0.1986	0.1684	0.0793	0.171
Downside Variance	0.2353	0.8676	1.21	N/A	0.5805	1.44	1.34	5.71	3.54
Standard Deviation	0.6085	2.29	0.9407	1.29	0.7548	1.23	1.19	2.32	1.93
Kurtosis	13.48	46.97	(0.07)	0.1163	0.3642	0.1383	0.1554	2.2	0.1712
Potential Upside	0.8138	1.61	1.45	1.89	1.09	2.11	2.19	4.15	3.62
Treynor Ratio	6.12	1.03	(7.61)	1.18	(0.72)	1.47	0.6533	0.1921	1.13
Maximum Drawdown	4.48	19.46	3.9	6.18	3.5	6.05	5.75	12.23	7.98
Variance	0.3703	5.22	0.8849	1.65	0.5697	1.51	1.42	5.4	3.74
Market Risk Adjusted Performance	6.13	1.04	(7.60)	1.19	(0.71)	1.48	0.6633	0.2021	1.14
Risk Adjusted Performance	0.1075	0.1532	0.0635	(0.13)	0.0531	0.1781	0.1563	0.0834	0.1485
Skewness	2.45	6.3	(0.43)	(0.001)	(0.17)	(0.23)	(0.05)	0.1299	(0.01)
Semi Deviation	0.2654	0.169	0.9116	N/A	0.6988	0.9511	0.8742	2.03	1.57
Information Ratio	0.0621	0.1763	0.0271	(0.23)	0.0017	0.194	0.1632	0.0815	0.1664
Value At Risk	(0.76)	(1.26)	(1.66)	(2.37)	(1.23)	(1.80)	(1.62)	(4.06)	(2.77)
Expected Short fall	(0.49)	(1.24)	(0.71)	N/A	(0.62)	(1.09)	(1.01)	(1.69)	(1.67)
Downside Deviation	0.4851	0.9314	1.1	N/A	0.7619	1.2	1.16	2.39	1.88
Semi Variance	0.0704	0.0286	0.831	N/A	0.4883	0.9047	0.7643	4.12	2.48

Global Strategist Competition Performance Charts

Five steps to successful analysis of Global Strategist Competition

Global Strategist's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Global Strategist in relation to its competition. Global Strategist's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Global Strategist in the market, 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 Global Strategist's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Global Strategist, 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.

Complement your Global Strategist position

In addition to having Global Strategist in your portfolios, you can quickly add positions 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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Marketing

Companies providing marketing and public relation (PR) services as well as news and media distribution. The Marketing theme has 39 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 Marketing Theme or any other thematic opportunities.

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Other Information on Investing in Global Mutual Fund

Global Strategist financial ratios help investors to determine whether Global Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Global with respect to the benefits of owning Global Strategist security.

	Risk-Return Analysis View associations between returns expected from investment and the risk you assume
	Bonds Directory Find actively traded corporate debentures issued by US companies
	Equity Valuation Check real value of public entities based on technical and fundamental data
	My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like

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

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Global Strategist Competition

Global Strategist vs Oil Gas Correlation

Poor diversification

Moving together with Global Mutual Fund

Moving against Global Mutual Fund

Specify up to 10 symbols:

Global Strategist Competition Correlation Matrix

High positive correlations

High negative correlations

Risk-Adjusted Indicators

Global Strategist Competitive Analysis

Global Strategist Competition Performance Charts

Five steps to successful analysis of Global Strategist Competition

Complement your Global Strategist position

Did You Try This Idea?

Run Marketing Thematic Idea Now

Marketing

Other Information on Investing in Global Mutual Fund

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