Compare Razor to Strauss, Amanet, Clal, Tower, Brainsway, Levinski

Comparing Razor to Strauss, Amanet, Clal, Tower, Brainsway, Levinski 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.

	RZR	STRS	AMAN	CLBV	TSEM	BRIN	LEOF
RZR		0.55	0.45	0.33	0.48	0.71	0.59	RZR
STRS	0.55		0.56	0.87	0.68	0.74	0.88	STRS
AMAN	0.45	0.56		0.51	0.64	0.57	0.54	AMAN
CLBV	0.33	0.87	0.51		0.55	0.51	0.81	CLBV
TSEM	0.48	0.68	0.64	0.55		0.81	0.68	TSEM
BRIN	0.71	0.74	0.57	0.51	0.81		0.75	BRIN
LEOF	0.59	0.88	0.54	0.81	0.68	0.75		LEOF
	RZR	STRS	AMAN	CLBV	TSEM	BRIN	LEOF

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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
RZR	4.89	0.72	0.08	(0.38)	5.23	(6.33)	15.40	(7.78)	34.41
STRS	1.39	0.31	0.14	1.93	1.25	(1.57)	3.70	(2.86)	15.08
AMAN	1.14	0.02	(0.03)	0.22	1.80	(1.40)	2.44	(2.58)	8.89
CLBV	1.72	0.25	0.11	0.50	1.73	(2.08)	4.16	(3.37)	9.97
TSEM	1.89	0.20	0.03	3.01	2.69	(1.89)	3.91	(3.61)	14.22
BRIN	2.71	0.43	0.11	0.85	3.03	(3.01)	6.92	(5.26)	16.84
LEOF	2.74	0.41	0.09	(6.33)	2.66	(3.29)	8.00	(5.02)	13.88

Unable to evaluate fundamental data of [RZR.TA, STRS.TA, AMAN.TA, CLBV.TA, TSEM.TA, BRIN.TA, LEOF.TA] at this time. Please try again later

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	RZR	STRS	AMAN	CLBV	TSEM	BRIN	LEOF
	4.93 505.70 Razor	1.09 6,850 Strauss	1.05 1,640 Amanet	0.14 2,185 Clal	2.45 17,960 Tower	0.59 1,891 Brainsway	10.73 320.00 Levinski
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Modest	Good	Modest	Good	Good	Solid	Solid
Odds of Financial Distress (Probability Of Bankruptcy)	Below Average	Low	Low	Below Average	Low	Low	Below Average
Current Valuation (Equity Enterprise Value)	Over Valued	Under Valued	Over Valued	Under Valued	Fairly Valued	Over Valued	Over 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	Strong Buy	Sell	Buy	Cautious Hold	Hold	Strong Sell
Current Ratio	15.02 X	1.16 X	1.70 X	N/A	3.71 X	1.62 X	1.24 X
Net Asset	N/A	6.7 B	192.06 M	1.14 B	2.23 B	N/A	N/A
Profit Margin	N/A	0.03 %	0 %	N/A	0.14 %	N/A	(0.14) %
EBITDA	(34.61 M)	1.19 B	14.32 M	231.69 M	437.22 M	(3.89 M)	(5.17 M)
Operating Margin	(5.47) %	0.05 %	0.01 %	1.26 %	0.16 %	N/A	(0.07) %
Current Valuation	(3.26 M)	12.3 B	92.12 M	103.81 M	15.01 B	N/A	378.31 M
Price To Book	0.53 X	4.02 X	1.18 X	0.56 X	2.84 X	N/A	N/A
Retained Earnings	N/A	1.91 B	53 M	N/A	N/A	(47 M)	(16 M)
Current Asset	N/A	2.34 B	107 M	N/A	668 M	15 M	144 M
Five Year Return	N/A	2.03 %	8.16 %	N/A	N/A	N/A	N/A
Beta	0.54	0.13	0.2	0.61	0.93	0.59	0.24
Number Of Employees	38	17.4 K	1.47 K	8	27	96	11
Shares Outstanding	39.26 M	116.45 M	6.61 M	32.47 M	109.5 M	N/A	228.27 M
Cash Flow From Operations	(6.82 M)	854 M	(1.12 M)	44.09 M	421.29 M	(3.77 M)	(23.75 M)
Annual Yield	N/A	0.03 %	0.05 %	0.08 %	N/A	N/A	N/A
Total Debt	21.85 M	1.59 B	N/A	N/A	230.97 M	2.83 M	84.13 M
Return On Equity	-0.56	0.089	0.0162	0.11	0.14	N/A	-0.26
Z Score	0.6	3.6	1.0	N/A	40.8	68.0	0.6
Return On Asset	-0.23	0.0244	0.0129	-0.0299	0.0751	N/A	-0.0146
Book Value Per Share	1.21 X	21.58 X	15.31 X	26.16 X	16.02 X	0.42 X	0.18 X
Current Liabilities	N/A	1.71 B	62 M	N/A	255 M	5 M	136 M
Total Asset	N/A	6.7 B	192.06 M	1.14 B	2.23 B	22 M	162 M
Debt To Equity	0.21 %	0.87 %	0.02 %	N/A	0.22 %	40.70 %	2.93 %
Target Price	N/A	99.67	N/A	N/A	20.0	N/A	N/A
Last Dividend Paid	N/A	2.49	0.45	1.13	N/A	N/A	N/A
Shares Owned By Institutions	6.63 %	17.79 %	18.10 %	36.98 %	56.91 %	N/A	N/A
Market Capitalization	33.33 M	10.17 B	133.22 M	851.62 M	15.91 B	334.31 M	140.84 M
Price To Earnings To Growth	N/A	1.44 X	N/A	N/A	0.63 X	N/A	N/A
Price To Sales	3.87 X	1.69 X	0.37 X	1.06 X	10.32 X	N/A	1.53 X
Net Income	(6 M)	609 M	3.69 M	37.8 M	150.01 M	N/A	(7.21 M)
Earnings Per Share	(1.20) X	1.56 X	0.17 X	3.41 X	7.26 X	(0.39) X	(0.03) X
Shares Owned By Insiders	77.72 %	57.04 %	66.20 %	26.70 %	0.05 %	N/A	73.24 %
Revenue	6.5 M	6.07 B	357.7 M	992.08 M	1.51 B	N/A	73.45 M
Working Capital	N/A	626 M	45 M	N/A	413 M	10 M	8 M
Cash And Equivalents	99.89 M	314 M	20.82 M	N/A	728.96 M	9.07 M	9.25 M
Cash Per Share	2.78 X	2.70 X	3.13 X	N/A	6.74 X	0.55 X	0.07 X
Gross Profit	1.91 M	2.42 B	21.23 M	35.58 M	329.12 M	N/A	2.34 M
Day Typical Price	517.0	6809.33	1613.0	2185.33	17846.67	1883.33	316.3
Accumulation Distribution	0.0995	0.0287	0.0494	5.0E-4	4494.54	3974.2	0.0347
Market Facilitation Index	54.7	198.0	81.0	1.0	0.0022	5.0E-4	11.1
Daily Balance Of Power	(0.48)	0.3737	0.2099	(3.00)	1.02381	0.1803	2.792793
Period Momentum Indicator	(26.20)	74.0	17.0	(3.00)	430.0	11.0	31.0
Rate Of Daily Change	0.95	1.01	1.01	1.0	1.02	1.01	1.11
Day Median Price	522.65	6789.0	1599.5	2185.5	17790.0	1879.5	314.45
Price Action Indicator	(30.05)	98.0	49.0	(2.00)	385.0	17.0	21.05
Relative Strength Index	60.72	71.32	46.25	63.71	51.95	49.0	64.97
Coefficient Of Variation	1270.06	638.04	3491.28	738.15	1311.11	732.4	896.42
Mean Deviation	4.89	1.39	1.14	1.72	1.89	2.71	2.74
Jensen Alpha	0.7163	0.3104	0.0222	0.2468	0.1954	0.4313	0.4063
Total Risk Alpha	(0.42)	0.0359	(0.20)	(0.01)	(0.17)	(0.01)	(0.1)
Sortino Ratio	0.0792	0.1417	(0.03)	0.1073	0.0314	0.1083	0.0946
Downside Variance	33.62	2.51	4.68	3.76	9.91	12.81	9.83
Standard Deviation	7.27	2.16	1.82	2.37	2.78	3.67	3.67
Kurtosis	3.2	11.39	7.58	2.41	3.99	0.9259	0.7935
Potential Upside	15.4	3.7	2.44	4.16	3.91	6.92	8.0
Treynor Ratio	(0.38)	1.93	0.2177	0.498	3.01	0.8486	(6.33)
Maximum Drawdown	34.41	15.08	8.89	9.97	14.22	16.84	13.88
Variance	52.91	4.65	3.33	5.63	7.75	13.47	13.5
Market Risk Adjusted Performance	(0.37)	1.94	0.2277	0.508	3.02	0.8586	(6.32)
Risk Adjusted Performance	0.069	0.126	0.0277	0.1102	0.0655	0.1121	0.093
Skewness	0.7391	2.27	(1.10)	0.8203	(0.28)	(0.18)	0.7195
Semi Deviation	5.23	1.25	1.8	1.73	2.69	3.03	2.66
Information Ratio	0.0632	0.1042	(0.03)	0.0877	0.0356	0.1057	0.0807
Value At Risk	(7.78)	(2.86)	(2.58)	(3.37)	(3.61)	(5.26)	(5.02)
Expected Short fall	(6.33)	(1.57)	(1.40)	(2.08)	(1.89)	(3.01)	(3.29)
Downside Deviation	5.8	1.59	2.16	1.94	3.15	3.58	3.14
Semi Variance	27.31	1.56	3.23	3.0	7.22	9.2	7.08

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.

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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 Bonds Directory module to find actively traded corporate debentures issued by US companies.

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