Compare Selective to RETAIL, QBE, Vastned, CarsalesCom, MARKET, Hanover

Comparing Selective to RETAIL, QBE, Vastned, CarsalesCom, MARKET, Hanover 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.

	SV2	JUU	QBE	VB2	WN6	VEFW	AF4
SV2		0.72	0.85	0.47	0.8	0.9	0.89	SV2
JUU	0.72		0.78	-0.04	0.81	0.68	0.81	JUU
QBE	0.85	0.78		0.27	0.94	0.92	0.97	QBE
VB2	0.47	-0.04	0.27		0.17	0.43	0.3	VB2
WN6	0.8	0.81	0.94	0.17		0.89	0.93	WN6
VEFW	0.9	0.68	0.92	0.43	0.89		0.94	VEFW
AF4	0.89	0.81	0.97	0.3	0.93	0.94		AF4
	SV2	JUU	QBE	VB2	WN6	VEFW	AF4

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

High positive correlations

AF4	+ 0.97	QBE
WN6	+ 0.94	QBE
AF4	+ 0.94	VEFW
AF4	+ 0.93	WN6
VEFW	+ 0.92	QBE
VEFW	+ 0.9	SV2

High negative correlations

VB2

- 0.04

JUU

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
SV2	1.31	0.22	0.05	2.62	1.46	(1.59)	2.76	(2.87)	9.71
JUU	1.35	0.07	0.01	0.27	1.34	(2.37)	3.90	(2.38)	12.19
QBE	1.01	0.31	0.15	0.78	0.79	(1.46)	2.59	(1.49)	7.31
VB2	0.50	0.04	(0.15)	(0.05)	0.60	(0.65)	1.46	(1.24)	3.52
WN6	1.07	0.23	0.05	(2.42)	1.04	(1.58)	2.73	(1.79)	6.24
VEFW	0.67	0.20	0.14	0.99	0.41	(0.79)	1.48	(1.01)	5.17
AF4	1.17	0.26	0.15	0.64	0.84	(1.68)	2.92	(1.94)	7.20

Unable to evaluate fundamental data of [SV2.F, JUU.BE, QBE.F, VB2.F, WN6.F, VEFW.BE, AF4.F] at this time. Please try again later

All Fundamental Data

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	SV2	JUU	QBE	VB2	WN6	VEFW	AF4
	1.64 93.00 Selective	1.20 0.04 RETAIL	0.83 12.20 QBE	0.21 24.20 Vastned	1.59 25.60 CarsalesCom	0.53 219.75 MARKET	2.60 158.00 Hanover
Market Volatility (90 Days Market Risk)	Very steady	Out of control	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	OK	Modest	Solid	Insignificant	Good	Solid	Solid
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Fairly Valued	Under Valued	Over Valued	Over Valued	Under Valued	Under 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 Buy	Strong Hold	Strong Buy	Sell	Cautious Hold	Strong Buy	Strong Buy
Current Ratio	0.34 X	N/A	0.67 X	0.28 X	2.58 X	N/A	0.37 X
Net Asset	10.8 B	350.08 M	49.5 B	1.45 B	1.86 B	N/A	14 B
Profit Margin	0.06 %	N/A	0.06 %	0.47 %	0.84 %	N/A	0.02 %
EBITDA	351.38 M	N/A	1.3 B	27.24 M	286.32 M	N/A	191 M
Operating Margin	0.09 %	N/A	0.09 %	0.79 %	0.41 %	N/A	0.03 %
Current Valuation	5.75 B	157.96 M	14.63 B	987.87 M	5.27 B	N/A	5.28 B
Price To Book	2.38 X	0.76 X	1.54 X	0.47 X	7.47 X	N/A	2.19 X
Five Year Return	N/A	N/A	4.31 %	5.64 %	4.04 %	N/A	2.00 %
Beta	0.64	N/A	0.82	0.84	0.96	N/A	0.69
Number Of Employees	2.52 K	N/A	12.48 K	8	1.7 K	N/A	4.6 K
Shares Outstanding	60.34 M	N/A	1.48 B	17.15 M	351.34 M	N/A	35.6 M
Cash Flow From Operations	802.41 M	N/A	2.75 B	44.28 M	203.64 M	N/A	722.3 M
Annual Yield	0.01 %	N/A	0.03 %	0.08 %	0.02 %	N/A	0.02 %
Total Debt	500.96 M	27.22 M	2.34 B	612.95 M	649.63 M	N/A	782.4 M
Return On Equity	0.0816	N/A	0.0871	0.0458	0.3	N/A	0.0427
Z Score	6.6	1.8	3.6	N/A	4.2	N/A	3.0
Return On Asset	0.0182	N/A	0.0158	0.0227	0.0532	N/A	0.0079
Book Value Per Share	38.58 X	N/A	6.05 X	41.74 X	6.74 X	N/A	65.33 X
Total Asset	10.8 B	350.08 M	49.5 B	1.45 B	1.86 B	N/A	14 B
Debt To Equity	29.80 %	N/A	37.90 %	76.40 %	180.50 %	N/A	0.25 %
Target Price	85.8	N/A	N/A	N/A	N/A	N/A	152.33
Last Dividend Paid	1.14	0.15	0.27	1.85	0.53	N/A	3.06
Shares Owned By Institutions	86.50 %	N/A	47.23 %	23.83 %	37.93 %	N/A	88.13 %
Market Capitalization	5.8 B	96.1 M	14.48 B	379.96 M	4.99 B	N/A	4.68 B
Price To Earning	18.07 X	N/A	26.96 X	25.48 X	16.09 X	N/A	10.73 X
Price To Sales	1.40 X	1.36 X	0.95 X	5.60 X	9.47 X	N/A	0.88 X
Net Income	224.89 M	N/A	770 M	14.4 M	160.82 M	N/A	116 M
Earnings Per Share	3.34 X	N/A	0.48 X	3.62 X	0.95 X	N/A	3.04 X
Shares Owned By Insiders	2.17 %	N/A	0.55 %	30.16 %	5.59 %	N/A	0.83 %
Revenue	3.56 B	N/A	13.4 B	62.22 M	509.08 M	N/A	5.47 B
Cash And Equivalents	291.17 M	N/A	2.04 B	1.25 M	48.09 M	N/A	106.4 M
Cash Per Share	4.92 X	N/A	1.53 X	0.07 X	0.20 X	N/A	2.98 X
Gross Profit	740.47 M	N/A	1.31 B	59.69 M	424.2 M	N/A	752 M
Day Typical Price	93.0	0.042	12.2	24.07	25.6	219.25	156.33
Accumulation Distribution	N/A	N/A	N/A	0.0165	N/A	0.0091	0.41
Market Facilitation Index	N/A	N/A	N/A	0.4	N/A	2.0	0.38
Daily Balance Of Power	9.2 T	9.2 T	9.2 T	0.125	9.2 T	0.575	0.8
Period Momentum Indicator	1.5	5.0E-4	0.1	0.05	0.4	1.15	4.0
Rate Of Daily Change	1.02	1.01	1.01	1.0	1.02	1.01	1.03
Day Median Price	93.0	0.042	12.2	24.0	25.6	219.0	155.5
Price Action Indicator	0.75	3.0E-4	0.05	0.22	0.2	1.33	4.5
Relative Strength Index	70.7	61.14	79.17	51.48	74.65	78.67	73.94
Coefficient Of Variation	722.42	1301.66	355.97	3302.75	626.22	364.97	440.72
Mean Deviation	1.31	1.35	1.01	0.4977	1.07	0.6673	1.17
Jensen Alpha	0.2185	0.0732	0.3101	0.0382	0.2274	0.2028	0.2647
Total Risk Alpha	(0.06)	(0.19)	0.1445	(0.11)	(0.02)	0.0849	0.08
Sortino Ratio	0.0527	0.0064	0.1547	(0.15)	0.0511	0.1407	0.1509
Downside Variance	3.75	4.15	2.47	0.5948	3.0	0.5593	1.81
Standard Deviation	1.73	1.96	1.36	0.7051	1.42	0.8863	1.5
Kurtosis	1.76	3.29	1.84	1.02	0.1725	1.03	0.9077
Potential Upside	2.76	3.9	2.59	1.46	2.73	1.48	2.92
Treynor Ratio	2.62	0.266	0.7808	(0.05)	(2.42)	0.9903	0.6405
Maximum Drawdown	9.71	12.19	7.31	3.52	6.24	5.17	7.2
Variance	3.0	3.85	1.84	0.4972	2.0	0.7854	2.25
Market Risk Adjusted Performance	2.63	0.276	0.7908	(0.04)	(2.41)	1.0	0.6505
Risk Adjusted Performance	0.1114	0.0648	0.2191	0.0223	0.1267	0.2108	0.1784
Skewness	0.2078	0.8314	0.3509	0.0999	(0.08)	0.3755	0.7127
Semi Deviation	1.46	1.34	0.7903	0.5995	1.04	0.4091	0.8393
Information Ratio	0.059	0.0067	0.1794	(0.16)	0.0625	0.1187	0.1352
Value At Risk	(2.87)	(2.38)	(1.49)	(1.24)	(1.79)	(1.01)	(1.94)
Expected Short fall	(1.59)	(2.37)	(1.46)	(0.65)	(1.58)	(0.79)	(1.68)
Downside Deviation	1.94	2.04	1.57	0.7712	1.73	0.7478	1.34
Semi Variance	2.14	1.78	0.6246	0.3594	1.07	0.1674	0.7044

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.

Did you try this?

Run Insider Screener Now

Insider Screener

Find insiders across different sectors to evaluate their impact on performance

All Next

Launch Module

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 AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.

Other Complementary Tools

	Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios.
	Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets
	ETFs Find actively traded Exchange Traded Funds (ETF) from around the world
	Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format
	Performance Analysis Check effects of mean-variance optimization against your current asset allocation

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