SZSE Composite Competition

Summary

SZSC Index

1,984 12.92 0.65%

SZSE Composite competes with Orinko Advanced, Tianjin Pengling, Ningxia Building, Peoples Insurance, and Malion New; as well as few others. Analyzing SZSE Composite 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 SZSE Composite to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of SZSE Composite competition on your existing holdings.

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SZSE Composite Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between SZSE Composite and its competitors represents the degree of relationship between the price movements of corresponding indexs. A correlation of about +1.0 implies that the price of SZSE 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 SZSE Composite does not affect the price movement of the other competitor.

	688219	300375	600449	601319	300586	002149	300805
688219		0.98	0.92	0.92	0.96	0.96	0.95	688219
300375	0.98		0.94	0.95	0.95	0.96	0.95	300375
600449	0.92	0.94		0.91	0.93	0.94	0.93	600449
601319	0.92	0.95	0.91		0.91	0.9	0.91	601319
300586	0.96	0.95	0.93	0.91		0.94	0.96	300586
002149	0.96	0.96	0.94	0.9	0.94		0.93	002149
300805	0.95	0.95	0.93	0.91	0.96	0.93		300805
	688219	300375	600449	601319	300586	002149	300805

Click cells to compare fundamentals

Check Volatility

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Risk-Adjusted Indicators

There is a big difference between SZSE Index performing well and SZSE Composite Index 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 SZSE Composite'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
688219	2.12	0.49	0.11	(0.75)	2.48	(2.44)	4.03	(3.94)	25.70
300375	2.33	0.43	0.07	(0.87)	3.24	(2.51)	4.07	(4.14)	27.97
600449	2.35	0.77	0.19	(1.78)	2.62	(2.67)	7.76	(4.13)	20.02
601319	1.86	0.46	0.10	(0.57)	2.13	(2.29)	4.69	(3.30)	20.06
300586	2.99	0.68	0.12	(0.81)	3.63	(3.32)	7.66	(4.43)	29.03
002149	2.51	0.54	0.13	(0.62)	2.26	(2.94)	6.50	(3.47)	15.58
300805	2.97	0.71	0.12	(1.93)	4.23	(3.03)	5.20	(5.17)	31.32

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All Fundamental Data

SZSE Composite Competitive Analysis

The better you understand SZSE Composite competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, SZSE Composite'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 SZSE Composite'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

	SZSC	688219	300375	600449	601319	300586	002149	300805
	0.65 1,984 SZSE	0.76 9.25 Orinko	3.03 5.10 Tianjin	0.87 15.00 Ningxia	1.10 7.17 Peoples	3.21 8.37 Malion	1.89 16.12 Western	1.59 9.88 Guangdong
Market Volatility (90 Days Market Risk)	Very steady	Slightly risky	Relatively risky	Somewhat reliable	Slightly risky	Moderately volatile	Somewhat reliable	Slightly risky
Market Performance (90 Days Performance)	Good	OK	OK	Solid	OK	OK	OK	Good
Odds of Financial Distress (Probability Of Bankruptcy)	Unknown	Low	Very Small	Very Small	Low	Low	Very Small	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued	Over 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	Not Available
Trade Advice (90 Days Macroaxis Advice)	Hold	Strong Sell	Strong Sell	Strong Sell	Strong Sell	Strong Sell	Strong Sell	Strong Sell
Net Asset		6.55 B	3.32 B	11.25 B	1.56 T	3.43 B	6.56 B	2.04 B
Profit Margin		N/A	0.03 %	0.02 %	0.07 %	0.03 %	0.06 %	0 %
EBITDA		218.14 M	143.75 M	452.04 M	68.96 B	264.58 M	346.89 M	2.35 M
Current Valuation		5.52 B	3.35 B	5.08 B	304.87 B	6.16 B	9.09 B	3.38 B
Price To Book		2.07 X	1.66 X	0.99 X	1.27 X	3.01 X	2.72 X	2.81 X
Operating Margin		N/A	(0) %	0.06 %	0.16 %	0.01 %	0.11 %	(0.01) %
Retained Earnings		471.61 M	861.46 M	4.25 B	153.6 B	656.11 M	377.71 M	499.34 M
Beta		N/A	0.47	0.53	0.47	0.64	0.75	0.48
Number Of Employees		N/A	2.64 K	2.64 K	175.88 K	1.14 K	1.91 K	10.27 K
Shares Outstanding		N/A	755.38 M	478.18 M	35.5 B	711.22 M	488.21 M	423.23 M
Cash Flow From Operations		146.75 M	(127.56 M)	791.7 M	70.55 B	376.41 M	237.3 M	48.03 M
Annual Yield		0 %	0.01 %	N/A	N/A	0.01 %	0.02 %	0 %
Total Debt		1.46 B	197.92 M	400.21 M	1.23 T	329.53 M	1.07 B	504.31 M
Return On Equity		N/A	0.0269	0.0258	0.15	0.0288	0.0656	0.0036
Return On Asset		N/A	0.0091	0.0061	0.0259	0.0149	0.0155	-8.0E-4
Book Value Per Share		N/A	2.98 X	15.07 X	6.05 X	2.69 X	6.04 X	3.58 X
Total Asset		6.55 B	3.32 B	11.25 B	1.56 T	3.43 B	6.56 B	2.04 B
Last Dividend Paid		N/A	0.035	0.25	0.16	0.05	0.25	0.04
Target Price		N/A	N/A	19.21	6.27	8.5	18.0	N/A
Shares Owned By Institutions		N/A	0.38 %	4.61 %	16.76 %	1.21 %	23.64 %	0.63 %
Market Capitalization		N/A	3.9 B	7.27 B	285.47 B	5.79 B	7.82 B	4.22 B
Price To Earnings To Growth		N/A	N/A	N/A	0.70 X	N/A	2.39 X	N/A
Price To Sales		0.70 X	1.69 X	0.75 X	0.51 X	3.32 X	2.53 X	1.88 X
Net Income		146.97 M	28.41 M	297.4 M	22.77 B	114.96 M	196.2 M	32.9 M
Earnings Per Share		N/A	0.08 X	0.37 X	0.87 X	0.07 X	0.38 X	0.02 X
Shares Owned By Insiders		N/A	47.04 %	52.30 %	76.00 %	53.35 %	35.24 %	68.66 %
Revenue		5.35 B	1.95 B	10.41 B	501.76 B	1.87 B	3.23 B	2.25 B
Working Capital		618.66 M	1 B	2.71 B	N/A	306.36 M	1.88 B	1.19 B
Gross Profit		N/A	357.27 M	1.14 B	129.39 B	807.41 M	528.38 M	241.41 M
Day Typical Price	1990.28	9.27	5.09	15.07	7.2	8.3	16.2	10.13
Accumulation Distribution	1.1 B	44965.86	2.3 M	880974.0	627291.0	1.2 M	178104.0	2.7 M
Daily Balance Of Power	(0.50)	0.4667	0.625	0.1831	(0.62)	0.5417	(0.51)	(0.19)
Period Momentum Indicator	(12.92)	0.07	0.15	0.13	(0.08)	0.26	(0.31)	(0.16)
Rate Of Daily Change	0.99	1.01	1.03	1.01	0.99	1.03	0.98	0.98
Day Median Price	1993.53	9.27	5.08	15.11	7.22	8.27	16.25	10.26
Price Action Indicator	(16.20)	0.01	0.095	(0.04)	(0.09)	0.23	(0.28)	(0.46)
Coefficient Of Variation	670.64	794.05	923.88	466.15	708.66	709.87	676.94	632.57
Mean Deviation	1.79	2.12	2.33	2.35	1.86	2.99	2.51	2.97
Total Risk Alpha	(0.01)	(0.09)	(0.16)	0.2098	(0.04)	(0.05)	(0.02)	0.0225
Jensen Alpha	N/A	0.4898	0.4258	0.7744	0.463	0.6794	0.5429	0.7132
Sortino Ratio	0.1242	0.1065	0.0738	0.1867	0.1044	0.1153	0.1324	0.1152
Downside Variance	5.13	8.42	12.48	10.74	6.7	17.33	6.68	23.43
Standard Deviation	2.73	3.45	3.57	3.44	2.8	4.3	3.16	4.32
Kurtosis	5.06	7.77	6.79	2.13	4.62	3.15	0.0049	4.81
Potential Upside	4.09	4.03	4.07	7.76	4.69	7.66	6.5	5.2
Maximum Drawdown	19.58	25.7	27.97	20.02	20.06	29.03	15.58	31.32
Treynor Ratio	N/A	(0.75)	(0.87)	(1.78)	(0.57)	(0.81)	(0.62)	(1.93)
Variance	7.43	11.89	12.72	11.81	7.86	18.45	10.01	18.66
Market Risk Adjusted Performance	N/A	(0.74)	(0.86)	(1.77)	(0.56)	(0.80)	(0.61)	(1.92)
Risk Adjusted Performance	0.1215	0.1043	0.0908	0.1722	0.1154	0.1162	0.1208	0.1294
Skewness	0.8809	1.21	0.0499	0.181	0.2905	0.0532	0.4408	(0.47)
Semi Deviation	1.84	2.48	3.24	2.62	2.13	3.63	2.26	4.23
Information Ratio	0.1031	0.0896	0.0731	0.178	0.0964	0.1117	0.1081	0.1291
Value At Risk	(2.81)	(3.94)	(4.14)	(4.13)	(3.30)	(4.43)	(3.47)	(5.17)
Expected Short fall	(2.02)	(2.44)	(2.51)	(2.67)	(2.29)	(3.32)	(2.94)	(3.03)
Downside Deviation	2.26	2.9	3.53	3.28	2.59	4.16	2.58	4.84
Semi Variance	3.4	6.16	10.53	6.88	4.54	13.17	5.12	17.9

SZSE Composite Competition Performance Charts

Five steps to successful analysis of SZSE Composite Competition

SZSE Composite'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 SZSE Composite in relation to its competition. SZSE Composite's competition analysis typically involves several steps, including:

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

In addition to having SZSE Composite 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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