Compare Bio to BIONTECH, Agilent, T1MU34, Livetech, Micron, Take

Comparing Bio to BIONTECH, Agilent, T1MU34, Livetech, Micron, Take 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.

	T1CH34	B1NT34	A1GI34	T1MU34	LVTC3	MUTC34	T1TW34
T1CH34		-0.13	0.12	0.01	0.01	0.11	-0.01	T1CH34
B1NT34	-0.13		0.68	0.44	-0.16	0.43	0.21	B1NT34
A1GI34	0.12	0.68		0.38	-0.18	0.63	0.12	A1GI34
T1MU34	0.01	0.44	0.38		-0.88	0.68	0.92	T1MU34
LVTC3	0.01	-0.16	-0.18	-0.88		-0.52	-0.91	LVTC3
MUTC34	0.11	0.43	0.63	0.68	-0.52		0.46	MUTC34
T1TW34	-0.01	0.21	0.12	0.92	-0.91	0.46		T1TW34
	T1CH34	B1NT34	A1GI34	T1MU34	LVTC3	MUTC34	T1TW34

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

High positive correlations

T1TW34	+ 0.92	T1MU34
A1GI34	+ 0.68	B1NT34
MUTC34	+ 0.68	T1MU34
MUTC34	+ 0.63	A1GI34
T1TW34	+ 0.46	MUTC34
T1MU34	+ 0.44	B1NT34

High negative correlations

T1TW34	- 0.91	LVTC3
LVTC3	- 0.88	T1MU34
MUTC34	- 0.52	LVTC3
LVTC3	- 0.18	A1GI34
LVTC3	- 0.16	B1NT34
B1NT34	- 0.13	T1CH34

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
T1CH34	1.18	(0.02)	(0.03)	(0.04)	2.07	(1.87)	4.48	(5.26)	15.21
B1NT34	2.43	0.64	0.18	3.31	2.34	(2.98)	6.01	(4.55)	24.83
A1GI34	0.51	0.11	0.00	0.82	0.00	0.00	2.20	0.00	15.21
T1MU34	0.88	0.45	0.21	(1.81)	0.66	(0.96)	2.30	(1.67)	5.55
LVTC3	1.99	(0.27)	0.00	1.71	0.00	0.00	3.61	(4.00)	13.66
MUTC34	2.47	0.08	0.02	0.22	3.02	(2.60)	4.49	(5.09)	21.03
T1TW34	1.21	0.41	0.16	(2.58)	1.34	(1.38)	2.94	(1.99)	8.63

Unable to evaluate fundamental data of [T1CH34.SA, B1NT34.SA, A1GI34.SA, T1MU34.SA, LVTC3.SA, MUTC34.SA, T1TW34.SA] at this time. Please try again later

All Fundamental Data

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	T1CH34	B1NT34	A1GI34	T1MU34	LVTC3	MUTC34	T1TW34
	0.00 13.08 Bio	1.09 44.53 BIONTECH	0.00 402.87 Agilent	1.41 738.76 T1MU34	0.66 3.00 Livetech	0.28 96.69 Micron	2.96 283.42 Take
Market Volatility (90 Days Market Risk)	Not too volatile	Very steady	Very steady	Very steady	Relatively risky	Very steady	Very steady
Market Performance (90 Days Performance)	Very Weak	Good	OK	Strong	Very Weak	Modest	Solid
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Under 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
Trade Advice (90 Days Macroaxis Advice)	Strong Sell	Hold	Hold	Hold	Strong Sell	Strong Sell	Sell
Current Ratio	N/A	N/A	N/A	0.94 X	N/A	3.18 X	1.85 X
Net Asset	2.29 B	15.83 B	10.52 B	206.56 B	1.49 B	66.28 B	6.55 B
Profit Margin	0.23 %	0.56 %	0.18 %	0.03 %	0.04 %	0.23 %	(0.08) %
EBITDA	413.76 M	15.13 B	1.91 B	23.1 B	284.59 M	16.88 B	769.24 M
Operating Margin	0.26 %	0.68 %	0.24 %	0.16 %	0.10 %	0.25 %	(0.02) %
Current Valuation	73.29 B	165.09 B	252.29 B	1.49 T	790.17 M	305.76 B	106.25 B
Price To Book	7.19 X	2.30 X	8.23 X	2.54 X	0.54 X	1.19 X	1.87 X
Beta	1.21	0.2	1.05	0.56	N/A	1.34	0.72
Number Of Employees	3 K	4 K	18.1 K	10	315	49 K	7.8 K
Shares Outstanding	4.72 B	3.88 B	591.72 M	2.47 B	63.73 M	6.55 B	674.7 M
Cash Flow From Operations	325.27 M	889.7 M	1.31 B	13.92 B	(29.55 M)	15.18 B	257.98 M
Annual Yield	0 %	0.01 %	0.01 %	N/A	0.02 %	0.01 %	N/A
Total Debt	243.41 M	171.6 M	2.73 B	68.57 B	270.7 M	6.8 B	188.31 M
Return On Equity	0.15	0.76	0.23	0.0373	0.0726	0.13	-0.0611
Z Score	N/A	N/A	52.2	7.8	0.6	30.0	N/A
Return On Asset	0.0771	0.43	0.0987	0.0391	0.0421	0.0662	-0.0042
Book Value Per Share	0.38 X	76.45 X	8.98 X	28.22 X	10.16 X	7.55 X	14.17 X
Total Asset	2.29 B	15.83 B	10.52 B	206.56 B	1.49 B	66.28 B	6.55 B
Last Dividend Paid	0.32	N/A	0.84	N/A	0.17	0.45	N/A
Debt To Equity	N/A	N/A	N/A	1.64 %	N/A	0.18 %	0.05 %
Target Price	N/A	N/A	N/A	N/A	6.0	N/A	N/A
Shares Owned By Institutions	N/A	N/A	N/A	N/A	53.24 %	N/A	N/A
Market Capitalization	60.28 B	184.35 B	238.87 B	938.47 B	457.56 M	345.13 B	98.84 B
Price To Earnings To Growth	N/A	0.01 X	2.25 X	0.47 X	N/A	1.12 X	0.33 X
Price To Earning	N/A	N/A	N/A	57.16 X	N/A	27.98 X	10.08 X
Price To Sales	65.05 X	12.63 X	34.44 X	11.61 X	0.35 X	9.83 X	20.81 X
Net Income	272.05 M	10.29 B	1.25 B	3.02 B	72.45 M	8.69 B	418.02 M
Earnings Per Share	0.28 X	13.87 X	11.06 X	5.40 X	0.49 X	4.71 X	1.87 X
Shares Owned By Insiders	N/A	N/A	N/A	N/A	35.47 %	N/A	N/A
Revenue	1.11 B	18.98 B	6.85 B	80.12 B	1.07 B	30.76 B	3.5 B
Cash And Equivalents	N/A	N/A	N/A	7.79 B	38.47 M	7.18 B	2.54 B
Cash Per Share	N/A	N/A	N/A	3.12 X	N/A	6.41 X	5.74 X
Gross Profit	758.09 M	16.07 B	3.72 B	47.56 B	294.86 M	13.9 B	2.04 B
Day Typical Price	13.08	45.06	402.87	739.24	3.01	97.54	282.78
Accumulation Distribution	N/A	0.044	N/A	0.0192	0.0326	0.0257	0.0447
Market Facilitation Index	N/A	2.04	N/A	14.36	0.1	2.55	12.92
Daily Balance Of Power	0.0	(0.24)	0.0	0.7173	(0.20)	0.1059	0.6316
Period Momentum Indicator	N/A	(0.49)	N/A	10.3	(0.02)	0.27	8.16
Rate Of Daily Change	1.0	0.99	1.0	1.01	0.99	1.0	1.03
Day Median Price	13.08	45.32	402.87	739.48	3.02	97.97	282.46
Price Action Indicator	N/A	(1.04)	N/A	4.43	(0.03)	(1.14)	5.04
Coefficient Of Variation	48725.47	551.32	1138.71	277.71	(934.03)	1679.89	433.61
Mean Deviation	1.18	2.43	0.5112	0.8797	1.99	2.47	1.21
Jensen Alpha	(0.02)	0.6403	0.1061	0.446	(0.27)	0.0818	0.4101
Total Risk Alpha	(0.40)	0.0439	(0.13)	0.2189	(0.73)	(0.38)	0.1007
Sortino Ratio	(0.03)	0.1841	N/A	0.2063	N/A	0.0199	0.1616
Downside Variance	14.46	8.55	N/A	1.96	N/A	10.66	2.65
Standard Deviation	2.37	3.73	1.55	1.18	2.65	3.41	1.74
Kurtosis	3.94	5.26	20.46	0.8762	1.87	4.55	5.01
Potential Upside	4.48	6.01	2.2	2.3	3.61	4.49	2.94
Treynor Ratio	(0.04)	3.31	0.8152	(1.81)	1.71	0.2218	(2.58)
Maximum Drawdown	15.21	24.83	15.21	5.55	13.66	21.03	8.63
Variance	5.64	13.89	2.39	1.4	7.0	11.59	3.02
Market Risk Adjusted Performance	(0.03)	3.32	0.8252	(1.80)	1.72	0.2318	(2.57)
Risk Adjusted Performance	0.0083	0.1466	0.0722	0.2788	(0.07)	0.0533	0.1819
Skewness	(0.11)	1.3	(0.99)	(0.31)	0.9498	0.9897	0.5881
Semi Deviation	2.07	2.34	N/A	0.6569	N/A	3.02	1.34
Information Ratio	(0.06)	0.1445	(0)	0.244	(0.16)	0.0191	0.1514
Value At Risk	(5.26)	(4.55)	N/A	(1.67)	(4.00)	(5.09)	(1.99)
Expected Short fall	(1.87)	(2.98)	N/A	(0.96)	N/A	(2.60)	(1.38)
Downside Deviation	3.8	2.92	N/A	1.4	N/A	3.26	1.63
Semi Variance	4.27	5.49	N/A	0.4316	N/A	9.12	1.79

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.

Trending Themes

If you are a self-driven investor, you will appreciate our idea-generating investing themes. Our themes help you align your investments inspirations with your core values and are essential building blocks of your portfolios. A typical investing theme is an unweighted collection of up to 20 funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of equities with common characteristics such as industry and growth potential, volatility, or market segment.

	Macroaxis Index Invested few shares	Go
	Hedge Favorites Invested few shares	Go
	Disruptive Technologies Invested one share	Go
	SRI Sustainable Growth Invested few shares	Go
	Mid Cap ETFs Invested few shares	Go
	Alternative Energy Invested over 20 shares	Go
	Compulsion Invested one share	Go
	Investor Favorites Invested few shares	Go
	Artificial Intelligence Invested few shares	Go
	Power Assets Invested over 200 shares	Go

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 Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.

Other Complementary Tools

	Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
	Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk
	Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital
	Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios
	Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios

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