Compare Walt to Warner, Superior, NMI, Origin, SIVERS, Talanx

Comparing Walt to Warner, Superior, NMI, Origin, SIVERS, Talanx 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.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
WA4
+ 0.87
WDP
2DG
+ 0.69
8SP
6NM
+ 0.6
8SP
39O1
+ 0.5
6NM
TLX
+ 0.38
8SP
TLX
+ 0.26
2DG
  
High negative correlations   
2DG
- 0.92
WDP
2DG
- 0.89
WA4
8SP
- 0.74
WA4
8SP
- 0.74
WDP
TLX
- 0.42
WA4
6NM
- 0.27
WDP

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.
All Fundamental Data

Competitive Analysis

    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
WDP WA4 8SP 6NM 39O1 2DG TLX
 1.27 
 111.24 
Walt
 2.73 
 30.94 
Warner
 5.53 
 4.20 
Superior
 1.12 
 35.40 
NMI
 1.75 
 2.32 
Origin
 12.50 
 0.14 
SIVERS
 1.08 
 78.00 
Talanx
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Relatively risky
Very steady
Very risky
Out of control
Very steady
Market Performance
(90 Days Performance)
Solid
Solid
Very Weak
Very Weak
Very Weak
Very Weak
Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Quite High
Low
Low
Quite High
Low
Current Valuation
(Equity Enterprise Value)
Under Valued
Over Valued
Over Valued
Over Valued
Over Valued
Fairly 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 Buy
Cautious Hold
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Current Ratio
1.23 X
0.61 X
1.33 X
0.77 X
N/A
3.67 X
1.31 X
Net Asset
203.63 B
7.83 B
4.48 B
2.52 B
135.96 M
N/A
197.52 B
Profit Margin
0.04 %
0.08 %
(0.03) %
0.56 %
N/A
(0.89) %
0.02 %
EBITDA
11.85 B
1.2 B
202.9 M
420.22 M
N/A
N/A
3.09 B
Operating Margin
0.08 %
0.12 %
0 %
0.78 %
N/A
N/A
0.06 %
Current Valuation
200.84 B
19.93 B
2.78 B
1.85 B
78.28 M
N/A
14 B
Price To Book
1.80 X
114.46 X
1.76 X
1.09 X
4.72 X
N/A
1.35 X
Five Year Return
1.39 %
N/A
5.75 %
N/A
N/A
N/A
4.28 %
Beta
1.29
1.55
0.86
1.28
N/A
0.86
0.94
Number Of Employees
171.6 K
6.2 K
28
242
11
130
24.06 K
Shares Outstanding
1.83 B
138.29 M
200.7 M
83.66 M
N/A
210.89 M
253.35 M
Cash Flow From Operations
6.01 B
742 M
248.7 M
313.39 M
N/A
N/A
10.05 B
Annual Yield
0.02 %
0.02 %
0.07 %
N/A
N/A
N/A
0.04 %
Total Debt
45.3 B
3.73 B
1.91 B
396.05 M
N/A
N/A
7.19 B
Return On Equity
0.035
2.16
-0.0634
0.18
N/A
-0.18
0.11
Z Score
1.8
2.4
N/A
2.4
N/A
N/A
0.6
Return On Asset
0.0207
0.0544
0.0026
0.1
N/A
-0.11
0.0085
Book Value Per Share
52.66 X
0.52 X
5.52 X
19.32 X
N/A
0.23 X
32.56 X
Total Asset
203.63 B
7.83 B
4.48 B
2.52 B
135.96 M
N/A
197.52 B
Debt To Equity
0.57 %
N/A
163.20 %
19.00 %
N/A
0.09 %
31.90 %
Target Price
N/A
43.43
N/A
31.4
N/A
N/A
36.12
Last Dividend Paid
N/A
0.62
0.72
N/A
N/A
N/A
N/A
Shares Owned By Institutions
65.09 %
88.88 %
36.16 %
99.61 %
N/A
25.26 %
7.71 %
Market Capitalization
172.54 B
15.82 B
1.54 B
1.88 B
42.71 M
146.56 M
11.5 B
Price To Earning
32.71 X
34.08 X
30.24 X
11.65 X
N/A
N/A
12.92 X
Price To Earnings To Growth
0.75 X
2.60 X
N/A
N/A
N/A
N/A
N/A
Price To Sales
1.90 X
2.73 X
0.46 X
3.05 X
5.11 X
N/A
0.23 X
Net Income
3.15 B
551 M
(112.5 M)
292.9 M
N/A
N/A
1.01 B
Earnings Per Share
1.68 X
0.89 X
(0.40) X
3.27 X
N/A
(0.08) X
4.24 X
Shares Owned By Insiders
0.06 %
11.49 %
0.35 %
1.28 %
N/A
31.21 %
78.82 %
Revenue
82.72 B
5.92 B
3.38 B
524.46 M
N/A
N/A
43.38 B
Cash And Equivalents
15.89 B
345 M
33.45 M
86.67 M
N/A
N/A
3.85 B
Cash Per Share
8.75 X
0.67 X
0.19 X
1.28 X
N/A
N/A
15.22 X
Gross Profit
28.32 B
2.84 B
1.15 B
411.45 M
N/A
116.46 M
5.11 B
Day Typical Price
110.47
30.94
4.2
35.4
2.32
0.14
78.18
Accumulation Distribution
35.23
N/A
N/A
N/A
N/A
N/A
0.0121
Market Facilitation Index
0.0015
N/A
N/A
N/A
N/A
N/A
0.95
Daily Balance Of Power
0.5738
(9,223,372,036,855)
9.2 T
(9,223,372,036,855)
9.2 T
(9,223,372,036,855)
(0.89)
Period Momentum Indicator
1.4
(0.87)
0.22
(0.40)
0.04
(0.02)
(0.85)
Rate Of Daily Change
1.01
0.97
1.06
0.99
1.02
0.88
0.99
Day Median Price
110.08
30.94
4.2
35.4
2.32
0.14
78.28
Price Action Indicator
1.86
(0.43)
0.11
(0.20)
0.02
(0.01)
(0.70)
Relative Strength Index
34.06
44.29
21.34
37.02
43.13
28.31
9.04
Coefficient Of Variation
332.06
401.01
(3,112)
2933.23
1412.23
(411.09)
2922.87
Mean Deviation
1.11
0.8257
2.15
1.2
3.91
3.88
0.9682
Jensen Alpha
0.3957
0.2927
(0.05)
0.0822
0.316
(1.67)
0.0388
Total Risk Alpha
0.2571
0.1274
(0.57)
(0.17)
(0.34)
(2.55)
(0.14)
Sortino Ratio
0.3615
0.1654
N/A
(0.02)
0.0728
N/A
(0.06)
Downside Variance
1.0
1.17
N/A
4.88
14.59
N/A
1.38
Standard Deviation
1.56
1.16
3.44
1.69
5.47
6.8
1.31
Kurtosis
7.51
1.49
9.6
2.08
5.29
21.52
1.32
Potential Upside
3.03
2.34
3.43
2.79
9.64
6.06
2.67
Treynor Ratio
0.7007
(1.89)
0.1663
(0.14)
0.6096
(16.40)
(0.87)
Maximum Drawdown
9.15
5.41
21.59
9.64
34.42
52.42
7.58
Variance
2.45
1.33
11.86
2.85
29.97
46.24
1.71
Market Risk Adjusted Performance
0.7107
(1.88)
0.1763
(0.13)
0.6196
(16.39)
(0.86)
Risk Adjusted Performance
0.2348
0.1936
(0.02)
0.0315
0.0626
(0.18)
0.0303
Skewness
1.92
0.4631
(0.60)
(0.67)
1.7
(3.44)
0.288
Semi Deviation
0.4789
0.6972
N/A
1.75
3.52
N/A
1.14
Information Ratio
0.2312
0.1546
(0.06)
(0.03)
0.0508
(0.26)
(0.05)
Value At Risk
(1.59)
(1.56)
(4.74)
(2.69)
(5.38)
(8.57)
(1.64)
Expected Short fall
(1.35)
(0.96)
N/A
(1.29)
(5.55)
N/A
(1.11)
Downside Deviation
1.0
1.08
N/A
2.21
3.82
N/A
1.17
Semi Variance
0.2293
0.486
N/A
3.05
12.37
N/A
1.29

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.
Gambling Idea
Gambling
Invested over 90 shares
Go
Macroaxis Index Idea
Macroaxis Index
Invested few shares
Go
Investor Favorites Idea
Investor Favorites
Invested over 60 shares
Go
Business Services Idea
Business Services
Invested over 100 shares
Go
Banking Idea
Banking
Invested over 20 shares
Go
Baby Boomer Prospects Idea
Baby Boomer Prospects
Invested over 40 shares
Go
Corona Opportunity Idea
Corona Opportunity
Invested few shares
Go
Social Domain Idea
Social Domain
Invested few shares
Go
Driverless Cars Idea
Driverless Cars
Invested over 50 shares
Go
Manufacturing Idea
Manufacturing
Invested over 30 shares
Go
FinTech Idea
FinTech
Invested over 60 shares
Go
Hedge Favorites Idea
Hedge Favorites
Invested few 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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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