Comparative Analysis Details |
You can use this module to analyze advantages of your traded assets technical and fundamental indicators over its peers. Please use the box above to enter up to 4 concurrent symbols you would like to analyze. Use comma (,) to separate each symbol. With this comparative module your can estimate the relative strength of equities against its competitors. See also your portfolio center.
| Better Than Average | Worse Than Peers or Benchmark | View Performance Chart |
| ETFS Bloomberg | iShares SP | |||||||||||||||
ETFS Bloomberg |
iShares SP | |||||||||||||||
| Market Performance (Over the last 30 days) | 0 of 100 | 0 of 100 | ||||||||||||||
| Probability Of Bankruptcy (Chance of Financial Distress) | 1 % | 1 % | ||||||||||||||
| Five Year Return | ||||||||||||||||
| One Year Return | ||||||||||||||||
| Bond Positions Weight | ||||||||||||||||
| Ten Year Return | ||||||||||||||||
| Three Year Return | ||||||||||||||||
| Net Asset | ||||||||||||||||
| Coefficient Of Variation | ||||||||||||||||
| Mean Deviation | ||||||||||||||||
| Jensen Alpha | ||||||||||||||||
| Total Risk Alpha | ||||||||||||||||
| Sortino Ratio | ||||||||||||||||
| Downside Variance | ||||||||||||||||
| Standard Deviation | ||||||||||||||||
| Kurtosis | ||||||||||||||||
| Potential Upside | ||||||||||||||||
| Treynor Ratio | ||||||||||||||||
| Maximum Drawdown | ||||||||||||||||
| Variance | ||||||||||||||||
| Market Risk Adjusted Performance | ||||||||||||||||
| Risk Adjusted Performance | ||||||||||||||||
| Skewness | ||||||||||||||||
| Semi Deviation | ||||||||||||||||
| Information Ratio | ||||||||||||||||
| Value At Risk | ||||||||||||||||
| Expected Short fall | ||||||||||||||||
| Downside Deviation | ||||||||||||||||
| Semi Variance |
Thematic Opportunities
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See also your portfolio center. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.