Comparative Analysis |
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 | 5 of 100 | ||||||||||||||
| Probability Of Bankruptcy (Chance of Financial Distress) | 1 % | 2 % | ||||||||||||||
| Five Year Return | ||||||||||||||||
| One Year Return | ||||||||||||||||
| Bond Positions Weight | ||||||||||||||||
| Ten Year Return | ||||||||||||||||
| Three Year Return | ||||||||||||||||
| Net Asset | ||||||||||||||||
| Day Typical Price | ||||||||||||||||
| Accumulation Distribution | ||||||||||||||||
| Market Facilitation Index | ||||||||||||||||
| Daily Balance Of Power | ||||||||||||||||
| Rate Of Daily Change | ||||||||||||||||
| Day Median Price | ||||||||||||||||
| Price Action Indicator | ||||||||||||||||
| 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 |
My Equities
My Current Equities and Potential Positions
BCI,GSG cannot be resolved to a valid equity at this time.
See also your portfolio center. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.