Equity Fundamental Comparison
Analyze multiple fundamentals concurrently with other holdings, watch-lists, or investing themes to enhance returns of your portfolios
Screen stocks, funds, or ETFs based on fundamental factors across different industries or families to find best investment alternatives
Equity Valuation Estimation
Use established methodology to calculate theoretical values of companies, funds, or ETFs
Industry best and easiest to build correlation table and cloud, a two-dimensional matrix that shows correlation coefficient between pairs of securities
Efficient Frontier Evaluation
Utilize conventional methodology to find investing opportunities that offer the highest expected return for a given level of risk or the lowest risk for a given level of expected return
Compare all your portfolios to market indexes or to other anonymous investors to check whether your investment are on track and your risk level meets your goals
Portfolio suggestion algorithm uses the power of mathematics to synthetically manufacture efficient portfolios based on market risk reduction through examining of asset correlations
The goal of our Optimization module is to suggest a unique, optimal portfolio that can be constructed with respect to an investor risk preferences and constraints
Portfolio Origination Wizard
Analyze multiple investing themes and optimize them into a single portfolio based on given budget and asset allocation hints
Portfolio backtesting provides investors with a set of tools to looks at buy-and-hold strategy few years back and evaluate its potential in the future
Use Macroaxis watchlist analyzer to instantly build a list of securities for potential trading or investing opportunities. Watchlist analyzer works within a risk-return landscape
Equity Performance Analysis
Marcoaxis provides set of tool to conduct a quantitative analysis of information in a company's financial statements as well as its market performance with a unique relative performance score
Alpha and Beta Analysis
Use regression analysis to evaluate security tendency to respond to swings in the market as well as to generate returns above the market benchmark
Financial Ratios Analysis
Use commonly used financial ratios to understand different sources of financial statement data as well as to highlight and define the most relevant information available to make profitable investing decisions
Evaluate securities and identify patterns by analyzing statistics generated by market activity, such as daily prices, highs, lows and volume
Investing Theme Applications
Test drive how committing your money or capital to a particular investing segment (such as real estate, cars, beverages etc.) will build wealth, obtain an additional income or generate profit
Management and Insider Evaluation
Macroaxis maintains as searchable repository of corporate CEOs, presidents, and senior officers and evaluates them in the context of company management performance
Macroaxis provides advice that is qualified according to investment horizon and investor attitude towards risk.
Portfolio Performance Evaluation
Macroaxis provides tools that will allow you to aggregate and monitor performance of your investment portfolios across many disciplines
Equity Volatility Analysis
Find out the amount of uncertainty or volatility in respect to a given equity instrument before investing in it
Act as your own money manager to build, optimize, and monitor portfolios of stocks, funds and etfs in a controlled and secured environment
Generate new or modify legacy reports via default layout or custom reports that meet the needs of your clients, investors or staff.
Macroaxis provides several modules to help investors in their selection of individual securities and to balance risk/reward by shifting investment focus on risk tolerance and investment horizon.
Portfolio Volatility Analysis
Macroaxis portfolio origination modules will allow you to construct portfolios that are optimized against your specific objectives
Portfolio Suggestion is our flagship module.
Based on the implementation of Mean-Variance optimization, the module simply attempts to suggest to you
(in the context of Modern Portfolio Theory) a better portfolio taking your current portfolio as an input.
This technique is not new. Institutional money managers and private financial advisers have been using
this technique for many years. But unlike professional money managers, Macroaxis
is not a store with a predefined pool of mutual funds (or a selected set of model portfolios)
and does not limit the landscape of market possibilities. Plus, our optimization algorithm
goes a little further to provide you with more than one educated option to create efficient
portfolio based on your unique appetite for risk.
Even though we strongly believe in Efficient-market hypothesis our suggestion algorithm uses the power of mathematics to synthetically manufacture efficient portfolios based on market risk reduction through examining of asset correlation and mean-variance optimization.
The output of the portfolio suggestion module is segregated into two distinct categories, so that it is easier for the investor to select the right option.
We provide a very simple four-star optimization methodology.
A star is given for every category in which the suggested portfolio outperforms your existing portfolio.
Next day Value At Risk (VaR) — Value of your portfolio that is likely to decrease over the next trading day
Expected Return — Weighted-average daily return of all assets in your portfolio
Total Risk — Standard deviation (volatility) of the portfolio returns
Sharpe Ratio — Excess return per unit of total risk in your portfolio