BSE Competition

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Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of BSE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of BSE in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
59,33259,33359,334
Details
Intrinsic
Valuation
LowReal ValueHigh
47,46547,46665,266
Details
Naive
Forecast
LowNext ValueHigh
59,84859,84959,850
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
57,95458,68059,406
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as BSE. Your research has to be compared to or analyzed against BSE's peers to derive any actionable benefits. When done correctly, BSE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in BSE.

BSE Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between BSE and its competitors represents the degree of relationship between the price movements of corresponding stocks. A correlation of about +1.0 implies that the price of BSE and its corresponding peer 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; in other words, the historical price movement of BSE does not affect the price movement of the other competitor.
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BSE Competition Risk-Adjusted Indicators

Nowadays, there is a big difference between BSE stock performing well and BSE index doing well compared to the competition. There are way too many exceptions to the normal that investors can tell for sure what's good or bad unless they analyze BSE's multiple risk-adjusted performance indicators. 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
Information
Ratio
Expected
Shortfall
Potential
Upside
Value
At Risk
Maximum
Drawdown
TWTR 2.32 (0.14)  0.00 (0.14)  0.00 (0.0445)  0.00  4.00 (5.55)  17.65 
MSFT 1.69  0.07  0.03  0.07  2.17  0.0359 (1.74)  2.97 (4.10)  7.83 
UBER 3.67  0.42  0.09  0.24  4.51  0.09 (3.72)  6.40 (7.19)  21.38 
F 2.62  0.16  0.05  0.09  3.08  0.05 (2.82)  5.32 (5.60)  16.84 
T 1.14 (0.15)  0.00 (0.21)  0.00 (0.09)  0.00  2.00 (2.45)  10.60 
A 1.92  0.14  0.06  0.12  2.23  0.06 (2.09)  4.22 (3.24)  8.98 
CRM 2.51  0.17  0.06  0.11  2.90  0.06 (2.72)  5.77 (4.63)  16.84 
JPM 1.44 (0.07)  0.00 (0.04)  0.00 (0.0334)  0.00  3.03 (2.43)  10.79 
MRK 0.98  0.02  0.01  0.07  1.23  0.0059 (0.98)  1.83 (2.50)  6.96 
XOM 2.05  0.02  0.01  0.04  3.03  0.0071 (1.82)  3.33 (4.21)  10.43 

BSE Competitive Analysis

The better you understand BSE competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, BSE's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across BSE's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
BSESNGOOGMSFTCRM
 0.88 
 59,333 
BSE
 0.69 
 119.82 
Alphabet
 0.74 
 287.02 
Microsoft
 1.00 
 186.73 
Salesforce
Market Volatility
(90 Days Market Risk)
Market Performance
(90 Days Stock Performance)
Odds of Financial Distress
(Probability Of Bankruptcy)
Current Valuation
(Equity Enterprise Value)
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Number of Shares Shorted
Shares Owned by Insiders
Current Ratio
Profit Margin
EBITDA
Operating Margin
Current Valuation
Cash Flow from Operations
Retained Earnings
Current Asset
Five Year Return
Beta
Price to Book
Shares Outstanding
Total Debt
Return On Equity
Price to Earning
Z Score
Shares Owned by Institutions
Return On Asset
Book Value Per Share
Cash and Equivalents
Price to Earnings To Growth
Current Liabilities
Total Asset
Short Ratio
Last Dividend Paid
Price to Sales
Market Capitalization
Cash per Share
Net Income
Earnings Per Share
Debt to Equity
Revenue
Working Capital
Gross Profit
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

BSE Competition Performance Charts

Complement your BSE position

In addition to having BSE in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Social Domain Thematic Idea Now

Social Domain
Social Domain Theme
New or established large and mid-sized companies that are involved in the social media industry, including entities that provide web-based or mobile media applications and services across across large segment of population in multiple geographical areas. The Social Domain theme has 35 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Social Domain Theme or any other thematic opportunities.
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Check out BSE Correlation with its peers. Note that the BSE information on this page should be used as a complementary analysis to other BSE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Other Tools for BSE Index

When running BSE price analysis, check to measure BSE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BSE is operating at the current time. Most of BSE's value examination focuses on studying past and present price action to predict the probability of BSE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move BSE's price. Additionally, you may evaluate how the addition of BSE to your portfolios can decrease your overall portfolio volatility.
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Evaluate and analyze corporate bonds as a potential investment for your portfolios.
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ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
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Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
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BSESN
 Index
  

 59,333  515.31  0.88%   

Analyzing BSE competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of BSE to its intrinsic valuation because they are able to contrast its competitors on a relative basis.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of BSE competition on your existing holdings. Check out BSE Correlation with its peers.