Comparative Equity 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.

Run Pair Correllation

Better Than Average

Worse Than Peers or Benchmark

View Performance Chart

	AAL	AA	AAPL	BBY	C	S
	1.82 28.08 American Airlines	1.38 21.97 Alcoa	1.53 219.37 Apple	0.64 67.58 Best Buy	0.09 70.03 Citigroup	0.15 6.74 Sprint
Market Volatility (30 Days Market Risk)	Not too volatile	Somewhat reliable	Very steady	Not too volatile	Very steady	Unstable
Market Performance (30 Days Stock Performance)	Very weak	Very weak	Insignificant	Very weak	Very weak	Very weak
Odds of Financial Distress (Probability Of Bankruptcy)	Average	Below average	Low	Low	Close to average	Close to average
Current Valuation (Equity Enterprise Value)	Undervalued	Undervalued	Fairly Valued	Fairly Valued	Undervalued	Overvalued
Buy or Sell Advice (Average Analysts Consensus)	Buy	Buy	Buy	Hold	Buy	Sell
Trade Advice (30 Days Macroaxis Advice)	Strong Sell	Strong Sell	Hold	Strong Sell	Strong Sell	Strong Sell
Number of Shares Shorted	23.33M	9.28M	45.59M	8.6M	18.29M	106.87M
Shares Owned by Insiders	39.76%	6.07%	0.07%	14.92%	0.17%	0.22%
Current Ratio	0.49X	1.51X	1.50X	1.08X	N/A	0.94X
Profit Margin	3.43%	(4.76)%	21.50%	3.52%	28.35%	(6.63)%
EBITDA	5.9B	2.21B	76.54B	2.84B	28.03B	12.55B
Operating Margin	13.11%	18.14%	29.55%	6.59%	N/A	9.57%
Current Valuation	42.68B	6.93B	993.11B	20.21B	(11.93B)	69.03B
Cash Flow from Operations	191.75M	880.75M	44.85B	875M	(9.12B)	10.24B
Retained Earnings	573.6M	48.79M	21.72B	1.93B	61.55B	(13.26B)
Current Asset	9.98B	2.57B	106.87B	9.89B	N/A	6.83B
Five Year Return	0.94%	N/A	1.65%	2.45%	1.10%	N/A
Beta	1.97	1.64	1.08	1.67	1.88	0.04
Price to Book	5.20X	0.79X	10.50X	5.56X	0.88X	1.08X
Shares Outstanding	445.27M	185.56M	4.52B	267.04M	2.26B	4.09B
Total Debt	34.75B	1.98B	108.42B	4.13B	528.64B	45.57B
Return On Equity	94.64%	0.70%	52.69%	46.82%	9.26%	(8.24)%
Price to Earning	8.20X	23.58X	18.99X	12.45X	9.71X	78.38X
Z Score	N/A	0.6	5.4	5.4	N/A	N/A
Shares Owned by Institutions	7.82%	N/A	60.95%	86.38%	80.01%	15.11%
Return On Asset	4.01%	5.94%	11.99%	9.40%	0.95%	2.30%
Book Value Per Share	(0.05)X	26.38X	21.29X	12.40X	79.40X	6.38X
Cash and Equivalents	5.41B	834M	94.61B	1.72B	737.7B	4.87B
Price to Earnings To Growth	0.39X	5.31X	1.91X	1.65X	0.61X	1.08X
Current Liabilities	13.61B	2.4B	79.01B	6.92B	N/A	11.96B
Total Asset	48.41B	16.41B	321.69B	13.52B	1731.21B	78.97B
Short Ratio	3.39X	2.45X	1.56X	3.30X	1.22X	4.25X
Last Dividend Paid	0.4	N/A	3.08	2.0	2.04	N/A
Price to Sales	0.27X	0.30X	3.90X	0.42X	2.42X	0.83X
Market Capitalization	12.37B	3.63B	1010B	18.16B	157.75B	27.99B
Cash per Share	12.14X	4.49X	20.94X	6.53X	326.55X	1.19X
Net Income	1.54B	(579M)	55.69B	1.52B	17.08B	(2.23B)
Earnings Per Share	3.38X	(3.12)X	11.78X	5.53X	7.19X	(0.55)X
Debt to Equity	638.40%	28.80%	112.40%	125.80%	0.91%	174.10%
Revenue	45.04B	12.16B	259.03B	43.07B	65.06B	33.62B
Working Capital	(3.62B)	162M	27.86B	2.96B	N/A	(5.13B)
Gross Profit	12.2B	3.32B	101.84B	9.96B	65.5B	20.21B
Day Typical Price	28.08	21.97	219.37	67.58	70.03	6.74
Accumulation Distribution	N/A	0.0269	N/A	0.0126	N/A	0.003
Market Facilitation Index	N/A	0.6	N/A	0.86	N/A	0.02
Daily Balance Of Power	(9,223,372,036,855)	0.5	(9,223,372,036,855)	0.5	(9,223,372,036,855)	0.5
Rate Of Daily Change	0.9818	1.013844	0.9847	1.006404	0.9991	1.001486
Day Median Price	28.08	21.97	219.37	67.58	70.03	6.74
Price Action Indicator	(0.26)	0.15	(1.70)	0.215	(0.03)	0.005
Coefficient Of Variation	(1,492)	6814.26	719.24	5623.69	1635.37	(4,800)
Mean Deviation	1.84	2.27	1.24	1.75	1.29	1.69
Jensen Alpha	(0.16)	0.0521	0.2313	0.0668	0.1055	(0.046034)
Total Risk Alpha	(0.26)	(0.08)	0.1581	(0.06)	0.0306	(0.15)
Sortino Ratio	N/A	(0.0002115)	0.1082	0.0012	0.0348	N/A
Downside Variance	N/A	7.63	2.99	10.3	3.15	N/A
Standard Deviation	2.41	2.88	1.65	2.63	1.71	2.46
Kurtosis	1.74	0.5499	1.78	4.91	1.26	2.81
Potential Upside	2.56	4.64	2.35	3.03	2.76	4.56
Treynor Ratio	0.3734	(0.05)	(0.64)	(0.040366)	(0.29)	0.132
Maximum Drawdown	11.19	12.54	8.86	14.67	8.03	13.89
Variance	5.82	8.32	2.74	6.92	2.93	6.07
Market Risk Adjusted Performance	0.3834	(0.043795)	(0.63)	(0.030366)	(0.28)	0.142
Risk Adjusted Performance	(0.05)	0.0199	0.127	0.0223	0.0587	(0.011904)
Skewness	(1.07)	0.1018	(0.74)	(1.47)	(0.48)	0.4471
Semi Deviation	N/A	2.71	1.6	3.04	1.72	N/A
Information Ratio	(0.08)	(0.00020253)	0.1131	0.0015	0.0361	(0.038256)
Value At Risk	(4.18)	(3.59)	(2.17)	(4.54)	(3.07)	(3.49)
Expected Short fall	N/A	(2.45)	(1.39)	(1.65)	(1.39)	N/A
Downside Deviation	N/A	2.76	1.73	3.21	1.77	N/A
Semi Variance	N/A	7.36	2.56	9.26	2.94	N/A

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