KSM Mutual Competition
| KSM-F143 | 8,471 0.00 0.00% |
KSM |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KSM Mutual'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.
KSM Mutual Competition Correlation Matrix
Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between KSM Mutual and its competitors represents the degree of relationship between the price movements of corresponding etfs. A correlation of about +1.0 implies that the price of KSM 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 KSM Mutual Funds does not affect the price movement of the other competitor.
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
High positive correlations
| High negative correlations
|
KSM Mutual Competition Risk-Adjusted Indicators
There is a big difference between KSM Etf performing well and KSM Mutual ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze KSM Mutual's multiple risk-adjusted performance indicators across the competitive landscape. 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 | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.76 | 0.31 | 0.20 | 0.32 | 1.44 | 3.27 | 24.74 | |||
| MSFT | 0.95 | (0.05) | (0.05) | 0.03 | 1.08 | 2.11 | 5.31 | |||
| UBER | 1.63 | (0.02) | 0.04 | 0.08 | 1.59 | 2.83 | 18.39 | |||
| F | 1.61 | 0.08 | 0.09 | 0.12 | 1.67 | 4.88 | 9.61 | |||
| T | 0.94 | (0.03) | (0.07) | 0.02 | 1.18 | 2.18 | 5.92 | |||
| A | 1.22 | (0.04) | 0.01 | 0.06 | 1.36 | 2.29 | 6.31 | |||
| CRM | 1.22 | (0.14) | 0.00 | (0.01) | 0.00 | 2.83 | 10.84 | |||
| JPM | 0.82 | 0.08 | 0.07 | 0.15 | 1.26 | 1.94 | 8.65 | |||
| MRK | 0.65 | 0.03 | 0.02 | 0.12 | 0.65 | 1.18 | 6.92 | |||
| XOM | 0.79 | 0.31 | 0.30 | 0.75 | 0.45 | 1.96 | 4.66 |
KSM Mutual Competitive Analysis
The better you understand KSM Mutual competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, KSM Mutual'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 KSM Mutual'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 |
| KSM-F143 | HRL-F207 | HRL-F65 | HRL-F64 | HRL-F76 | KSM-F111 | |
| 0.00 8,471 KSM | 0.36 2,192 Harel | 0.16 2,551 Harel | 0.00 17,360 Harel | 0.00 3,257 Harel | 0.39 40,960 KSM | Market Volatility (90 Days Market Risk) |
| Market Performance (90 Days Performance) | ||||||
| Odds of Financial Distress (Probability Of Bankruptcy) | ||||||
| Current Valuation (Equity Enterprise Value) | ||||||
| Buy or Sell Advice (Average Analysts Consensus) | ||||||
Trade Advice (90 Days Macroaxis Advice) | ||||||
| Day Typical Price | ||||||
| Accumulation Distribution | ||||||
| Market Facilitation Index | ||||||
| Daily Balance Of Power | ||||||
| Period Momentum Indicator | ||||||
| Rate Of Daily Change | ||||||
| Day Median Price | ||||||
| Price Action Indicator | ||||||
| Relative Strength Index | ||||||
| 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 |
KSM Mutual Competition Performance Charts
Five steps to successful analysis of KSM Mutual Competition
KSM Mutual's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by KSM Mutual Funds in relation to its competition. KSM Mutual's competition analysis typically involves several steps, including:- Identifying the key players in the market: This involves identifying the major competitors of KSM Mutual in the market, both direct and indirect, as well as new entrants and disruptive technologies.
- Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
- Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact KSM Mutual's competitive landscape.
- Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to KSM Mutual Funds, and developing a strategy to address them.
- Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Complement your KSM Mutual position
In addition to having KSM Mutual 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 Convertibles Funds Thematic Idea Now
Convertibles Funds
Funds or Etfs that invest in debt that is expected to be converted into a predetermined amount of the company equity at some future date. The Convertibles Funds theme has 14 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 Convertibles Funds Theme or any other thematic opportunities.
| View All Next | Launch |
Check out KSM Mutual Correlation with its peers.Note that the KSM Mutual Funds information on this page should be used as a complementary analysis to other KSM Mutual'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 the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Please note, there is a significant difference between KSM Mutual's value and its price as these two are different measures arrived at by different means. Investors typically determine if KSM Mutual is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KSM Mutual's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.