Compare DhSteel to Keum, Tplex, 128660, Samhyun, Gyeongnam, Jeil

Comparing DhSteel to Keum, Tplex, 128660, Samhyun, Gyeongnam, Jeil can provide valuable insights into potential diversification opportunities when combining these positions into a portfolio. By using this module, you can analyze the advantages of specified entities, assessing both technical and fundamental indicators across various peers. Please use the input box below to enter the symbols for specific investments you'd like to analyze. Check out your portfolio center.

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Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between positions in your portfolio represents the degree of relationship between the price movements of corresponding instruments. A correlation of about +1.0 implies that the prices 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.

	021045	053260	081150	128660	017480	039240	023440
021045		0.34	0.46	-0.29	-0.3	-0.31	0.37	021045
053260	0.34		0.72	-0.01	-0.28	-0.38	0.31	053260
081150	0.46	0.72		-0.34	-0.61	-0.69	0.63	081150
128660	-0.29	-0.01	-0.34		0.52	0.4	-0.24	128660
017480	-0.3	-0.28	-0.61	0.52		0.53	-0.34	017480
039240	-0.31	-0.38	-0.69	0.4	0.53		-0.65	039240
023440	0.37	0.31	0.63	-0.24	-0.34	-0.65		023440
	021045	053260	081150	128660	017480	039240	023440

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

High positive correlations

081150	+ 0.72	053260
023440	+ 0.63	081150
039240	+ 0.53	017480
017480	+ 0.52	128660
081150	+ 0.46	021045
039240	+ 0.4	128660

High negative correlations

039240	- 0.69	081150
023440	- 0.65	039240
017480	- 0.61	081150
039240	- 0.38	053260
023440	- 0.34	017480
128660	- 0.34	081150

Risk-Adjusted Indicators

There is a big difference between a company's stock performing well and the company itself 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 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
021045	1.96	(0.02)	(0.02)	0.03	2.16	(2.72)	5.45	(4.15)	14.24
053260	0.92	0.04	(0.04)	(0.31)	1.00	(1.02)	2.90	(1.71)	6.89
081150	1.04	(0.15)	0.00	1.12	0.00	0.00	2.56	(2.19)	8.33
128660	2.18	0.64	0.21	(1.02)	1.73	(3.04)	8.52	(4.66)	25.02
017480	0.69	0.11	0.05	0.50	0.81	(0.85)	1.39	(1.33)	8.59
039240	1.04	0.09	0.02	0.36	1.56	(1.35)	2.79	(2.15)	11.02
023440	2.43	0.10	0.01	(0.30)	2.50	(3.06)	6.08	(4.33)	19.45

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	021045	053260	081150	128660	017480	039240	023440
	0.25 8,040 DhSteel	0.20 5,130 Keum	0.86 2,870 Tplex	11.44 4,870 128660	0.78 5,180 Samhyun	0.76 3,255 Gyeongnam	0.31 1,275 Jeil
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Very Weak	Very Weak	Very Weak	Good	Modest	Modest	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued	Fairly Valued	Over Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Sell	Strong Sell	Strong Sell	Strong Sell	Hold	Cautious Hold	Strong Sell
Current Ratio	0.88 X	3.18 X	2.15 X	2.06 X	5.60 X	1.60 X	0.50 X
Net Asset	219.3 B	150.91 B	209.22 B	84.17 B	212.14 B	162.03 B	140.39 B
Profit Margin	(0.03) %	0.04 %	0.01 %	0.07 %	0.08 %	0.01 %	(0.01) %
EBITDA	N/A	9.71 B	4.45 B	21.75 B	31.41 B	8.52 B	5.72 B
Operating Margin	(0.01) %	0.04 %	0.03 %	0.1 %	0.10 %	0.02 %	0.04 %
Current Valuation	209.25 B	41.36 B	113.7 B	126.37 B	50.62 B	99.49 B	108.41 B
Retained Earnings	(5.53 B)	79.94 B	38.81 B	16.13 B	118.23 B	72.61 B	21.36 B
Current Asset	135.8 B	98.88 B	59.38 B	34.47 B	78.29 B	107.13 B	13.65 B
Beta	0.57	0.53	0.6	0.73	0.81	0.97	0.38
Number Of Employees	242	56	9	7	15	12	11
Shares Outstanding	72.33 M	17.5 M	24.27 M	24.8 M	15.44 M	25 M	29.49 M
Cash Flow From Operations	(10.34 B)	13.63 B	7.41 B	8.27 B	(5.96 B)	3.91 B	(11.3 B)
Annual Yield	N/A	0.04 %	0.01 %	0.05 %	0.05 %	0.06 %	N/A
Total Debt	44.88 B	80.12 M	6.07 B	2.3 B	21.38 M	N/A	2.02 B
Return On Equity	10.04	7.75	11.72	13.34	10.55	10.74	-19.37
Z Score	6.6	N/A	9.6	25.4	N/A	2.0	21.0
Return On Asset	-0.012	0.0372	0.0142	0.16	0.0956	0.0224	0.0164
Book Value Per Share	N/A	N/A	4,027 X	1,471 X	N/A	N/A	N/A
Current Liabilities	167.59 B	21.84 B	27.9 B	16.77 B	13.98 B	71.07 B	27.36 B
Total Asset	219.3 B	150.91 B	209.22 B	84.17 B	212.14 B	162.03 B	140.39 B
Debt To Equity	2.96 %	0.02 %	65.50 %	0.61 %	0.05 %	0.20 %	0.64 %
Target Price	N/A	N/A	6500.0	N/A	N/A	N/A	N/A
Market Capitalization	500.49 B	120.38 B	97.44 B	90.9 B	79.99 B	79.5 B	71.52 B
Price To Earning	N/A	9.74 X	26.61 X	8.00 X	237.93 X	5.96 X	N/A
Price To Sales	0.28 X	0.56 X	0.99 X	0.41 X	0.26 X	0.22 X	0.77 X
Net Income	7.62 B	10.19 B	10.43 B	23.78 B	25.4 B	6.13 B	(1.3 B)
Shares Owned By Insiders	N/A	52.24 %	25.62 %	64.25 %	58.44 %	43.87 %	12.55 %
Revenue	212.21 B	236.22 B	189.54 B	246.17 B	322.15 B	342.29 B	84.47 B
Working Capital	(31.79 B)	77.04 B	31.48 B	17.71 B	64.31 B	36.05 B	(13.71 B)
Cash And Equivalents	5.83 B	40.99 B	5.36 B	372.53 M	52.65 B	6.04 B	7.89 B
Cash Per Share	59.70 X	N/A	473.76 X	485.47 X	N/A	604.00 X	27.06 X
Gross Profit	20.74 B	10.7 B	8.43 B	8.44 B	16.75 B	13.53 B	81.13 M
Day Typical Price	7996.67	5120.0	2881.67	4776.67	5160.0	3268.33	1278.67
Accumulation Distribution	0.0162	0.0136	0.0189	0.18	0.0116	0.0211	0.0239
Market Facilitation Index	130.0	70.0	55.0	940.0	60.0	70.0	31.0
Daily Balance Of Power	(0.15)	0.1429	(0.45)	0.5319	0.6667	(0.36)	0.129
Period Momentum Indicator	(20.00)	10.0	(25.00)	500.0	40.0	(25.00)	4.0
Rate Of Daily Change	1.0	1.0	0.99	1.11	1.01	0.99	1.0
Day Median Price	7975.0	5115.0	2887.5	4730.0	5150.0	3275.0	1280.5
Price Action Indicator	55.0	20.0	(30.00)	390.0	50.0	(32.50)	(3.50)
Relative Strength Index	47.05	56.33	59.13	61.6	54.2	49.41	51.58
Coefficient Of Variation	10997.74	3136.7	(938.75)	638.92	818.93	1378.39	3612.43
Mean Deviation	1.96	0.9191	1.04	2.18	0.6917	1.04	2.43
Jensen Alpha	(0.02)	0.0377	(0.15)	0.6406	0.1068	0.0912	0.1031
Total Risk Alpha	(0.30)	(0.11)	(0.32)	0.1713	0.0033	(0.07)	(0.29)
Sortino Ratio	(0.02)	(0.04)	N/A	0.2082	0.0548	0.0227	0.0053
Downside Variance	4.92	1.22	N/A	6.49	0.9941	3.66	7.23
Standard Deviation	2.83	1.28	1.45	3.9	1.1	1.69	3.39
Kurtosis	1.7	3.08	3.08	7.57	7.18	7.27	2.2
Potential Upside	5.45	2.9	2.56	8.52	1.39	2.79	6.08
Treynor Ratio	0.0334	(0.31)	1.12	(1.02)	0.4972	0.3623	(0.30)
Maximum Drawdown	14.24	6.89	8.33	25.02	8.59	11.02	19.45
Variance	8.02	1.64	2.1	15.18	1.21	2.87	11.47
Market Risk Adjusted Performance	0.0434	(0.30)	1.13	(1.01)	0.5072	0.3723	(0.29)
Risk Adjusted Performance	0.0135	0.0252	(0.06)	0.1072	0.0813	0.0521	0.0256
Skewness	0.9121	1.34	1.19	2.22	0.9632	(1.01)	1.08
Semi Deviation	2.16	0.9974	N/A	1.73	0.8073	1.56	2.5
Information Ratio	(0.02)	(0.03)	(0.16)	0.1361	0.0498	0.0256	0.0042
Value At Risk	(4.15)	(1.71)	(2.19)	(4.66)	(1.33)	(2.15)	(4.33)
Expected Short fall	(2.72)	(1.02)	N/A	(3.04)	(0.85)	(1.35)	(3.06)
Downside Deviation	2.22	1.1	N/A	2.55	0.9971	1.91	2.69
Semi Variance	4.65	0.9948	N/A	2.98	0.6517	2.44	6.23

Market Neutrality

One of the main advantages of trading using market-neutral strategies is that every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses.

Please note, the success of pairs trading depends heavily on the modeling and forecasting of the spread time series. However, in general, pair trading minimizes risk from directional movements in the market unless the strategy's equities are perfectly correlated. For example, if an entire industry or sector drops because of unexpected headlines, the first equity's short position will appreciate offsetting losses from the drop in the long position's value.

Five steps to successful analysis of competition

Competitive analysis is the process of researching and evaluating the competitive landscape of a business entity. It provides an understanding of the company's strengths, weaknesses, opportunities, and threats (SWOT) in relation to its competition. The competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors across the sector or industry, 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 the competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats 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.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Trending Themes

If you are a self-driven investor, you will appreciate our idea-generating investing themes. Our themes help you align your investments inspirations with your core values and are essential building blocks of your portfolios. A typical investing theme is an unweighted collection of up to 20 funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of equities with common characteristics such as industry and growth potential, volatility, or market segment.

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Note that this page's information should be used as a complementary analysis 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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.

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