Compare Israel to Alony, Bank, First, Mizrahi

Comparing Israel to Alony, Bank, First, Mizrahi 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.

	DSCT	ALHE	LUMI	FIBI	MZTF
DSCT		0.8	0.99	0.99	0.97	DSCT
ALHE	0.8		0.83	0.81	0.83	ALHE
LUMI	0.99	0.83		0.98	0.97	LUMI
FIBI	0.99	0.81	0.98		0.98	FIBI
MZTF	0.97	0.83	0.97	0.98		MZTF
	DSCT	ALHE	LUMI	FIBI	MZTF

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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
DSCT	1.31	0.34	0.20	0.90	1.15	(1.50)	2.59	(2.44)	7.16
ALHE	1.75	0.27	0.07	(0.40)	1.73	(1.92)	5.06	(2.93)	12.74
LUMI	1.23	0.40	0.22	1.83	1.10	(1.38)	2.58	(2.11)	6.28
FIBI	1.11	0.31	0.21	1.58	0.87	(1.41)	2.49	(1.89)	5.30
MZTF	1.16	0.26	0.18	0.78	0.94	(1.46)	2.77	(1.86)	5.51

Unable to evaluate fundamental data of [DSCT.TA, ALHE.TA, LUMI.TA, FIBI.TA, MZTF.TA] at this time. Please try again later

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Competitive Analysis

Better Than Average

Worse Than Peers

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	DSCT	ALHE	LUMI	FIBI	MZTF
	1.28 2,459 Israel	2.46 3,053 Alony	0.86 4,265 Bank	0.28 17,980 First	0.19 16,110 Mizrahi
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Solid	OK	Strong	Strong	Solid
Odds of Financial Distress (Probability Of Bankruptcy)	Below Average	Below Average	Below Average	Below Average	Below Average
Current Valuation (Equity Enterprise Value)	Under Valued	Over Valued	Under Valued	Under Valued	Under Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Buy	Strong Sell	Strong Buy	Strong Buy	Strong Buy
Current Ratio	N/A	0.42 X	N/A	N/A	N/A
Net Asset	335.09 B	31.96 B	656.45 B	180.47 B	392.27 B
Profit Margin	0.26 %	0.94 %	0.41 %	0.30 %	0.33 %
EBITDA	N/A	2.71 B	N/A	N/A	N/A
Operating Margin	0.39 %	0.62 %	0.58 %	0.47 %	0.52 %
Current Valuation	(16.3 B)	22.53 B	(111.82 B)	(41.26 B)	(31.1 B)
Price To Book	1.03 X	0.81 X	0.92 X	1.43 X	1.32 X
Retained Earnings	9.84 B	2.51 B	22.44 B	3.01 B	10.6 B
Current Asset	32.45 B	483 M	80.2 B	29.48 B	44.27 B
Five Year Return	N/A	4.06 %	N/A	3.69 %	N/A
Beta	0.67	0.66	0.39	0.27	0.49
Number Of Employees	8.04 K	27	64	3.65 K	7.63 K
Shares Outstanding	1.24 B	179.72 M	1.47 B	100.33 M	257.18 M
Cash Flow From Operations	4.46 B	666.33 M	5.2 B	(1.1 B)	4.13 B
Annual Yield	0.03 %	0.05 %	0.03 %	0.05 %	0.03 %
Total Debt	12.3 B	14.94 B	31.13 B	5.29 B	30.25 B
Return On Equity	0.13	0.16	0.15	0.14	0.18
Z Score	0.6	N/A	0.6	1.2	N/A
Return On Asset	0.009	0.0155	0.0104	0.0082	0.0103
Book Value Per Share	19.49 X	46.58 X	32.64 X	101.93 X	89.51 X
Current Liabilities	178.51 B	1.54 B	350.44 B	107.72 B	178.58 B
Total Asset	335.09 B	31.96 B	656.45 B	180.47 B	392.27 B
Target Price	25.54	40.0	40.32	154.0	146.0
Last Dividend Paid	0.5	1.26	1.12	7.08	3.66
Debt To Equity	N/A	128.60 %	N/A	N/A	N/A
Shares Owned By Institutions	51.20 %	40.40 %	43.62 %	18.93 %	30.05 %
Market Capitalization	22.53 B	6.63 B	43.72 B	14.13 B	29.86 B
Price To Earnings To Growth	0.42 X	N/A	0.82 X	N/A	1.49 X
Price To Sales	2.00 X	5.26 X	2.63 X	2.96 X	2.42 X
Net Income	2.77 B	1.56 B	6.03 B	1.41 B	3.19 B
Earnings Per Share	2.56 X	6.89 X	4.63 X	14.53 X	15.75 X
Shares Owned By Insiders	N/A	14.99 %	N/A	48.36 %	41.57 %
Revenue	10.43 B	1.26 B	15.49 B	4.39 B	10.25 B
Working Capital	(146.07 B)	(1.06 B)	(270.24 B)	(78.24 B)	(134.31 B)
Cash And Equivalents	24.75 B	566.11 M	93.51 B	35.28 B	51.29 B
Cash Per Share	21.26 X	3.30 X	62.60 X	350.83 X	219.60 X
Gross Profit	11.18 B	1.3 B	15.83 B	4.77 B	10.6 B
Day Typical Price	2471.67	3075.0	4278.33	17933.33	16086.67
Accumulation Distribution	0.02	0.0281	0.024	0.0122	0.0142
Market Facilitation Index	50.0	88.0	104.0	220.0	230.0
Daily Balance Of Power	(0.64)	(0.88)	(0.36)	(0.23)	(0.13)
Period Momentum Indicator	(32.00)	(77.00)	(37.00)	(50.00)	(30.00)
Rate Of Daily Change	0.99	0.98	0.99	1.0	1.0
Day Median Price	2478.0	3086.0	4285.0	17910.0	16075.0
Price Action Indicator	(35.00)	(71.50)	(38.50)	45.0	20.0
Coefficient Of Variation	427.11	1063.43	343.68	401.86	455.07
Mean Deviation	1.31	1.75	1.23	1.11	1.16
Jensen Alpha	0.3371	0.2666	0.4024	0.3103	0.2618
Total Risk Alpha	0.1704	(0.08)	0.2382	0.1597	0.1229
Sortino Ratio	0.1957	0.0659	0.2224	0.2095	0.1823
Downside Variance	2.11	3.76	2.25	1.3	1.27
Standard Deviation	1.64	2.42	1.49	1.36	1.39
Kurtosis	0.6995	3.22	(0.46)	(0.14)	(0.78)
Potential Upside	2.59	5.06	2.58	2.49	2.77
Treynor Ratio	0.9047	(0.40)	1.83	1.58	0.7805
Maximum Drawdown	7.16	12.74	6.28	5.3	5.51
Variance	2.7	5.87	2.22	1.86	1.94
Market Risk Adjusted Performance	0.9147	(0.39)	1.84	1.59	0.7905
Risk Adjusted Performance	0.1753	0.0752	0.2161	0.1851	0.1641
Skewness	0.3287	1.28	(0.31)	0.1488	0.1558
Semi Deviation	1.15	1.73	1.1	0.8708	0.9393
Information Ratio	0.1732	0.0527	0.2237	0.1754	0.1478
Value At Risk	(2.44)	(2.93)	(2.11)	(1.89)	(1.86)
Expected Short fall	(1.50)	(1.92)	(1.38)	(1.41)	(1.46)
Downside Deviation	1.45	1.94	1.5	1.14	1.13
Semi Variance	1.32	2.99	1.21	0.7583	0.8824

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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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