Compare Muangthai to Com7, Chayo, JMT, North

Comparing Muangthai to Com7, Chayo, JMT, North 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.

Specify up to 10 symbols:

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.

	MTC	COM7	CHAYO	JMT	NER
MTC		-0.09	0.5	0.52	0.31	MTC
COM7	-0.09		-0.71	0.41	-0.73	COM7
CHAYO	0.5	-0.71		-0.01	0.92	CHAYO
JMT	0.52	0.41	-0.01		-0.13	JMT
NER	0.31	-0.73	0.92	-0.13		NER
	MTC	COM7	CHAYO	JMT	NER

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

High positive correlations

NER	+ 0.92	CHAYO
JMT	+ 0.52	MTC
CHAYO	+ 0.5	MTC
JMT	+ 0.41	COM7
NER	+ 0.31	MTC

High negative correlations

NER	- 0.73	COM7
CHAYO	- 0.71	COM7
NER	- 0.13	JMT
COM7	- 0.09	MTC
JMT	- 0.01	CHAYO

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
MTC	1.43	(0.16)	0.00	(0.29)	0.00	0.00	3.54	(2.97)	10.98
COM7	1.79	0.10	0.03	0.65	2.06	(2.23)	3.92	(3.64)	12.15
CHAYO	1.61	(0.59)	0.00	(10.93)	0.00	0.00	3.16	(3.96)	15.06
JMT	2.51	(0.01)	(0.01)	0.03	2.82	(2.99)	6.43	(4.62)	19.16
NER	1.10	(0.18)	0.00	(3.41)	0.00	0.00	2.15	(3.23)	8.76

Unable to evaluate fundamental data of [MTC.BK, COM7.BK, CHAYO.BK, JMT.BK, NER.BK] at this time. Please try again later

All Fundamental Data

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	MTC	COM7	CHAYO	JMT	NER
	1.56 47.25 Muangthai	0.95 26.50 Com7	2.78 2.80 Chayo	3.16 18.40 JMT	1.26 4.70 North
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Relatively risky	Not too volatile	Somewhat reliable
Market Performance (90 Days Performance)	Very Weak	Modest	Very Weak	Weak	Very Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Hold	Sell	Strong Sell	Strong Sell	Strong Sell
Current Ratio	3.43 X	1.35 X	7.88 X	0.93 X	1.51 X
Net Asset	98.39 B	15.97 B	5.09 B	33.86 B	14.24 B
Profit Margin	0.36 %	0.05 %	0.23 %	0.40 %	0.08 %
EBITDA	N/A	4.02 B	387.46 M	2.33 B	2.4 B
Operating Margin	0.44 %	0.06 %	0.47 %	0.50 %	0.10 %
Current Valuation	188.77 B	84.27 B	9.48 B	104.15 B	18.88 B
Price To Book	2.95 X	12.22 X	3.01 X	4.53 X	1.75 X
Five Year Return	0.49 %	1.75 %	N/A	2.80 %	N/A
Retained Earnings	N/A	646 M	N/A	190 M	N/A
Current Asset	N/A	2.78 B	N/A	624 M	N/A
Beta	0.88	1.09	1.35	1.0	0.9
Number Of Employees	22	23	10	18	7
Shares Outstanding	2.12 B	2.38 B	1.09 B	1.46 B	1.85 B
Cash Flow From Operations	(12.12 B)	559.81 M	(1.33 B)	2.21 B	(1.68 B)
Annual Yield	0.01 %	0.03 %	0.0003 %	0.02 %	0.07 %
Total Debt	47.03 B	2.88 B	1.14 B	6.41 B	3.61 B
Return On Equity	0.2	0.56	0.0651	0.11	0.37
Z Score	0.6	18.0	5.4	6.6	2.8
Return On Asset	0.0471	0.15	0.0457	0.0552	0.1
Book Value Per Share	13.21 X	2.66 X	2.63 X	15.44 X	3.37 X
Current Liabilities	N/A	1.95 B	N/A	1.62 B	N/A
Total Asset	98.39 B	15.97 B	5.09 B	33.86 B	14.24 B
Debt To Equity	2.77 %	0.65 %	0.90 %	0.95 %	1.65 %
Target Price	40.5	40.39	13.46	78.93	9.9
Last Dividend Paid	0.37	0.5	0.003	0.91	0.43
Shares Owned By Institutions	5.61 %	6.50 %	1.74 %	6.88 %	0.06 %
Market Capitalization	78.44 B	72.74 B	11.04 B	72.96 B	10.99 B
Price To Earning	24.21 X	49.15 X	37.38 X	41.11 X	14.37 X
Price To Sales	6.00 X	1.24 X	9.33 X	23.06 X	0.46 X
Net Income	4.94 B	2.63 B	219 M	1.75 B	1.85 B
Earnings Per Share	2.39 X	1.26 X	0.18 X	1.21 X	1.11 X
Shares Owned By Insiders	68.77 %	57.94 %	56.78 %	58.40 %	41.18 %
Revenue	13.91 B	51.13 B	720.39 M	4.41 B	24.43 B
Working Capital	N/A	831 M	N/A	(999 M)	N/A
Cash And Equivalents	1.33 B	1.61 B	2.86 B	1.65 B	830.37 M
Cash Per Share	0.63 X	1.34 X	2.68 X	1.51 X	0.51 X
Gross Profit	12.33 B	6.87 B	543.01 M	2.59 B	3.24 B
Day Typical Price	47.58	26.75	2.83	18.57	4.72
Accumulation Distribution	0.0207	607707.0	18034.03	0.0368	0.0126
Market Facilitation Index	1.0	N/A	N/A	0.7	0.06
Daily Balance Of Power	(0.75)	0.2	(1.00)	(0.86)	(1.00)
Period Momentum Indicator	(0.75)	0.25	(0.08)	(0.60)	(0.06)
Rate Of Daily Change	0.98	1.01	0.97	0.97	0.99
Day Median Price	47.75	26.88	2.84	18.65	4.73
Price Action Indicator	(0.87)	(0.25)	(0.08)	(0.55)	(0.06)
Coefficient Of Variation	(1,504)	1953.09	(402.81)	11204.84	(919.71)
Mean Deviation	1.43	1.79	1.61	2.51	1.1
Jensen Alpha	(0.16)	0.105	(0.59)	(0.01)	(0.18)
Total Risk Alpha	(0.25)	(0.02)	(0.72)	(0.16)	(0.27)
Sortino Ratio	N/A	0.0272	N/A	(0.01)	N/A
Downside Variance	N/A	6.49	N/A	9.52	N/A
Standard Deviation	2.0	2.39	2.33	3.35	1.56
Kurtosis	1.34	0.7304	7.55	2.1	2.79
Potential Upside	3.54	3.92	3.16	6.43	2.15
Treynor Ratio	(0.29)	0.6497	(10.93)	0.0292	(3.41)
Maximum Drawdown	10.98	12.15	15.06	19.16	8.76
Variance	3.99	5.72	5.44	11.23	2.44
Market Risk Adjusted Performance	(0.28)	0.6597	(10.92)	0.0392	(3.40)
Risk Adjusted Performance	(0.05)	0.0473	(0.19)	0.0147	(0.08)
Skewness	0.2654	0.2258	1.78	0.8372	0.5426
Semi Deviation	N/A	2.06	N/A	2.82	N/A
Information Ratio	(0.09)	0.0289	(0.27)	(0.01)	(0.14)
Value At Risk	(2.97)	(3.64)	(3.96)	(4.62)	(3.23)
Expected Short fall	N/A	(2.23)	N/A	(2.99)	N/A
Downside Deviation	N/A	2.55	N/A	3.09	N/A
Semi Variance	N/A	4.26	N/A	7.95	N/A

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.

Use Investing Themes to Complement your positions

You can quickly originate your optimal portfoio 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 ESG Investing Thematic Idea Now

ESG Investing

Sustainable investments that promote the conservation of the natural world, social resposibility, freindly employees policies and strong governance. The ESG Investing theme has 51 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 ESG Investing Theme or any other thematic opportunities.

View All Next

Launch

Check out your portfolio center.

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 Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

Other Complementary Tools

	Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
	Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
	Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk
	Insider Screener Find insiders across different sectors to evaluate their impact on performance
	Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC