Impact ISR Competition

Funds . Germany . 
Fund . Impact ISR Performance
0P0000VQ56  EUR 53.25  0.93  1.72%   
  
Hype
Prediction
LowEstimatedHigh
52.6253.2553.88
Details
Intrinsic
Valuation
LowRealHigh
52.9053.5354.16
Details
Naive
Forecast
LowNextHigh
51.3952.0252.65
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
52.8653.9254.97
Details

Impact ISR Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Impact ISR and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Impact 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 Impact ISR Performance does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
VOW
+ 0.85
0P0000VQ56
8SP
+ 0.79
0P0000VQ56
VOW
+ 0.73
8SP
9K1
+ 0.69
VOW
RS6
+ 0.6
INL
9K1
+ 0.52
8SP
  
High negative correlations   
3RKU
- 0.89
9K1
RS6
- 0.87
VOW
RS6
- 0.71
0P0000VQ56
9K1
- 0.66
RRU
RS6
- 0.58
8SP
INL
- 0.58
0P0000VQ56

Risk-Adjusted Indicators

There is a big difference between Impact Fund performing well and Impact ISR Fund 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 Impact ISR'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
0P0000VQ56  0.51 (0.08) 0.00 (1.08) 0.00 
 0.00 
 0.69 
(1.16)
 2.45 
8SP  2.15 (0.21) 0.00 (0.19) 0.00 
 0.00 
 3.36 
(4.50)
 20.22 
INL  2.44 (0.03) 0.00 (0.04) 0.00 
 0.00 
 7.04 
(5.34)
 16.28 
VOW  1.24 (0.14) 0.00  1.85  0.00 
 0.00 
 2.84 
(2.65)
 9.42 
RS6  1.40 (0.03)(0.01) 0.01  1.59 
(1.57)
 2.15 
(2.93)
 15.24 
RRU  1.53  0.17  0.07 (0.35) 1.80 
(1.66)
 3.10 
(3.10)
 9.56 
XYTA  12.41  3.96  0.14  1.93  8.83 
(55.21)
 33.33 
(25.00)
 233.33 
9K1  1.83 (0.36) 0.00 (0.97) 0.00 
 0.00 
 3.03 
(4.66)
 14.80 
3RKU  1.57  0.41  0.22  2.72  1.29 
(2.15)
 3.31 
(2.40)
 9.54 
9TO  1.40 (0.04) 0.00 (0.06) 0.00 
 0.00 
 3.11 
(3.11)
 7.92 
All Fundamental Data

Impact ISR Competitive Analysis

The better you understand Impact ISR competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Impact ISR'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 Impact ISR'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
0P0000VQ56 8SP INL VOW RS6 RRU XYTA 9K1 3RKU 9TO
 1.72 
 53.25 
Impact
 1.96 
 4.16 
Superior
 3.60 
 18.22 
Intel
 1.56 
 88.10 
Volkswagen
 1.05 
 254.80 
Reliance
 0.71 
 6.98 
Rolls
 25.00 
 0 
CHINA
 1.22 
 1.66 
NORDIC
 0.96 
 21.00 
RYOHIN
 1.26 
 16.10 
Toyota
Market Volatility
(90 Days Market Risk)
Very steady
Moderately volatile
Not too volatile
Very steady
Very steady
Somewhat reliable
Out of control
Very risky
Very steady
Not too volatile
Market Performance
(90 Days Performance)
Very Weak
Very Weak
Very Weak
Very Weak
Weak
Modest
Good
Very Weak
Solid
Very Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Quite High
Low
Low
Low
About Average
Average
About Average
About Average
Unknown
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Fairly Valued
Over Valued
Over Valued
Under Valued
Over Valued
Under Valued
Over Valued
Fairly Valued
Fairly Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Cautious Hold
Cautious Hold
Strong Sell
Strong Sell
Strong Hold
Strong Sell
Cautious Hold
Strong Sell
Strong Buy
Cautious Hold
Current Ratio
N/A
1.33
N/A
N/A
4.06
1.07
0.67
N/A
4.01
Net Asset
427.04 M
4.48 B
182.1 B
528.61 B
10.33 B
29.45 B
N/A
N/A
N/A
Profit Margin
N/A
-0.0333
N/A
N/A
0.11
-0.0939
-2.08
N/A
-1.73
EBITDA
N/A
202.9 M
21.3 B
49.43 B
2.73 B
(207 M)
47.39 M
N/A
38.5 B
Operating Margin
N/A
0.0049
N/A
N/A
0.15
0.0582
0.11
N/A
4.15
Current Valuation
N/A
2.78 B
126.75 B
201.15 B
12.83 B
14.94 B
N/A
N/A
(9.36 B)
Price To Book
N/A
1.76
1.18
0.53
1.78
N/A
N/A
N/A
0.02
Five Year Return
0.95
5.75
N/A
N/A
1.9
N/A
N/A
N/A
N/A
One Year Return
-3.28
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Beta
N/A
0.86
N/A
N/A
0.89
1.7
0.55
N/A
1.01
Number Of Employees
1
28
5
N/A
10
10
153
N/A
9.05 K
Shares Outstanding
N/A
200.7 M
N/A
N/A
58.79 M
8.37 B
4.77 B
N/A
263.03 M
Three Year Return
0.82
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Cash Flow From Operations
N/A
248.7 M
15.43 B
38.63 B
2.12 B
1.85 B
3.06 M
N/A
(3.52 B)
Annual Yield
N/A
0.0662
0.018
0.0401
0.0163
0.0398
N/A
N/A
N/A
Total Debt
N/A
1.91 B
37.68 B
123.89 B
1.14 B
4.11 B
3.63 B
N/A
110.72 B
Return On Equity
N/A
-0.0634
N/A
N/A
0.28
N/A
N/A
N/A
N/A
Z Score
N/A
N/A
2.4
N/A
8.2
1.8
N/A
N/A
N/A
Return On Asset
N/A
0.0026
N/A
N/A
0.16
0.0169
0.0117
N/A
N/A
Book Value Per Share
N/A
5.52
N/A
N/A
120.56
-0.72
-2.42
N/A
773.43
Total Asset
427.04 M
4.48 B
182.1 B
528.61 B
10.33 B
29.45 B
N/A
N/A
N/A
Debt To Equity
N/A
163.2
N/A
N/A
49.0
580.9
N/A
N/A
0.52
Last Dividend Paid
N/A
0.72
0.33
4.8
3.5
N/A
N/A
N/A
0.19
Target Price
N/A
N/A
N/A
N/A
181.17
N/A
N/A
N/A
N/A
Shares Owned By Institutions
N/A
36.16
N/A
N/A
83.58
64.39
N/A
N/A
0.16
Market Capitalization
N/A
1.54 B
182.18 B
117.75 B
13.85 B
13.99 B
39.16 M
N/A
4.38 B
Price To Earning
N/A
30.24
N/A
N/A
8.86
5.69
N/A
N/A
N/A
Price To Earnings To Growth
N/A
N/A
12.86
4.22
N/A
0.23
N/A
N/A
N/A
Price To Sales
N/A
0.46
1.7
0.35
0.65
0.75
N/A
N/A
0.01
Net Income
N/A
(112.5 M)
8.01 B
15.38 B
1.84 B
(1.27 B)
(333.9 M)
N/A
(6.93 B)
Earnings Per Share
N/A
-0.4
N/A
N/A
28.2
-0.33
-0.006
N/A
-0.2
Shares Owned By Insiders
N/A
0.35
N/A
N/A
0.86
0.1
51.82
N/A
N/A
Revenue
N/A
3.38 B
63.05 B
250.2 B
17.02 B
13.52 B
232.34 M
N/A
401.65 B
Ten Year Return
5.79
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Cash And Equivalents
N/A
33.45 M
N/A
N/A
133.6 M
5.81 B
6.01 M
N/A
126.74 B
Cash Per Share
N/A
0.19
N/A
N/A
1.99
3.14
N/A
N/A
481.84
Gross Profit
N/A
1.15 B
N/A
N/A
5.26 B
2.76 B
53.08 M
N/A
190.92 B
Day Typical Price
53.25
4.13
18.26
88.1
254.8
6.95
0.0015
1.65
21.0
16.1
Accumulation Distribution
N/A
0.0192
0.0071
N/A
N/A
0.02
N/A
0.0241
N/A
N/A
Market Facilitation Index
N/A
0.08
0.13
N/A
N/A
0.14
N/A
0.04
N/A
N/A
Daily Balance Of Power
(9,223,372,036,855)
1.0
(5.23)
(9,223,372,036,855)
(9,223,372,036,855)
(0.36)
(9,223,372,036,855)
0.5
9.2 T
9.2 T
Period Momentum Indicator
(0.93)
0.08
(0.68)
(1.40)
(2.70)
(0.05)
(0.0005)
0.02
0.2
0.2
Rate Of Daily Change
0.98
1.02
0.96
0.98
0.99
0.99
0.75
1.01
1.01
1.01
Day Median Price
53.25
4.12
18.29
88.1
254.8
6.94
0.0015
1.64
21.0
16.1
Price Action Indicator
(0.46)
0.08
(0.41)
(0.70)
(1.35)
0.015
(0.0003)
0.03
0.1
0.1
Relative Strength Index
62.32
50.09
36.08
45.86
45.65
60.44
44.31
36.97
78.54
50.3
Coefficient Of Variation
(987.04)
(1,869)
(38,066)
(1,266)
9666.73
1142.2
709.2
(738.99)
491.27
(9,152)
Mean Deviation
0.5101
2.15
2.44
1.24
1.4
1.53
12.41
1.83
1.57
1.4
Jensen Alpha
(0.08)
(0.21)
(0.03)
(0.14)
(0.03)
0.1725
3.96
(0.36)
0.4111
(0.04)
Total Risk Alpha
(0.09)
(0.29)
(0.11)
(0.19)
(0.05)
0.1071
3.21
(0.42)
0.3561
(0.08)
Sortino Ratio
N/A
N/A
N/A
N/A
(0.01)
0.069
0.1427
N/A
0.2243
N/A
Downside Variance
N/A
N/A
N/A
N/A
2.63
4.12
778.7
N/A
3.06
N/A
Standard Deviation
0.6468
3.38
3.28
1.64
2.14
1.97
28.48
2.5
2.09
1.85
Kurtosis
0.1006
10.32
0.471
1.42
12.51
0.2085
35.16
1.3
2.47
0.2918
Potential Upside
0.6915
3.36
7.04
2.84
2.15
3.1
33.33
3.03
3.31
3.11
Treynor Ratio
(1.08)
(0.19)
(0.04)
1.85
0.0068
(0.35)
1.93
(0.97)
2.72
(0.06)
Maximum Drawdown
2.45
20.22
16.28
9.42
15.24
9.56
233.33
14.8
9.54
7.92
Variance
0.4183
11.43
10.74
2.68
4.58
3.86
810.85
6.27
4.35
3.43
Market Risk Adjusted Performance
(1.07)
(0.18)
(0.03)
1.86
0.0168
(0.34)
1.94
(0.96)
2.73
(0.05)
Risk Adjusted Performance
(0.08)
(0.03)
0.0055
(0.06)
0.0145
0.0753
0.1214
(0.10)
0.1675
(0)
Skewness
(0.20)
(0.64)
0.4453
0.4692
2.5
(0.36)
5.22
(0.33)
0.9779
(0.32)
Semi Deviation
N/A
N/A
N/A
N/A
1.59
1.8
8.83
N/A
1.29
N/A
Information Ratio
(0.15)
(0.06)
(0.01)
(0.1)
(0)
0.0712
0.1399
(0.15)
0.1881
(0.03)
Value At Risk
(1.16)
(4.50)
(5.34)
(2.65)
(2.93)
(3.10)
(25.00)
(4.66)
(2.40)
(3.11)
Expected Short fall
N/A
N/A
N/A
N/A
(1.57)
(1.66)
(55.21)
N/A
(2.15)
N/A
Downside Deviation
N/A
N/A
N/A
N/A
1.62
2.03
27.91
N/A
1.75
N/A
Semi Variance
N/A
N/A
N/A
N/A
2.53
3.24
77.88
N/A
1.66
N/A

Impact ISR Competition Performance Charts

Five steps to successful analysis of Impact ISR Competition

Impact ISR'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 Impact ISR Performance in relation to its competition. Impact ISR's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Impact ISR 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 Impact ISR's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Impact ISR Performance, 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.

Complement your Impact ISR position

In addition to having Impact ISR 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 Small Blend Funds Thematic Idea Now

Small Blend Funds
Small Blend Funds Theme
Fund or Etfs that invest in stocks of small to mid-sized entities that have characteristics of both growth and value companies. The Small Blend Funds theme has 40 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 Small Blend Funds Theme or any other thematic opportunities.
View All  Next Launch

Other Information on Investing in Impact Fund

Impact ISR financial ratios help investors to determine whether Impact Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Impact with respect to the benefits of owning Impact ISR security.
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Price Transformation
Use Price Transformation models to analyze the depth of different equity instruments across global markets
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
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY