Azvalor Global Competition

Funds . Germany . 
Fund . Azvalor Global Value
0P00018HSS   190.73  0.00  0.00%   
  

Azvalor Global Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Azvalor Global 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 Azvalor 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 Azvalor Global Value does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
VOW
+ 0.83
0P00000PM8
3RKU
+ 0.8
0P00001S8S
8SP
+ 0.79
0P00000PM8
VOW
+ 0.72
8SP
RRU
+ 0.71
0P00001S8S
9K1
+ 0.66
VOW
  
High negative correlations   
9K1
- 0.91
0P00001S8S
3RKU
- 0.89
9K1
RS6
- 0.86
VOW
VOW
- 0.79
0P00001S8S
8SP
- 0.72
0P00001S8S
9K1
- 0.67
RRU

Risk-Adjusted Indicators

There is a big difference between Azvalor Fund performing well and Azvalor Global 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 Azvalor Global'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
0P00001S8S  0.01  0.00  0.00 (1.27) 0.00 
 0.00 
 0.04 
 0.00 
 0.04 
0P00000PM8  0.64 (0.08) 0.00 (3.77) 0.00 
 0.00 
 1.10 
(1.76)
 4.32 
8SP  2.12 (0.22) 0.00 (0.23) 0.00 
 0.00 
 3.36 
(4.50)
 20.22 
INL  2.41 (0.04) 0.00  0.34  0.00 
 0.00 
 5.87 
(5.34)
 16.28 
VOW  1.27 (0.10) 0.00  0.38  0.00 
 0.00 
 3.10 
(2.65)
 9.42 
RS6  1.39  0.04  0.01  0.15  1.58 
(1.53)
 2.15 
(2.93)
 15.24 
RRU  1.46  0.18  0.08  8.31  1.72 
(1.60)
 3.10 
(2.92)
 9.56 
XYTA  12.41  4.01  0.14 (195.37) 8.83 
(55.21)
 33.33 
(25.00)
 233.33 
9K1  1.88 (0.21) 0.00  1.38  0.00 
 0.00 
 3.59 
(4.66)
 14.80 
3RKU  1.62  0.50  0.27 (5.20) 1.27 
(2.24)
 3.92 
(2.40)
 9.54 
All Fundamental Data

Azvalor Global Competitive Analysis

The better you understand Azvalor Global competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Azvalor Global'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 Azvalor Global'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
0P00018HSS 0P00001S8S 0P00000PM8 8SP INL VOW RS6 RRU XYTA 9K1
 0.00 
 190.73 
Azvalor
 0.00 
 594.20 
Groupama
 0.00 
 260.13 
Renaissance
 1.46 
 4.18 
Superior
 1.13 
 19.33 
Intel
 1.50 
 91.50 
Volkswagen
 0.00 
 259.80 
Reliance
 2.19 
 7.01 
Rolls
 0.00 
 0 
CHINA
 4.09 
 1.78 
NORDIC
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Moderately volatile
Not too volatile
Very steady
Very steady
Not too volatile
Out of control
Very risky
Market Performance
(90 Days Performance)
Very Weak
Market Crasher
Very Weak
Very Weak
Very Weak
Very Weak
Weak
OK
Modest
Very Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Unknown
Low
Low
Quite High
Low
Low
Low
About Average
Above Average
About Average
Current Valuation
(Equity Enterprise Value)
Over Valued
Fairly Valued
Over Valued
Fairly Valued
Over Valued
Over Valued
Over Valued
Under 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
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Strong Sell
Cautious Hold
Cautious Hold
Cautious Hold
Strong Sell
Strong Sell
Cautious Hold
Buy
Strong Sell
Strong Sell
Current Ratio
N/A
N/A
1.33
N/A
N/A
4.06
1.07
0.67
N/A
Net Asset
4.25 B
3.48 B
4.48 B
182.1 B
528.61 B
10.33 B
29.45 B
N/A
N/A
Profit Margin
N/A
N/A
-0.0333
N/A
N/A
0.11
-0.0939
-2.08
N/A
EBITDA
N/A
N/A
202.9 M
21.3 B
49.43 B
2.73 B
(207 M)
47.39 M
N/A
Operating Margin
N/A
N/A
0.0049
N/A
N/A
0.15
0.0582
0.11
N/A
Current Valuation
N/A
N/A
2.78 B
126.75 B
201.15 B
12.83 B
14.94 B
N/A
N/A
Price To Book
N/A
N/A
1.76
1.18
0.53
1.78
N/A
N/A
N/A
Five Year Return
-0.27
4.78
5.75
N/A
N/A
1.9
N/A
N/A
N/A
One Year Return
-0.43
3.06
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Beta
N/A
N/A
0.86
N/A
N/A
0.89
1.7
0.55
N/A
Cash Position Weight
95.38
1.4
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Equity Positions Weight
N/A
98.4
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Number Of Employees
1
1
28
5
N/A
10
10
153
N/A
Shares Outstanding
N/A
N/A
200.7 M
N/A
N/A
58.79 M
8.37 B
4.77 B
N/A
Three Year Return
-0.38
5.45
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Cash Flow From Operations
N/A
N/A
248.7 M
15.43 B
38.63 B
2.12 B
1.85 B
3.06 M
N/A
Annual Yield
N/A
N/A
0.0662
0.018
0.0401
0.0163
0.0398
N/A
N/A
Total Debt
N/A
N/A
1.91 B
37.68 B
123.89 B
1.14 B
4.11 B
3.63 B
N/A
Return On Equity
N/A
N/A
-0.0634
N/A
N/A
0.28
N/A
N/A
N/A
Bond Positions Weight
3.42
0.2
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Z Score
N/A
N/A
N/A
2.4
N/A
8.2
1.8
N/A
N/A
Return On Asset
N/A
N/A
0.0026
N/A
N/A
0.16
0.0169
0.0117
N/A
Book Value Per Share
N/A
N/A
5.52
N/A
N/A
120.56
-0.72
-2.42
N/A
Minimum Initial Investment
500
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Asset
4.25 B
3.48 B
4.48 B
182.1 B
528.61 B
10.33 B
29.45 B
N/A
N/A
Debt To Equity
N/A
N/A
163.2
N/A
N/A
49.0
580.9
N/A
N/A
Last Dividend Paid
N/A
N/A
0.72
0.33
4.8
3.5
N/A
N/A
N/A
Target Price
N/A
N/A
N/A
N/A
N/A
181.17
N/A
N/A
N/A
Shares Owned By Institutions
N/A
N/A
36.16
N/A
N/A
83.58
64.39
N/A
N/A
Market Capitalization
N/A
N/A
1.54 B
182.18 B
117.75 B
13.85 B
13.99 B
39.16 M
N/A
Price To Earning
N/A
N/A
30.24
N/A
N/A
8.86
5.69
N/A
N/A
Price To Earnings To Growth
N/A
N/A
N/A
12.86
4.22
N/A
0.23
N/A
N/A
Price To Sales
N/A
N/A
0.46
1.7
0.35
0.65
0.75
N/A
N/A
Net Income
N/A
N/A
(112.5 M)
8.01 B
15.38 B
1.84 B
(1.27 B)
(333.9 M)
N/A
Earnings Per Share
N/A
N/A
-0.4
N/A
N/A
28.2
-0.33
-0.006
N/A
Shares Owned By Insiders
N/A
N/A
0.35
N/A
N/A
0.86
0.1
51.82
N/A
Revenue
N/A
N/A
3.38 B
63.05 B
250.2 B
17.02 B
13.52 B
232.34 M
N/A
Ten Year Return
0.06
9.89
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Cash And Equivalents
N/A
N/A
33.45 M
N/A
N/A
133.6 M
5.81 B
6.01 M
N/A
Cash Per Share
N/A
N/A
0.19
N/A
N/A
1.99
3.14
N/A
N/A
Gross Profit
N/A
N/A
1.15 B
N/A
N/A
5.26 B
2.76 B
53.08 M
N/A
Day Typical Price
190.73
594.2
260.13
4.16
19.4
90.82
259.8
6.97
0.0015
1.74
Accumulation Distribution
N/A
N/A
N/A
0.0144
0.0113
0.0224
N/A
0.0242
N/A
0.0618
Market Facilitation Index
N/A
N/A
N/A
0.06
0.22
2.05
N/A
0.17
N/A
0.11
Daily Balance Of Power
0.0
0.0
0.0
1.0
(1.00)
0.6585
0.0
0.8824
0.0
0.6364
Period Momentum Indicator
N/A
N/A
N/A
0.06
(0.22)
1.35
N/A
0.15
N/A
0.07
Rate Of Daily Change
1.0
1.0
1.0
1.01
0.99
1.01
1.0
1.02
1.0
1.04
Day Median Price
190.73
594.2
260.13
4.15
19.44
90.48
259.8
6.95
0.0015
1.73
Price Action Indicator
N/A
N/A
N/A
0.06
(0.22)
1.7
N/A
0.14
N/A
0.09
Coefficient Of Variation
(1,229)
99.18
(1,318)
(1,805)
(9,040)
(1,778)
3836.05
1004.87
709.2
(1,288)
Mean Deviation
0.5275
0.0092
0.6405
2.12
2.41
1.27
1.39
1.46
12.41
1.88
Jensen Alpha
(0.07)
0.0022
(0.08)
(0.22)
(0.04)
(0.1)
0.0388
0.179
4.01
(0.21)
Total Risk Alpha
(0.09)
0.0018
(0.1)
(0.29)
(0.13)
(0.15)
(0.01)
0.1265
3.21
(0.28)
Sortino Ratio
N/A
N/A
N/A
N/A
N/A
N/A
0.0145
0.0794
0.1427
N/A
Downside Variance
N/A
N/A
N/A
N/A
N/A
N/A
2.62
3.92
778.7
N/A
Standard Deviation
0.6916
0.0121
0.8507
3.37
3.19
1.69
2.13
1.9
28.48
2.6
Kurtosis
0.3109
0.1338
0.5763
10.54
0.3958
1.28
12.57
0.5001
35.16
1.09
Potential Upside
1.07
0.0356
1.1
3.36
5.87
3.1
2.15
3.1
33.33
3.59
Treynor Ratio
(2.05)
(1.27)
(3.77)
(0.23)
0.3424
0.3803
0.1495
8.31
(195.37)
1.38
Maximum Drawdown
3.7
0.0424
4.32
20.22
16.28
9.42
15.24
9.56
233.33
14.8
Variance
0.4783
1.0E-4
0.7237
11.33
10.2
2.87
4.55
3.63
810.85
6.77
Market Risk Adjusted Performance
(2.04)
(1.26)
(3.76)
(0.22)
0.3524
0.3903
0.1595
8.32
(195.36)
1.39
Risk Adjusted Performance
(0.07)
0.1529
(0.06)
(0.04)
(0)
(0.04)
0.027
0.0851
0.1221
(0.05)
Skewness
(0.17)
1.15
(0.43)
(0.65)
0.3384
0.5453
2.49
(0.37)
5.22
(0.28)
Semi Deviation
N/A
N/A
N/A
N/A
N/A
N/A
1.58
1.72
8.83
N/A
Information Ratio
(0.13)
(1.66)
(0.11)
(0.06)
(0.02)
(0.08)
0.011
0.0826
0.1399
(0.09)
Value At Risk
(1.17)
N/A
(1.76)
(4.50)
(5.34)
(2.65)
(2.93)
(2.92)
(25.00)
(4.66)
Expected Short fall
N/A
N/A
N/A
N/A
N/A
N/A
(1.53)
(1.60)
(55.21)
N/A
Downside Deviation
N/A
N/A
N/A
N/A
N/A
N/A
1.62
1.98
27.91
N/A
Semi Variance
N/A
N/A
N/A
N/A
N/A
N/A
2.48
2.95
77.88
N/A

Azvalor Global Competition Performance Charts

Five steps to successful analysis of Azvalor Global Competition

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

In addition to having Azvalor Global 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 Alternative Energy Thematic Idea Now

Alternative Energy
Alternative Energy Theme
Large and mid-size companies, ETFs and funds that are either investing or directly involved in providing energy derived from sources not connected to fossil fuels, do not consume natural resources, and do not harm the environment. This includes wind power, nuclear and solar energy, biofuel, ethanol, hydrogen and others alternative sources of energy. The Alternative Energy theme has 42 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 Alternative Energy Theme or any other thematic opportunities.
View All  Next Launch
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
ETF Categories
List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments
Latest Portfolios
Quick portfolio dashboard that showcases your latest portfolios
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