ALM ES Competition

Funds . Germany . 
Fund . ALM ES Actions
0P0001NBQF   127.83  0.07  0.05%   
  

ALM ES Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between ALM ES 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 ALM 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 ALM ES Actions does not affect the price movement of the other competitor.
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High positive correlations   
IUI1
+ 0.89
0P00001S8S
VOW
+ 0.82
0P00000PM8
IUI1
+ 0.82
INVN
INVN
+ 0.8
0P00001S8S
8SP
+ 0.8
0P00000PM8
39O1
+ 0.77
8SP
  
High negative correlations   
VOW
- 0.85
IUI1
RS6
- 0.83
VOW
39O1
- 0.82
0P00001S8S
IUI1
- 0.77
0P00000PM8
IUI1
- 0.72
8SP
IUI1
- 0.7
39O1

Risk-Adjusted Indicators

There is a big difference between ALM Fund performing well and ALM ES 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 ALM ES'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  2.25  0.00 
 0.00 
 0.04 
 0.00 
 0.04 
0P00000PM8  0.64 (0.11) 0.00  0.72  0.00 
 0.00 
 0.99 
(1.76)
 3.34 
8SP  2.07 (0.19) 0.00  0.80  0.00 
 0.00 
 3.05 
(4.56)
 20.22 
39O1  3.22 (0.42) 0.00 (0.82) 0.00 
 0.00 
 8.09 
(5.63)
 20.83 
INVN  2.18  0.23  0.07 (0.25) 2.47 
(2.47)
 5.45 
(4.00)
 14.01 
IUI1  1.23  0.31  0.21 (0.59) 1.03 
(1.39)
 3.28 
(1.96)
 10.73 
INL  2.35 (0.08) 0.00 (0.13) 0.00 
 0.00 
 5.87 
(5.34)
 16.28 
VOW  1.19 (0.14) 0.00  0.45  0.00 
 0.00 
 2.84 
(2.53)
 7.15 
RS6  1.39  0.03  0.00 (0.04) 1.57 
(1.55)
 2.15 
(2.93)
 15.24 
RRU  1.57  0.13  0.06  0.77  1.87 
(1.77)
 3.27 
(2.92)
 9.56 
All Fundamental Data

ALM ES Competitive Analysis

The better you understand ALM ES competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, ALM ES'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 ALM ES'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
0P0001NBQF 0P00001S8S 0P00000PM8 8SP 39O1 INVN IUI1 INL VOW RS6
 0.05 
 127.83 
ALM
 0.01 
 594.92 
Groupama
 0.85 
 261.96 
Renaissance
 1.46 
 4.16 
Superior
 2.56 
 1.90 
Origin
 2.50 
 3.51 
Identiv
 0.06 
 518.70 
INTUITIVE
 4.25 
 19.14 
Intel
 0.77 
 90.65 
Volkswagen
 0.35 
 259.40 
Reliance
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Relatively risky
Very risky
Unstable
Very steady
Not too volatile
Very steady
Very steady
Market Performance
(90 Days Performance)
Insignificant
Market Crasher
Very Weak
Very Weak
Very Weak
Modest
Good
Very Weak
Very Weak
Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Unknown
Low
Low
Quite High
Low
Below Average
Low
Low
Low
Low
Current Valuation
(Equity Enterprise Value)
Over Valued
Under Valued
Over Valued
Over Valued
Over Valued
Over Valued
Fairly Valued
Over Valued
Over 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
Strong Buy
Sell
Strong Sell
Strong Sell
Strong Sell
Cautious Hold
Sell
Strong Sell
Strong Sell
Current Ratio
N/A
N/A
1.33
N/A
1.31
N/A
N/A
N/A
4.06
Net Asset
4.25 B
3.48 B
4.48 B
135.96 M
96.66 M
12.97 B
182.1 B
528.61 B
10.33 B
Profit Margin
N/A
N/A
-0.0333
N/A
-0.0236
N/A
N/A
N/A
0.11
EBITDA
N/A
N/A
202.9 M
N/A
4.1 M
1.94 B
21.3 B
49.43 B
2.73 B
Operating Margin
N/A
N/A
0.0049
N/A
-0.0216
N/A
N/A
N/A
0.15
Current Valuation
N/A
N/A
2.78 B
78.28 M
149.13 M
86.49 B
126.75 B
201.15 B
12.83 B
Price To Book
N/A
N/A
1.76
4.72
2.37
8.3
1.18
0.53
1.78
Five Year Return
-0.27
4.78
5.75
N/A
N/A
N/A
N/A
N/A
1.9
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
1.55
N/A
N/A
N/A
0.89
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
11
329
N/A
5
N/A
10
Shares Outstanding
N/A
N/A
200.7 M
N/A
22.51 M
N/A
N/A
N/A
58.79 M
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
N/A
1.23 M
1.49 B
15.43 B
38.63 B
2.12 B
Annual Yield
N/A
N/A
0.0662
N/A
N/A
N/A
0.018
0.0401
0.0163
Total Debt
N/A
N/A
1.91 B
N/A
17.93 M
N/A
37.68 B
123.89 B
1.14 B
Return On Equity
N/A
N/A
-0.0634
N/A
-0.0353
N/A
N/A
N/A
0.28
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
N/A
5.8
N/A
2.4
N/A
8.2
Return On Asset
N/A
N/A
0.0026
N/A
-0.0151
N/A
N/A
N/A
0.16
Book Value Per Share
N/A
N/A
5.52
N/A
3.29
N/A
N/A
N/A
120.56
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
135.96 M
96.66 M
12.97 B
182.1 B
528.61 B
10.33 B
Debt To Equity
N/A
N/A
163.2
N/A
51.4
N/A
N/A
N/A
49.0
Last Dividend Paid
N/A
N/A
0.72
N/A
N/A
N/A
0.33
4.8
3.5
Target Price
N/A
N/A
N/A
N/A
21.25
N/A
N/A
N/A
181.17
Shares Owned By Institutions
N/A
N/A
36.16
N/A
67.68
N/A
N/A
N/A
83.58
Market Capitalization
N/A
N/A
1.54 B
42.71 M
145.66 M
109.12 B
182.18 B
117.75 B
13.85 B
Price To Earning
N/A
N/A
30.24
N/A
N/A
N/A
N/A
N/A
8.86
Price To Earnings To Growth
N/A
N/A
N/A
N/A
N/A
3.27
12.86
4.22
N/A
Price To Sales
N/A
N/A
0.46
5.11
1.36
16.13
1.7
0.35
0.65
Net Income
N/A
N/A
(112.5 M)
N/A
1.62 M
1.32 B
8.01 B
15.38 B
1.84 B
Earnings Per Share
N/A
N/A
-0.4
N/A
-0.17
N/A
N/A
N/A
28.2
Shares Owned By Insiders
N/A
N/A
0.35
N/A
4.27
N/A
N/A
N/A
0.86
Revenue
N/A
N/A
3.38 B
N/A
103.77 M
6.22 B
63.05 B
250.2 B
17.02 B
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
8.93 M
N/A
N/A
N/A
133.6 M
Cash Per Share
N/A
N/A
0.19
N/A
0.54
N/A
N/A
N/A
1.99
Gross Profit
N/A
N/A
1.15 B
N/A
37.07 M
N/A
N/A
N/A
5.26 B
Day Typical Price
127.83
594.92
261.96
4.16
1.9
3.51
518.7
19.16
90.65
259.4
Accumulation Distribution
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.13
N/A
N/A
Market Facilitation Index
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.0014
N/A
N/A
Daily Balance Of Power
9.2 T
9.2 T
(9,223,372,036,855)
9.2 T
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
(14.17)
(9,223,372,036,855)
9.2 T
Period Momentum Indicator
0.07
0.05
(2.25)
0.06
(0.05)
(0.09)
(0.30)
(0.85)
(0.70)
0.9
Rate Of Daily Change
1.0
1.0
0.99
1.01
0.97
0.97
1.0
0.96
0.99
1.0
Day Median Price
127.83
594.92
261.96
4.16
1.9
3.51
518.7
19.17
90.65
259.4
Price Action Indicator
0.035
0.025
(1.12)
0.03
(0.03)
(0.04)
(0.15)
(0.45)
(0.35)
0.45
Coefficient Of Variation
1668.26
102.7
(822.33)
(1,827)
(1,099)
1248.98
566.38
(5,565)
(1,131)
7815.41
Mean Deviation
0.4551
0.0104
0.6357
2.07
3.22
2.18
1.23
2.35
1.19
1.39
Jensen Alpha
0.0319
0.0029
(0.11)
(0.19)
(0.42)
0.2339
0.309
(0.08)
(0.14)
0.0251
Total Risk Alpha
0.0153
0.0026
(0.13)
(0.27)
(0.51)
0.1544
0.2607
(0.14)
(0.18)
(0.03)
Sortino Ratio
0.0186
N/A
N/A
N/A
N/A
0.0733
0.207
N/A
N/A
(0.0005)
Downside Variance
0.4282
N/A
N/A
N/A
N/A
7.44
1.85
N/A
N/A
2.56
Standard Deviation
0.6718
0.0133
0.8235
3.33
4.41
2.85
1.75
3.15
1.52
2.13
Kurtosis
3.11
0.4532
0.2637
11.16
1.39
0.1903
5.91
0.5583
0.4086
12.73
Potential Upside
1.44
0.0373
0.9918
3.05
8.09
5.45
3.28
5.87
2.84
2.15
Treynor Ratio
(0.34)
2.25
0.7199
0.7983
(0.82)
(0.25)
(0.59)
(0.13)
0.4542
(0.04)
Maximum Drawdown
3.94
0.0424
3.34
20.22
20.83
14.01
10.73
16.28
7.15
15.24
Variance
0.4514
2.0E-4
0.6782
11.12
19.45
8.11
3.08
9.94
2.32
4.55
Market Risk Adjusted Performance
(0.33)
2.26
0.7299
0.8083
(0.81)
(0.24)
(0.58)
(0.12)
0.4642
(0.03)
Risk Adjusted Performance
0.0465
0.1883
(0.1)
(0.04)
(0.07)
0.072
0.1483
(0.01)
(0.07)
0.0166
Skewness
0.4869
1.18
(0.60)
(0.63)
0.8442
0.3069
1.69
0.3432
0.5015
2.54
Semi Deviation
0.5488
N/A
N/A
N/A
N/A
2.47
1.03
N/A
N/A
1.57
Information Ratio
0.0182
(1.14)
(0.16)
(0.06)
(0.1)
0.0702
0.1606
(0.03)
(0.11)
(0.0004)
Value At Risk
(0.80)
N/A
(1.76)
(4.56)
(5.63)
(4.00)
(1.96)
(5.34)
(2.53)
(2.93)
Expected Short fall
(0.51)
N/A
N/A
N/A
N/A
(2.47)
(1.39)
N/A
N/A
(1.55)
Downside Deviation
0.6544
N/A
N/A
N/A
N/A
2.73
1.36
N/A
N/A
1.6
Semi Variance
0.3012
N/A
N/A
N/A
N/A
6.08
1.05
N/A
N/A
2.46

ALM ES Competition Performance Charts

Five steps to successful analysis of ALM ES Competition

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

In addition to having ALM ES 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.

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Millennials Best
Millennials Best Theme
Companies or funds that provide products or services that appeal to the generation of millennials and that are expected to experience growth in the next 5 years. The millennial generation usually refers to the demographic population that were born between 1980 to 2000. The Millennials Best theme has 77 constituents at this time.
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