Compare AUPU to Nuode, Hunan, Shenzhen, Luolai, Zhongrun, Nanxing

Comparing AUPU to Nuode, Hunan, Shenzhen, Luolai, Zhongrun, Nanxing 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.

	603551	600110	000548	000042	002293	000506	002757
603551		0.92	0.89	0.88	0.92	0.82	0.81	603551
600110	0.92		0.89	0.85	0.86	0.89	0.79	600110
000548	0.89	0.89		0.86	0.94	0.72	0.76	000548
000042	0.88	0.85	0.86		0.82	0.71	0.65	000042
002293	0.92	0.86	0.94	0.82		0.73	0.8	002293
000506	0.82	0.89	0.72	0.71	0.73		0.72	000506
002757	0.81	0.79	0.76	0.65	0.8	0.72		002757
	603551	600110	000548	000042	002293	000506	002757

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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
603551	1.79	0.28	0.13	1.27	1.81	(2.08)	3.98	(3.13)	12.26
600110	3.23	0.85	0.22	1.91	3.23	(3.79)	9.97	(5.35)	19.66
000548	2.28	0.53	0.17	1.99	2.57	(2.62)	7.00	(3.60)	19.83
000042	2.52	0.61	0.16	2.06	2.89	(2.67)	7.60	(4.32)	20.06
002293	2.11	0.34	0.13	1.58	2.25	(2.53)	4.87	(3.09)	15.56
000506	3.53	1.36	0.31	(9.42)	3.30	(4.21)	5.14	(5.00)	10.40
002757	3.09	0.63	0.14	(0.68)	3.65	(3.18)	9.99	(7.09)	20.01

Cross Equities Net Income Analysis

Compare AUPU Home Style, Nuode Investment, and Hunan Investment Net Income Over Time

	2010	2011	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024
603551	210.9 M	210.9 M	210.9 M	210.9 M	210.9 M	210.9 M	210.9 M	281.3 M	302.1 M	267.6 M	188.9 M	31.1 M	240.1 M	309.3 M	183.1 M
600110	46.3 M	5.2 M	5.2 M	5.5 M	160.6 M	160.6 M	26.5 M	190 M	97.2 M	(121.9 M)	5.4 M	405.1 M	352.3 M	27.3 M	25.9 M
000548	56.9 M	52.5 M	30.6 M	10.7 M	17.9 M	18.9 M	58.7 M	130.4 M	40.2 M	55.4 M	86.9 M	51.9 M	35 M	148.7 M	156.1 M
000042	137.2 M	319.1 M	411.9 M	405.5 M	305.6 M	401.2 M	260.5 M	615.4 M	446.7 M	787.2 M	281.4 M	205.9 M	79.7 M	(1.8 B)	(1.8 B)
002293	27.8 M	374 M	382.1 M	332.2 M	398.1 M	410.1 M	317.3 M	427.9 M	534.5 M	546.1 M	585 M	713.2 M	580.8 M	572.4 M	393.7 M
000506	25.6 M	223.2 M	318.3 M	193.6 M	21.7 M	21.7 M	8.8 M	(449.1 M)	42.2 M	(18.2 M)	(492.8 M)	(129.1 M)	253 M	30 M	34.6 M
002757	41.2 M	41.2 M	41.2 M	50 M	63.4 M	50.1 M	66.4 M	108.2 M	163.6 M	204.2 M	260.3 M	291.4 M	290.3 M	173.3 M	161.6 M

AUPU Home Style, Nuode Investment, and Hunan Investment Net Income description

Net income is one of the most important fundamental items in finance. It plays a large role in entities financial statement analysis. It represents the amount of money remaining after all of organizations operating expenses, interest, taxes and preferred stock dividends have been deducted from a company total revenue.

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	603551	600110	000548	000042	002293	000506	002757
	0.18 11.29 AUPU	1.35 4.37 Nuode	0.18 5.61 Hunan	2.12 5.30 Shenzhen	1.22 8.09 Luolai	4.97 3.59 Zhongrun	1.07 15.79 Nanxing
Market Volatility (90 Days Market Risk)	Not too volatile	Unstable	Slightly risky	Moderately volatile	Somewhat reliable	Risky	Somewhat reliable
Market Performance (90 Days Performance)	Good	Good	Good	Good	Good	Very Strong	Good
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Below Average	Very Low	Average	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Under Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly 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
Trade Advice (90 Days Macroaxis Advice)	Buy	Cautious Hold	Strong Hold	Hold	Strong Hold	Strong Sell	Strong Sell
Net Asset	2.49 B	15.24 B	3 B	30.95 B	6.8 B	2.34 B	3.9 B
Profit Margin	0.15 %	(0.05) %	0.12 %	(0.06) %	0.09 %	(0.61) %	0.04 %
EBITDA	338.19 M	80.43 M	259.59 M	407.03 M	1.01 B	6.94 M	431.56 M
Operating Margin	0.19 %	(0.01) %	0.31 %	0.04 %	0.19 %	(0.15) %	0.07 %
Current Valuation	3.64 B	11.37 B	2.21 B	9.92 B	5.59 B	3.36 B	4.81 B
Price To Book	3.35 X	1.33 X	1.37 X	0.67 X	1.71 X	5.44 X	1.98 X
Retained Earnings	409.25 M	544.07 M	859.66 M	2.58 B	2.08 B	(365.91 M)	989.24 M
Beta	0.21	0.75	0.57	0.62	0.44	0.14	0.25
Number Of Employees	1.02 K	2.84 K	716	2.7 K	3.79 K	1.22 K	2.43 K
Shares Outstanding	401.34 M	1.74 B	499.22 M	664.83 M	830.98 M	929.02 M	295.46 M
Cash Flow From Operations	422.11 M	(1.07 B)	378.19 M	1.35 B	935.56 M	(16.06 M)	580.11 M
Annual Yield	N/A	N/A	0.02 %	N/A	0.07 %	N/A	0.03 %
Total Debt	2.05 M	2.46 B	998.85 M	25.37 B	1.12 B	85.18 M	74.4 M
Return On Equity	0.2	-0.031	0.087	-0.0499	0.1	-0.11	0.0618
Return On Asset	0.0824	-0.0066	0.0417	0.0046	0.0413	-0.0206	0.0495
Book Value Per Share	3.63 X	3.34 X	4.10 X	7.85 X	4.80 X	0.72 X	8.06 X
Total Asset	2.49 B	15.24 B	3 B	30.95 B	6.8 B	2.34 B	3.9 B
Target Price	12.24	4.0	N/A	N/A	8.13	N/A	N/A
Last Dividend Paid	0.8	N/A	0.09	0.012	0.6	N/A	0.5
Shares Owned By Institutions	8.16 %	1.39 %	0.69 %	0.51 %	5.84 %	25.08 %	1.49 %
Market Capitalization	4.51 B	7.55 B	2.82 B	3.45 B	6.67 B	3.31 B	4.67 B
Price To Earnings To Growth	N/A	N/A	N/A	N/A	0.37 X	N/A	N/A
Price To Sales	2.36 X	1.57 X	1.95 X	0.64 X	1.40 X	14.98 X	1.32 X
Net Income	309.32 M	27.31 M	148.7 M	(1.84 B)	570.9 M	30.02 M	173.27 M
Earnings Per Share	0.76 X	(0.13) X	0.35 X	(3.40) X	0.50 X	(0.14) X	0.49 X
Shares Owned By Insiders	72.22 %	31.06 %	38.44 %	68.27 %	54.85 %	13.68 %	47.12 %
Revenue	2 B	4.57 B	1.25 B	7.62 B	5.32 B	284.38 M	3.63 B
Working Capital	867.4 M	2.07 B	1.24 B	11 B	2.09 B	(677.59 M)	927.56 M
Gross Profit	833.9 M	934.45 M	167.18 M	2.37 B	2.44 B	(16.45 M)	659.61 M
Day Typical Price	11.3	4.36	5.61	5.27	8.16	3.51	15.78
Accumulation Distribution	35848.14	352762.0	170440.0	499949.0	273197.0	2.7 M	397460.0
Daily Balance Of Power	0.08	(0.67)	0.0909	0.5	(0.36)	0.7391	(0.49)
Period Momentum Indicator	0.02	(0.06)	0.01	0.11	(0.10)	0.17	(0.17)
Rate Of Daily Change	1.0	0.99	1.0	1.02	0.99	1.05	0.99
Day Median Price	11.31	4.36	5.61	5.26	8.19	3.47	15.77
Price Action Indicator	(0.01)	(0.01)	0.01	0.095	(0.15)	0.2	(0.07)
Relative Strength Index	58.99	54.14	62.71	58.64	61.22	53.64	52.66
Coefficient Of Variation	793.87	496.87	610.23	568.25	786.95	290.88	679.09
Mean Deviation	1.79	3.23	2.28	2.52	2.11	3.53	3.09
Jensen Alpha	0.2823	0.8483	0.5253	0.609	0.3358	1.36	0.6282
Total Risk Alpha	0.2179	0.7315	0.4341	0.5111	0.2594	1.24	0.4837
Sortino Ratio	0.1287	0.2226	0.1663	0.1583	0.128	0.3082	0.1381
Downside Variance	4.21	14.09	9.34	14.01	6.15	18.67	17.88
Standard Deviation	2.36	4.32	3.3	3.56	2.76	3.97	4.19
Kurtosis	0.8067	0.4756	2.87	1.32	0.9253	(1.29)	0.7127
Potential Upside	3.98	9.97	7.0	7.6	4.87	5.14	9.99
Treynor Ratio	1.27	1.91	1.99	2.06	1.58	(9.42)	(0.68)
Maximum Drawdown	12.26	19.66	19.83	20.06	15.56	10.4	20.01
Variance	5.58	18.64	10.92	12.65	7.62	15.77	17.58
Market Risk Adjusted Performance	1.28	1.92	2.0	2.07	1.59	(9.41)	(0.67)
Risk Adjusted Performance	0.1067	0.168	0.1377	0.1475	0.108	0.281	0.125
Skewness	0.5681	0.2062	0.4426	0.2343	0.1298	(0.56)	0.0682
Semi Deviation	1.81	3.23	2.57	2.89	2.25	3.3	3.65
Information Ratio	0.1118	0.1935	0.1538	0.1666	0.115	0.3354	0.1393
Value At Risk	(3.13)	(5.35)	(3.60)	(4.32)	(3.09)	(5.00)	(7.09)
Expected Short fall	(2.08)	(3.79)	(2.62)	(2.67)	(2.53)	(4.21)	(3.18)
Downside Deviation	2.05	3.75	3.06	3.74	2.48	4.32	4.23
Semi Variance	3.29	10.45	6.61	8.33	5.07	10.89	13.35

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.

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Run Non-Metallic and Industrial Metal Mining Thematic Idea Now

Non-Metallic and Industrial Metal Mining

Fama and French investing themes focus on testing asset pricing under different economic assumptions. The Non-Metallic and Industrial Metal Mining theme has 61 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 Non-Metallic and Industrial Metal Mining Theme or any other thematic opportunities.

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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 Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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