Compare Bms to Datagate, Akcansa, MEGA, Cuhadaroglu, Borlease, Mackolik

Comparing Bms to Datagate, Akcansa, MEGA, Cuhadaroglu, Borlease, Mackolik 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.

	BMSTL	DGATE	AKCNS	MEGMT	CUSAN	BORLS	MACKO
BMSTL		0.5	0.84	0.44	0.69	0.88	0.92	BMSTL
DGATE	0.5		0.54	0.47	0.35	0.46	0.61	DGATE
AKCNS	0.84	0.54		0.65	0.69	0.88	0.88	AKCNS
MEGMT	0.44	0.47	0.65		0.53	0.45	0.47	MEGMT
CUSAN	0.69	0.35	0.69	0.53		0.85	0.7	CUSAN
BORLS	0.88	0.46	0.88	0.45	0.85		0.93	BORLS
MACKO	0.92	0.61	0.88	0.47	0.7	0.93		MACKO
	BMSTL	DGATE	AKCNS	MEGMT	CUSAN	BORLS	MACKO

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

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
BMSTL	1.89	0.41	0.13	0.58	2.58	(2.00)	6.13	(3.06)	16.27
DGATE	2.10	0.14	0.05	0.63	2.64	(2.09)	4.66	(4.28)	11.10
AKCNS	1.96	0.19	0.09	0.94	1.82	(2.52)	6.11	(3.12)	14.70
MEGMT	1.79	(0.07)	0.00	(0.30)	0.00	0.00	3.56	(3.76)	10.13
CUSAN	1.71	0.47	0.20	(0.99)	1.81	(1.97)	5.23	(3.17)	10.91
BORLS	2.01	0.88	0.31	2.56	1.97	(2.34)	4.73	(3.64)	11.16
MACKO	1.63	0.46	0.20	39.83	1.81	(1.86)	3.77	(2.91)	12.29

Unable to evaluate fundamental data of [BMSTL.IS, DGATE.IS, AKCNS.IS, MEGMT.IS, CUSAN.IS, BORLS.IS, MACKO.IS] at this time. Please try again later

All Fundamental Data

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	BMSTL	DGATE	AKCNS	MEGMT	CUSAN	BORLS	MACKO
	9.96 30.72 Bms	7.66 44.14 Datagate	1.10 174.00 Akcansa	0.12 32.52 MEGA	0.87 27.98 Cuhadaroglu	1.57 68.00 Borlease	0.48 103.50 Mackolik
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	OK	Insignificant	Modest	Very Weak	Good	Strong	Solid
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Unknown	Low	Unknown	Low
Current Valuation (Equity Enterprise Value)	Under Valued	Over Valued	Over Valued	Over Valued	Over Valued	Under Valued	Under 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)	Strong Buy	Strong Sell	Hold	Sell	Cautious Hold	Buy	Buy
Current Ratio	N/A	1.63 X	0.97 X		2.42 X		N/A
Net Asset	N/A	603.44 M	3.5 B		821.94 M		N/A
Profit Margin	N/A	0.02 %	0.20 %		0.09 %		N/A
EBITDA	N/A	121.71 M	437.34 M		184.68 M		N/A
Operating Margin	N/A	0.04 %	0.13 %		0.19 %		N/A
Current Valuation	N/A	726.06 M	12.05 B		2.03 B		N/A
Price To Book	N/A	3.22 X	3.85 X		3.99 X		N/A
Retained Earnings	N/A	52 M	487 M		43 M		N/A
Current Asset	N/A	250 M	615 M		144 M		N/A
Five Year Return	N/A	N/A	7.60 %		N/A		N/A
Beta	N/A	0.83	1.07		0.51		N/A
Number Of Employees	212	68	1 K		687		N/A
Shares Outstanding	N/A	29.84 M	191.45 M		71.25 M		N/A
Cash Flow From Operations	N/A	38.85 M	77.54 M		(48.63 M)		N/A
Annual Yield	N/A	N/A	0.01 %		0.03 %		N/A
Total Debt	N/A	N/A	N/A		9.87 M		N/A
Return On Equity	N/A	0.29	0.62		0.5		N/A
Z Score	N/A	3.0	N/A		67.0		N/A
Book Value Per Share	13.78 X	6.32 X	15.28 X		5.05 X		N/A
Return On Asset	N/A	0.0852	0.12		0.21		N/A
Current Liabilities	N/A	191 M	555 M		52 M		N/A
Total Asset	N/A	603.44 M	3.5 B		821.94 M		N/A
Debt To Equity	N/A	69.50 %	0.49 %		0.07 %		N/A
Target Price	N/A	5.8	60.72		N/A		N/A
Last Dividend Paid	N/A	N/A	0.48		0.44		N/A
Shares Owned By Institutions	N/A	N/A	0.76 %		N/A		N/A
Market Capitalization	N/A	442.56 M	11.85 B		1.09 B		N/A
Price To Earning	N/A	7.80 X	18.17 X		8.99 X		N/A
Price To Earnings To Growth	N/A	N/A	2.83 X		N/A		N/A
Price To Sales	N/A	0.30 X	1.64 X		0.87 X		N/A
Net Income	N/A	31.33 M	303.62 M		95.31 M		N/A
Earnings Per Share	N/A	1.23 X	6.97 X		2.21 X		N/A
Shares Owned By Insiders	70.22 %	59.24 %	85.46 %		74.03 %		N/A
Revenue	N/A	1.89 B	2.87 B		1.09 B		N/A
Working Capital	N/A	59 M	60 M		92 M		N/A
Cash And Equivalents	N/A	45.59 M	159.29 M		32.89 M		N/A
Cash Per Share	N/A	1.52 X	0.83 X		0.46 X		N/A
Gross Profit	N/A	92.82 M	420.92 M		239.34 M		N/A
Day Typical Price	32.35	43.05	173.43	32.47	27.65	67.4	103.77
Accumulation Distribution	0.14	0.0743	0.0177	0.0201	0.0441	0.0279	0.0285
Market Facilitation Index	4.9	3.28	3.1	0.66	1.24	1.9	3.0
Daily Balance Of Power	(0.69)	0.9573	0.6129	0.0606	0.1935	0.5526	(0.17)
Period Momentum Indicator	(3.40)	3.14	1.9	0.04	0.24	1.05	(0.50)
Rate Of Daily Change	0.9	1.08	1.01	1.0	1.01	1.02	1.0
Day Median Price	33.17	42.5	173.15	32.45	27.48	67.1	103.9
Price Action Indicator	(4.15)	3.21	1.8	0.09	0.62	1.42	(0.65)
Coefficient Of Variation	691.22	1705.1	1353.63	(4,020)	547.88	289.93	473.22
Mean Deviation	1.89	2.1	1.96	1.79	1.71	2.01	1.63
Jensen Alpha	0.4148	0.1439	0.194	(0.07)	0.4711	0.8813	0.4618
Total Risk Alpha	0.3465	0.0736	0.12	(0.13)	0.389	0.8165	0.3998
Sortino Ratio	0.1338	0.046	0.0879	N/A	0.1975	0.3123	0.1959
Downside Variance	9.36	7.63	4.04	N/A	4.93	7.71	5.04
Standard Deviation	3.05	2.71	2.82	2.21	2.58	2.61	2.23
Kurtosis	4.34	0.0672	3.27	(0.27)	3.43	0.7141	2.2
Potential Upside	6.13	4.66	6.11	3.56	5.23	4.73	3.77
Treynor Ratio	0.5757	0.6294	0.9434	(0.30)	(0.99)	2.56	39.83
Maximum Drawdown	16.27	11.1	14.7	10.13	10.91	11.16	12.29
Variance	9.31	7.37	7.98	4.87	6.65	6.79	4.99
Market Risk Adjusted Performance	0.5857	0.6394	0.9534	(0.29)	(0.98)	2.57	39.84
Risk Adjusted Performance	0.1227	0.0538	0.0661	(0.01)	0.1524	0.2819	0.1749
Skewness	0.1817	0.1381	1.5	(0.27)	1.01	(0.41)	(0.51)
Semi Deviation	2.58	2.64	1.82	N/A	1.81	1.97	1.81
Information Ratio	0.1341	0.0468	0.0625	(0.04)	0.17	0.3326	0.1969
Value At Risk	(3.06)	(4.28)	(3.12)	(3.76)	(3.17)	(3.64)	(2.91)
Expected Short fall	(2.00)	(2.09)	(2.52)	N/A	(1.97)	(2.34)	(1.86)
Downside Deviation	3.06	2.76	2.01	N/A	2.22	2.78	2.25
Semi Variance	6.65	6.96	3.31	N/A	3.26	3.86	3.27

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.

Investing Ideas

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.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.

Explore Investing Ideas

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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Other Complementary Tools

	Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
	Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
	CEOs Directory Screen CEOs from public companies around the world
	Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
	ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments

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