Compare Mobileye to HUMANA, Barloworld, Morningstar, Thrivent, Via, Bondbloxx

Comparing Mobileye to HUMANA, Barloworld, Morningstar, Thrivent, Via, Bondbloxx 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.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
VIASP
+ 0.87
MBLY
VIASP
+ 0.65
BRRAY
LBHIX
+ 0.65
MSTSX
BRRAY
+ 0.6
MBLY
XTWO
+ 0.29
LBHIX
LBHIX
+ 0.19
MBLY
  
High negative correlations   
VIASP
- 0.64
MSTSX
MSTSX
- 0.43
MBLY
MSTSX
- 0.39
BRRAY
VIASP
- 0.32
444859BR2
BRRAY
- 0.29
444859BR2
444859BR2
- 0.28
MBLY

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.

Cross Equities Net Income Analysis

Compare Mobileye Global Class, HUMANA INC, and Barloworld ADR Net Income Over Time
Select Fundamental
Price To Sales RatioDividend Yield
Ptb RatioDays Sales Outstanding
Book Value Per ShareFree Cash Flow Yield
Invested CapitalOperating Cash Flow Per Share
Average PayablesStock Based Compensation To Revenue
Capex To DepreciationPb Ratio
Ev To SalesFree Cash Flow Per Share
RoicInventory Turnover
Net Income Per ShareDays Of Inventory On Hand
Payables TurnoverSales General And Administrative To Revenue
Average InventoryResearch And Ddevelopement To Revenue
Capex To RevenueCash Per Share
PocfratioInterest Coverage
Payout RatioCapex To Operating Cash Flow
Pfcf RatioDays Payables Outstanding
Net Current Asset ValueIncome Quality
RoeTangible Asset Value
Ev To Operating Cash FlowPe Ratio
Return On Tangible AssetsEv To Free Cash Flow
Earnings YieldIntangibles To Total Assets
Net Debt To E B I T D ACurrent Ratio
Tangible Book Value Per ShareReceivables Turnover
Graham NumberShareholders Equity Per Share
Debt To EquityCapex Per Share
Graham Net NetAverage Receivables
Revenue Per ShareInterest Debt Per Share
Debt To AssetsEnterprise Value Over E B I T D A
Short Term Coverage RatiosPrice Earnings Ratio
Operating CyclePrice Book Value Ratio
Price Earnings To Growth RatioDays Of Payables Outstanding
Dividend Payout RatioPrice To Operating Cash Flows Ratio
Price To Free Cash Flows RatioPretax Profit Margin
Ebt Per EbitOperating Profit Margin
Effective Tax RateCompany Equity Multiplier
Long Term Debt To CapitalizationTotal Debt To Capitalization
Return On Capital EmployedDebt Equity Ratio
Ebit Per RevenueQuick Ratio
Dividend Paid And Capex Coverage RatioNet Income Per E B T
Cash RatioCash Conversion Cycle
Operating Cash Flow Sales RatioDays Of Inventory Outstanding
Days Of Sales OutstandingFree Cash Flow Operating Cash Flow Ratio
Cash Flow Coverage RatiosPrice To Book Ratio
Fixed Asset TurnoverCapital Expenditure Coverage Ratio
Price Cash Flow RatioEnterprise Value Multiple
Debt RatioCash Flow To Debt Ratio
Price Sales RatioReturn On Assets
Asset TurnoverNet Profit Margin
Gross Profit MarginPrice Fair Value
Return On Equity
201020112012201320142015201620172018201920202021202220232024
MBLY(328 M)(328 M)(328 M)(328 M)(328 M)(328 M)(328 M)(328 M)(328 M)(328 M)(196 M)(75 M)(82 M)(1000 K)(1.1 M)

Mobileye Global Class, HUMANA INC, and Barloworld ADR 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
MBLY 444859BR2 BRRAY MSTSX LBHIX VIASP XTWO
 2.88 
 20.03 
Mobileye
 0.95 
 80.35 
HUMANA
 0.00 
 4.88 
Barloworld
 0.19 
 10.83 
Morningstar
 0.00 
 4.21 
Thrivent
 0.17 
 23.58 
Via
 0.04 
 49.15 
Bondbloxx
Market Volatility
(90 Days Market Risk)
Somewhat reliable
Very steady
Unstable
Very steady
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
Good
Very Weak
Modest
Very Weak
Very Weak
Strong
Very Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Below Average
Below Average
Low
Low
Low
Below Average
Low
Current Valuation
(Equity Enterprise Value)
Over Valued
Over Valued
Under Valued
Fairly Valued
Fairly Valued
Over Valued
Fairly Valued
Buy or Sell Advice
(Average Analysts Consensus)
Buy
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Sell
Strong Sell
Strong Buy
Hold
Cautious Hold
Sell
Cautious Hold
Current Ratio
0.43 X
N/A
1.49 X
N/A
N/A
3.49 X
N/A
Net Asset
15.58 B
N/A
54.41 B
116.1 M
674.44 M
355.28 M
35.17 M
EBITDA
(1000 K)
N/A
2.77 B
N/A
N/A
33.09 M
N/A
Operating Margin
(0.22) %
N/A
0.10 %
N/A
N/A
(0.14) %
N/A
Five Year Return
N/A
N/A
3.98 %
7.50 %
2.89 %
8.97 %
N/A
One Year Return
N/A
N/A
N/A
10.97 %
6.96 %
N/A
3.70 %
Beta
0.059
N/A
0.63
N/A
N/A
1.16
N/A
Number Of Employees
3.7 K
N/A
36
1
1
169
N/A
Three Year Return
N/A
N/A
N/A
5.65 %
2.41 %
N/A
N/A
Cash Flow From Operations
394 M
N/A
1.89 B
N/A
N/A
12.7 M
N/A
Total Debt
51 M
N/A
8.64 B
N/A
N/A
135 M
N/A
Bond Positions Weight
N/A
N/A
N/A
22.72 %
92.23 %
N/A
N/A
Holdings Turnover
N/A
N/A
N/A
269.00 %
N/A
N/A
N/A
Return On Asset
-0.0165
N/A
0.047
N/A
N/A
-0.11
N/A
Current Liabilities
43.26 M
N/A
13.9 B
N/A
N/A
N/A
N/A
Debt To Equity
0.12 %
N/A
0.68 %
N/A
N/A
0.69 %
N/A
Short Ratio
3.50 X
N/A
N/A
N/A
N/A
0.70 X
N/A
Shares Owned By Institutions
96.40 %
N/A
N/A
N/A
N/A
N/A
N/A
Market Capitalization
16.25 B
N/A
955.54 M
50.36 M
N/A
N/A
N/A
Price To Earning
122.88 X
N/A
9.18 X
N/A
35.48 X
26.83 X
N/A
Price To Sales
9.02 X
N/A
0.03 X
N/A
1.23 X
N/A
N/A
Net Income
(27 M)
N/A
2.04 B
N/A
N/A
5.2 M
N/A
Shares Owned By Insiders
3.60 %
N/A
N/A
N/A
N/A
N/A
N/A
Revenue
2.01 B
N/A
39.38 B
N/A
N/A
393.49 M
N/A
Year To Date Return
N/A
N/A
N/A
10.93 %
6.59 %
N/A
N/A
Working Capital
1.66 B
N/A
11.95 B
N/A
N/A
N/A
N/A
Profit Margin
(1.64) %
N/A
0.05 %
N/A
N/A
0.01 %
N/A
Current Valuation
15 B
N/A
1.11 B
N/A
N/A
535.95 M
N/A
Price To Book
1.34 X
N/A
0.99 X
N/A
1.58 X
N/A
N/A
Retained Earnings
30 M
N/A
13.37 B
N/A
N/A
N/A
N/A
Current Asset
293.29 M
N/A
25.84 B
N/A
N/A
N/A
N/A
Cash Position Weight
N/A
N/A
N/A
14.28 %
6.56 %
N/A
N/A
Equity Positions Weight
N/A
N/A
N/A
61.63 %
0.07 %
N/A
N/A
Shares Outstanding
99.55 M
N/A
185.7 M
N/A
N/A
N/A
N/A
Annual Yield
N/A
N/A
0.05 %
0.02 %
0.06 %
0.1 %
N/A
Return On Equity
-0.22
N/A
0.0588
N/A
N/A
0.017
N/A
Z Score
N/A
N/A
N/A
N/A
N/A
1.0
N/A
Number Of Shares Shorted
22.46 M
N/A
N/A
N/A
N/A
4.29 K
N/A
Book Value Per Share
14.89 X
N/A
99.76 X
N/A
N/A
3.66 X
N/A
Minimum Initial Investment
N/A
N/A
N/A
N/A
2 K
N/A
N/A
Total Asset
15.58 B
N/A
54.41 B
215.11 M
347.66 M
355.28 M
35.17 M
Target Price
20.23
N/A
7.68
N/A
N/A
N/A
N/A
Last Dividend Paid
N/A
N/A
4.6
N/A
0.02
0.73
N/A
Price To Earnings To Growth
1.19 X
N/A
N/A
N/A
N/A
N/A
N/A
Earnings Per Share
(3.66) X
N/A
0.35 X
N/A
N/A
1.17 X
N/A
Ten Year Return
N/A
N/A
N/A
N/A
6.00 %
N/A
N/A
Cash And Equivalents
774 M
N/A
5.11 B
N/A
N/A
51.31 M
N/A
Cash Per Share
2.01 X
N/A
25.52 X
N/A
N/A
3.23 X
N/A
Gross Profit
922 M
N/A
5.12 B
N/A
N/A
74.67 M
N/A
Day Typical Price
19.65
80.35
4.88
10.83
4.21
23.57
49.15
Accumulation Distribution
0.0623
N/A
N/A
N/A
N/A
0.0042
0.001
Market Facilitation Index
1.25
N/A
N/A
N/A
N/A
0.1
0.05
Daily Balance Of Power
0.448
9.2 T
0.0
9.2 T
0.0
(0.40)
0.4
Period Momentum Indicator
0.56
0.76
N/A
0.02
N/A
(0.04)
0.02
Rate Of Daily Change
1.03
1.01
1.0
1.0
1.0
1.0
1.0
Day Median Price
19.45
80.35
4.88
10.83
4.21
23.56
49.15
Price Action Indicator
0.86
0.38
N/A
0.01
N/A
N/A
0.015
Coefficient Of Variation
567.78
119728.84
1328.05
(809.02)
(1,627)
731.18
(1,356)
Mean Deviation
3.44
1.39
1.95
0.5307
0.1097
0.7636
0.0772
Jensen Alpha
0.8112
(0.02)
0.4333
(0.12)
(0.02)
0.1511
(0.02)
Total Risk Alpha
0.6877
(0.08)
0.273
(0.15)
(0.03)
0.1158
(0.02)
Sortino Ratio
0.1764
(0.01)
N/A
N/A
N/A
0.0965
N/A
Downside Variance
20.38
4.57
N/A
N/A
N/A
1.7
N/A
Standard Deviation
4.7
2.59
5.96
0.9225
0.1726
1.16
0.0994
Kurtosis
1.22
5.47
23.41
17.23
0.9557
5.69
2.85
Potential Upside
9.58
5.93
2.08
1.03
0.2364
2.0
0.1227
Treynor Ratio
2.42
(0.02)
1.7
3.75
(1.13)
(1.06)
(1.24)
Maximum Drawdown
26.06
16.62
53.93
7.08
0.9445
4.9
0.5273
Variance
22.14
6.71
35.56
0.8509
0.0298
1.33
0.0099
Market Risk Adjusted Performance
2.43
(0.01)
1.71
3.76
(1.12)
(1.05)
(1.23)
Risk Adjusted Performance
0.1487
0.0076
0.0687
(0.1)
(0.09)
0.1121
(0.13)
Skewness
0.1481
0.9934
3.23
(3.12)
(0.17)
(1.08)
(0.82)
Semi Deviation
3.97
2.11
N/A
N/A
N/A
1.03
N/A
Information Ratio
0.1693
(0.01)
0.0699
(0.16)
(0.25)
0.1089
(0.40)
Value At Risk
(6.42)
(4.02)
N/A
(1.02)
(0.24)
(1.20)
(0.14)
Expected Short fall
(3.76)
(1.76)
N/A
N/A
N/A
(0.87)
N/A
Downside Deviation
4.51
2.14
N/A
N/A
N/A
1.3
N/A
Semi Variance
15.73
4.46
N/A
N/A
N/A
1.05
N/A

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.

Generate Optimal Portfolios

The classical approach to portfolio optimization is known as Modern Portfolio Theory (MPT). It involves categorizing the investment universe based on risk (standard deviation) and return, and then choosing the mix of investments that achieves the desired risk-versus-return tradeoff. Portfolio optimization can also be thought of as a risk-management strategy as every type of equity has a distinct return and risk characteristics as well as different systemic risks, which describes how they respond to the market at large. Macroaxis enables investors to optimize portfolios that have a mix of equities (such as stocks, funds, or ETFs) and cryptocurrencies (such as Bitcoin, Ethereum or Monero)
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

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