Compare Stock Charts
Plotting your traded assets against other equities to check for different price appreciation patterns. equities can be compared to up to 10 different equities over a specified time horizon. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for equities. To filter out specific equities, please toggle its corresponding legend item. Check out your portfolio center.
Momentum Indicator Charts
Peer indicators
| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AAL | 1.75 | 0.01 | 0.02 | 0.06 | 2.29 | 4.59 | 16.82 | |||
| AA | 2.40 | 0.27 | 0.11 | 0.17 | 2.74 | 5.35 | 15.82 | |||
| AAPL | 1.00 | (0.18) | 0.00 | (0.25) | 0.00 | 1.56 | 7.34 | |||
| BBY | 1.33 | 0.01 | 0.03 | 0.06 | 1.61 | 3.01 | 7.78 | |||
| C | 1.02 | 0.11 | 0.11 | 0.14 | 1.06 | 2.28 | 8.13 | |||
| S | 2.43 | (0.39) | 0.00 | (0.08) | 0.00 | 4.84 | 23.63 | |||
| CVS | 1.05 | (0.18) | 0.00 | (0.28) | 0.00 | 1.65 | 10.32 | |||
| CVX | 0.74 | 0.13 | 0.09 | 0.34 | 0.80 | 1.99 | 5.97 | |||
| HD | 0.96 | (0.19) | 0.00 | (0.07) | 0.00 | 1.98 | 6.87 | |||
| IBM | 1.11 | 0.05 | 0.07 | 0.09 | 1.04 | 2.58 | 11.73 |
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)
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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Other Complementary Tools
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |