Compare Harvia to Sampo, Revenio, Kamux, Nordea

Comparing Harvia to Sampo, Revenio, Kamux, Nordea 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.

	HARVIA	SAMPO	REG1V	KAMUX	NDA-FI
HARVIA		0.26	-0.11	-0.64	0.55	HARVIA
SAMPO	0.26		0.46	-0.23	-0.02	SAMPO
REG1V	-0.11	0.46		0.04	-0.43	REG1V
KAMUX	-0.64	-0.23	0.04		-0.51	KAMUX
NDA-FI	0.55	-0.02	-0.43	-0.51		NDA-FI
	HARVIA	SAMPO	REG1V	KAMUX	NDA-FI

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

High positive correlations

NDA-FI	+ 0.55	HARVIA
REG1V	+ 0.46	SAMPO
SAMPO	+ 0.26	HARVIA
KAMUX	+ 0.04	REG1V

High negative correlations

KAMUX	- 0.64	HARVIA
NDA-FI	- 0.51	KAMUX
NDA-FI	- 0.43	REG1V
KAMUX	- 0.23	SAMPO
REG1V	- 0.11	HARVIA
NDA-FI	- 0.02	SAMPO

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
HARVIA	1.45	0.12	0.04	0.34	1.67	(1.56)	3.63	(3.04)	13.53
SAMPO	0.66	(0.06)	0.00	(0.06)	0.00	0.00	1.16	(2.02)	4.19
REG1V	1.45	(0.02)	0.00	0.24	0.00	0.00	3.48	(3.59)	10.70
KAMUX	1.39	(0.48)	0.00	1.46	0.00	0.00	2.65	(3.31)	20.30
NDA-FI	0.85	(0.02)	(0.12)	0.11	1.00	(0.95)	1.64	(1.70)	7.80

Unable to evaluate fundamental data of [HARVIA.HE, SAMPO.HE, REG1V.HE, KAMUX.HE, NDA-FI.HE] at this time. Please try again later

All Fundamental Data

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	HARVIA	SAMPO	REG1V	KAMUX	NDA-FI
	0.33 45.95 Harvia	0.25 40.05 Sampo	3.54 29.26 Revenio	3.44 3.37 Kamux	1.20 10.69 Nordea
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Relatively risky	Not too volatile
Market Performance (90 Days Performance)	OK	Very Weak	Very Weak	Very Weak	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Over Valued	Over Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Hold	Strong Hold	Strong Sell	Strong Sell	Strong Hold
Current Ratio	N/A	0.73 X	2.35 X	2.95 X	N/A
Net Asset	208.8 M	61.06 B	124.58 M	224.5 M	594.84 B
Profit Margin	0.16 %	0.17 %	0.22 %	0.02 %	0.37 %
EBITDA	47.79 M	2.1 B	25.94 M	39.3 M	6.3 B
Operating Margin	0.22 %	0.23 %	0.31 %	0.02 %	0.50 %
Current Valuation	430.76 M	25.92 B	1.05 B	289.07 M	178.92 B
Price To Book	3.93 X	2.79 X	12.19 X	1.93 X	1.18 X
Five Year Return	N/A	5.30 %	2.78 %	N/A	N/A
Retained Earnings	N/A	N/A	(2 M)	N/A	N/A
Current Asset	N/A	N/A	8 M	N/A	N/A
Beta	1.56	0.77	1.34	1.37	0.9
Number Of Employees	633	13.49 K	207	878	28.27 K
Shares Outstanding	18.67 M	510.98 M	26.59 M	40.01 M	3.62 B
Cash Flow From Operations	24.34 M	1.19 B	21.51 M	7.3 M	21.98 B
Annual Yield	0.03 %	0.05 %	0.01 %	0.04 %	0.07 %
Total Debt	75.39 M	4.22 B	N/A	13 M	N/A
Return On Equity	0.31	0.13	0.26	0.17	0.11
Z Score	3.0	3.0	N/A	13.0	N/A
Return On Asset	0.11	0.0232	0.14	0.0568	0.0062
Book Value Per Share	5.21 X	17.44 X	3.42 X	2.71 X	8.63 X
Current Liabilities	N/A	N/A	3 M	N/A	N/A
Total Asset	208.8 M	61.06 B	124.58 M	224.5 M	594.84 B
Target Price	25.0	50.8	40.8	7.3	10.38
Last Dividend Paid	0.64	1.8	0.36	0.2	0.8
Debt To Equity	N/A	37.00 %	5.10 %	0.68 %	N/A
Shares Owned By Institutions	46.16 %	46.23 %	55.54 %	37.18 %	60.54 %
Market Capitalization	420.89 M	23.46 B	984.85 M	200.67 M	40.91 B
Price To Earning	N/A	13.45 X	56.48 X	24.05 X	N/A
Price To Earnings To Growth	N/A	(2.23) X	N/A	N/A	9.00 X
Price To Sales	1.92 X	2.56 X	11.12 X	0.21 X	3.88 X
Net Income	27.08 M	2.57 B	17.32 M	19.6 M	3.6 B
Earnings Per Share	1.44 X	4.08 X	0.81 X	0.45 X	0.95 X
Shares Owned By Insiders	19.52 %	8.63 %	4.40 %	24.86 %	0.72 %
Revenue	172.41 M	10.58 B	78.78 M	937.4 M	9.79 B
Working Capital	N/A	N/A	5 M	N/A	N/A
Cash And Equivalents	N/A	8.56 B	5.2 M	11.2 M	N/A
Cash Per Share	N/A	15.42 X	0.21 X	0.28 X	N/A
Gross Profit	102.26 M	3.8 B	70.1 M	99.9 M	9.72 B
Day Typical Price	46.03	40.14	28.97	3.4	10.75
Accumulation Distribution	0.0762	0.0097	0.0388	0.0732	0.0157
Market Facilitation Index	3.65	0.39	1.14	0.26	0.17
Daily Balance Of Power	(0.04)	(0.26)	0.8772	(0.46)	(0.76)
Period Momentum Indicator	(0.15)	(0.10)	1.0	(0.12)	(0.13)
Rate Of Daily Change	1.0	1.0	1.04	0.97	0.99
Day Median Price	46.08	40.19	28.83	3.42	10.77
Price Action Indicator	(0.20)	(0.19)	0.93	(0.11)	(0.15)
Relative Strength Index	63.67	47.06	36.91	32.31	61.08
Coefficient Of Variation	884.8	(13,266)	(4,289)	(481.70)	2882.78
Mean Deviation	1.45	0.6628	1.45	1.39	0.8539
Jensen Alpha	0.1228	(0.06)	(0.02)	(0.48)	(0.02)
Total Risk Alpha	(0.21)	(0.20)	(0.45)	(1.06)	(0.23)
Sortino Ratio	0.0367	N/A	N/A	N/A	(0.12)
Downside Variance	3.58	N/A	N/A	N/A	1.15
Standard Deviation	2.1	0.8857	1.92	2.53	1.25
Kurtosis	4.29	0.6072	1.04	25.32	8.91
Potential Upside	3.63	1.16	3.48	2.65	1.64
Treynor Ratio	0.3435	(0.06)	0.24	1.46	0.1066
Maximum Drawdown	13.53	4.19	10.7	20.3	7.8
Variance	4.41	0.7844	3.67	6.4	1.57
Market Risk Adjusted Performance	0.3535	(0.05)	0.25	1.47	0.1166
Risk Adjusted Performance	0.0921	(0)	(0.01)	(0.15)	0.0303
Skewness	1.03	(0.71)	(0.37)	(4.02)	1.78
Semi Deviation	1.67	N/A	N/A	N/A	1.0
Information Ratio	0.033	(0.20)	(0.11)	(0.27)	(0.1)
Value At Risk	(3.04)	(2.02)	(3.59)	(3.31)	(1.70)
Expected Short fall	(1.56)	N/A	N/A	N/A	(0.95)
Downside Deviation	1.89	N/A	N/A	N/A	1.07
Semi Variance	2.78	N/A	N/A	N/A	1.0

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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

Other Complementary Tools

	Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios.
	Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios
	Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk
	Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
	Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments

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