Compare Blackrock to Blackrock, Blackrock, Blackrock, Blackrock, Munivest, DWS

Comparing Blackrock to Blackrock, Blackrock, Blackrock, Blackrock, Munivest, DWS 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.

	MYD	MUI	MQY	MYI	MUE	MVF	KTF
MYD		0.34	0.88	0.88	0.88	0.82	0.75	MYD
MUI	0.34		0.48	0.29	0.25	0.29	0.53	MUI
MQY	0.88	0.48		0.95	0.86	0.86	0.63	MQY
MYI	0.88	0.29	0.95		0.87	0.92	0.5	MYI
MUE	0.88	0.25	0.86	0.87		0.83	0.63	MUE
MVF	0.82	0.29	0.86	0.92	0.83		0.48	MVF
KTF	0.75	0.53	0.63	0.5	0.63	0.48		KTF
	MYD	MUI	MQY	MYI	MUE	MVF	KTF

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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
MYD	0.49	0.01	(0.13)	0.23	0.54	(0.56)	1.08	(1.06)	2.65
MUI	0.26	(0.03)	0.00	3.07	0.00	0.00	0.57	(0.65)	3.31
MQY	0.39	0.00	(0.13)	0.00	0.61	(0.36)	0.81	(1.07)	2.74
MYI	0.37	(0.01)	(0.17)	(0.39)	0.52	(0.39)	0.87	(0.94)	2.59
MUE	0.39	0.03	(0.11)	(1.13)	0.46	(0.42)	0.85	(0.76)	2.47
MVF	0.45	(0.01)	(0.14)	2.00	0.63	(0.50)	0.82	(1.06)	2.81
KTF	0.42	0.06	(0.06)	(2.31)	0.46	(0.52)	1.12	(0.61)	3.38

Cross Equities Net Income Analysis

Compare Blackrock Muniyield, Blackrock Muni Inter, and Blackrock Muniyield Net Income Over Time

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	2010	2011	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024
KTF	34.8 M	78.3 M	78.3 M	78.3 M	(10.6 M)	(74.3 M)	32 M	(4.1 M)	53.4 M	23.2 M	21.9 M	(91.4 M)	15.5 M	13.9 M	14.6 M

Blackrock Muniyield, Blackrock Muni Inter, and Blackrock Muniyield 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

	MYD	MUI	MQY	MYI	MUE	MVF	KTF
	0.18 11.20 Blackrock	0.25 12.16 Blackrock	0.16 12.37 Blackrock	0.27 11.34 Blackrock	0.38 10.49 Blackrock	0.27 7.30 Munivest	0.50 10.00 DWS
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)	Insignificant	Very Weak	Very Weak	Very Weak	Insignificant	Very Weak	OK
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Very Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Strong Sell
Trade Advice (90 Days Macroaxis Advice)	Hold	Hold	Cautious Hold	Hold	Cautious Hold	Strong Buy	Strong Hold
Current Ratio	0.17 X	0.04 X	0.09 X	0.06 X	0.21 X	2.84 X	0.16 X
Net Asset	N/A	N/A	N/A	N/A	N/A	N/A	604.68 M
Profit Margin	134.34 %	163.95 %	140.24 %	(242.25) %	(223.63) %	(278.32) %	0.52 %
EBITDA	N/A	N/A	N/A	N/A	N/A	N/A	15.48 M
Price To Book	0.75 X	0.73 X	0.74 X	0.85 X	0.71 X	0.73 X	0.99 X
Operating Margin	85.67 %	82.82 %	86.46 %	80.04 %	84.04 %	84.98 %	0.87 %
Current Valuation	839.21 M	1.51 B	1.46 B	1.35 B	391.82 M	765.06 M	607.96 M
Five Year Return	0.46 %	0.37 %	0.62 %	0.77 %	0.68 %	0.55 %	4.95 %
Retained Earnings	(99.31 M)	N/A	N/A	N/A	(23.84 M)	(24.67 M)	(34.64 M)
One Year Return	11.64 %	10.00 %	10.82 %	10.52 %	10.60 %	11.26 %	N/A
Beta	0.52	0.35	0.24	0.25	0.42	0.41	0.46
Shares Outstanding	46.92 M	38.3 M	73.19 M	68.15 M	22.52 M	64.84 M	39.17 M
Three Year Return	(2.99) %	(2.23) %	(2.68) %	(2.32) %	(2.31) %	(2.97) %	N/A
Cash Flow From Operations	173 M	124.18 M	163.57 M	39.13 M	26.57 M	40.44 M	60.4 M
Annual Yield	0.01 %	0 %	0.01 %	0 %	0.01 %	0.01 %	0.06 %
Total Debt	390.65 M	742.23 M	681.09 M	597.84 M	179.18 M	351.41 M	16.02 M
Return On Equity	-14.25	-11.9	-13.68	-13.82	-13.26	0.59	0.0359
Return On Asset	1.96	1.2	1.98	1.77	1.91	1.88	0.0238
Number Of Shares Shorted	45.94 K	89.16 K	35.51 K	38.35 K	20.69 K	27.38 K	79.69 K
Book Value Per Share	14.52 X	15.67 X	16.04 X	13.04 X	14.44 X	9.60 X	10.01 X
Total Asset	877.5 M	N/A	N/A	N/A	476.79 M	964.46 M	604.68 M
Last Dividend Paid	0.49	0.52	0.56	0.49	0.5	0.32	0.39
Debt To Equity	0.66 %	0.75 %	0.68 %	0.67 %	0.66 %	0.58 %	0.59 %
Short Ratio	0.27 X	0.41 X	0.14 X	0.16 X	0.27 X	0.14 X	0.31 X
Shares Owned By Institutions	20.73 %	66.05 %	15.69 %	34.92 %	21.72 %	31.31 %	53.65 %
Market Capitalization	545.21 M	474.11 M	935.07 M	799.41 M	252.29 M	499.24 M	391.73 M
Price To Earning	36.22 X	27.32 X	21.05 X	15.74 X	13.98 X	38.73 X	15.16 X
Price To Sales	13.67 X	7.01 X	12.78 X	13.49 X	13.01 X	13.27 X	14.36 X
Net Income	49.95 M	102.26 M	94.66 M	(135.09 M)	(39.71 M)	(95.32 M)	15.48 M
Earnings Per Share	0.30 X	0.42 X	0.56 X	(0.35) X	0.73 X	0.18 X	0.35 X
Year To Date Return	1.77 %	0.82 %	1.52 %	1.14 %	2.60 %	2.30 %	N/A
Revenue	37.18 M	62.37 M	67.5 M	55.76 M	17.76 M	34.25 M	15.81 M
Cash And Equivalents	78.92 K	617.29 K	592.59 K	52.84 K	30.09 K	94.72 K	19.96 K
Gross Profit	37.18 M	62.37 M	67.5 M	55.76 M	17.76 M	34.25 M	25.66 M
Day Typical Price	11.19	12.14	12.36	11.35	10.48	7.29	10.0
Accumulation Distribution	0.0071	0.0107	0.0065	0.0088	0.0086	0.0082	0.0149
Market Facilitation Index	0.08	0.13	0.08	0.1	0.09	0.06	0.15
Daily Balance Of Power	0.25	(0.23)	0.25	0.3	0.4444	0.3333	0.3333
Period Momentum Indicator	0.02	(0.03)	0.02	0.03	0.04	0.02	0.05
Rate Of Daily Change	1.0	1.0	1.0	1.0	1.0	1.0	1.01
Day Median Price	11.18	12.13	12.36	11.36	10.48	7.29	10.0
Price Action Indicator	0.03	0.02	0.02	(0.01)	0.035	0.02	0.02
Relative Strength Index	43.06	51.93	39.83	30.86	50.67	43.91	54.73
Coefficient Of Variation	2585.88	(2,052)	5333.59	19484.46	1330.01	33561.27	853.85
Mean Deviation	0.49	0.2641	0.3925	0.3663	0.3898	0.4521	0.4245
Jensen Alpha	0.0082	(0.03)	6.0E-4	(0.01)	0.03	(0.01)	0.0589
Total Risk Alpha	(0.06)	(0.08)	(0.06)	(0.07)	(0.03)	(0.08)	(0.01)
Sortino Ratio	(0.13)	N/A	(0.13)	(0.17)	(0.11)	(0.14)	(0.06)
Downside Variance	0.3583	N/A	0.4623	0.3556	0.3363	0.515	0.3968
Standard Deviation	0.6114	0.4375	0.5335	0.5199	0.5027	0.6033	0.5689
Kurtosis	(0.42)	8.0	0.6591	1.21	(0.12)	1.1	2.48
Potential Upside	1.08	0.5654	0.8091	0.8726	0.8507	0.8186	1.12
Treynor Ratio	0.2274	3.07	(0.0005)	(0.39)	(1.13)	2.0	(2.31)
Maximum Drawdown	2.65	3.31	2.74	2.59	2.47	2.81	3.38
Variance	0.3738	0.1914	0.2847	0.2703	0.2527	0.3639	0.3237
Market Risk Adjusted Performance	0.2374	3.08	0.0095	(0.38)	(1.12)	2.01	(2.30)
Risk Adjusted Performance	0.0268	(0.04)	0.01	(0.0006)	0.0517	(0.0003)	0.0851
Skewness	0.064	(1.53)	(0.60)	(0.13)	(0.20)	(0.76)	(0.51)
Semi Deviation	0.5413	N/A	0.6078	0.5188	0.4588	0.6288	0.4599
Information Ratio	(0.13)	(0.28)	(0.17)	(0.19)	(0.13)	(0.16)	(0.06)
Value At Risk	(1.06)	(0.65)	(1.07)	(0.94)	(0.76)	(1.06)	(0.61)
Expected Short fall	(0.56)	N/A	(0.36)	(0.39)	(0.42)	(0.50)	(0.52)
Downside Deviation	0.5986	N/A	0.6799	0.5963	0.5799	0.7176	0.6299
Semi Variance	0.293	N/A	0.3694	0.2692	0.2105	0.3954	0.2115

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

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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 Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.

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Price To Sales Ratio	Dividend Yield
Ptb Ratio	Days Sales Outstanding
Book Value Per Share	Free Cash Flow Yield
Invested Capital	Operating Cash Flow Per Share
Average Payables	Stock Based Compensation To Revenue
Capex To Depreciation	Pb Ratio
Ev To Sales	Free Cash Flow Per Share
Roic	Inventory Turnover
Net Income Per Share	Days Of Inventory On Hand
Payables Turnover	Sales General And Administrative To Revenue
Average Inventory	Research And Ddevelopement To Revenue
Capex To Revenue	Cash Per Share
Pocfratio	Interest Coverage
Payout Ratio	Capex To Operating Cash Flow
Pfcf Ratio	Days Payables Outstanding
Net Current Asset Value	Income Quality
Roe	Tangible Asset Value
Ev To Operating Cash Flow	Pe Ratio
Return On Tangible Assets	Ev To Free Cash Flow
Earnings Yield	Intangibles To Total Assets
Net Debt To E B I T D A	Current Ratio
Tangible Book Value Per Share	Receivables Turnover
Graham Number	Shareholders Equity Per Share
Debt To Equity	Capex Per Share
Graham Net Net	Average Receivables
Revenue Per Share	Interest Debt Per Share
Debt To Assets	Enterprise Value Over E B I T D A
Short Term Coverage Ratios	Price Earnings Ratio
Operating Cycle	Price Book Value Ratio
Price Earnings To Growth Ratio	Days Of Payables Outstanding
Dividend Payout Ratio	Price To Operating Cash Flows Ratio
Price To Free Cash Flows Ratio	Pretax Profit Margin
Ebt Per Ebit	Operating Profit Margin
Effective Tax Rate	Company Equity Multiplier
Long Term Debt To Capitalization	Total Debt To Capitalization
Return On Capital Employed	Debt Equity Ratio
Ebit Per Revenue	Quick Ratio
Dividend Paid And Capex Coverage Ratio	Net Income Per E B T
Cash Ratio	Cash Conversion Cycle
Operating Cash Flow Sales Ratio	Days Of Inventory Outstanding
Days Of Sales Outstanding	Free Cash Flow Operating Cash Flow Ratio
Cash Flow Coverage Ratios	Price To Book Ratio
Fixed Asset Turnover	Capital Expenditure Coverage Ratio
Price Cash Flow Ratio	Enterprise Value Multiple
Debt Ratio	Cash Flow To Debt Ratio
Price Sales Ratio	Return On Assets
Asset Turnover	Net Profit Margin
Gross Profit Margin	Price Fair Value
Return On Equity