Portfolio Analysis

This article explains Annual Recurring Revenue (ARR) and how it can be used to value companies through EV/ARR multiples. It uses ServiceNow and Snowflake as real-life 10-K examples, walking through where the numbers come from, how to calculate ARR proxies, and how to interpret valuation bands. Charts show ARR comparisons and valuation ranges.

Using annual financials and 5-year stock history for Coca-Cola (KO), Monster Beverage (MNST), Keurig Dr Pepper (KDP), and National Beverage (FIZZ), we show how a moat appears in plain numbers. KO's ~60% gross and ~29% operating margins, ~21% ROIC with low variability, and ~21% free-cash-flow margin point to durable pricing power and scale. MNST delivers strong returns but with more volatility, KDP's returns are narrower, and FIZZ's headline ROIC masks fragility given lower margins and very high price swings. These simple metrics reveal brand strength, cash generation, and resilience.

Federal Reserve Chair Jerome Powell’s recent dovish comments at Jackson Hole—hinting at potential rate cuts—bring new urgency to understanding how banks respond to interest rate cycles. Our analysis of annual bank statements shows that while Net Interest Margin (NIM) tends to rise with higher rates, Return on Equity (ROE) often diverges. With Powell signaling a possible policy shift, the data suggests that banks like JPMorgan may adapt better than others if the rate environment turns downward.

Discover how a simple value investing strategy using low Price-to-Earnings (P/E) ratios generated 13.95% returns in just 6 months. This beginner-friendly analysis breaks down what P/E ratios mean, how the strategy works, and what happened when we tested it with real S&P 500 data from 2024.

Our analysis of 32 momentum strategy configurations reveals which parameters delivered the best returns over the past decade, with the optimal strategy achieving a remarkable 702% return.

An in-depth analysis of using market sentiment indicators like VIX to time entries and exits in the S&P 500, revealing surprising results about this popular trading strategy.

Analyzing the popular 'buy the dip' investment strategy through data-driven simulation reveals that while it reduces risk and drawdowns, it often underperforms simple buy-and-hold approaches in total returns. The 15% threshold offers the best balance of protection and performance.

A data-driven analysis of Ray Dalio's All-Weather Portfolio from 2006-2025, revealing how this diversified strategy performs across different market conditions compared to the S&P 500.

A data-driven analysis comparing Dollar-Cost Averaging and Lump Sum investing strategies across different market conditions, revealing when each strategy shines and how your investment approach should align with both market outlook and personal risk tolerance.

Explore how a covered call strategy on Tesla stock performs against a buy-and-hold approach, with data showing that while buy-and-hold delivered higher returns (28.56% vs 0.97%), the covered call strategy provided better downside protection and generated substantial premium income (33.58% of initial investment).

Explore how DCF analysis provides a fundamental approach to stock valuation, revealing that most stocks appear overvalued in today's market with only Google showing slight undervaluation based on our analysis of 9 companies across 3 sectors.

Discover how the EV/EBITDA ratio can enhance your investment strategy with our comprehensive analysis of 10 major companies across 3 sectors. Learn why this powerful metric offers insights that P/E ratios miss and how to interpret sector-specific patterns.

This data-driven analysis examines whether REITs truly protect against inflation by analyzing their performance during key inflationary periods. The findings reveal that REITs' effectiveness as inflation hedges is inconsistent and heavily influenced by interest rate changes.

Discover how bond ETF prices and yields respond to changing interest rates through data-driven analysis of TLT and IEF performance across different market regimes.

Data-driven analysis reveals REITs have consistently outperformed bonds over the past decade, offering higher yields, better total returns, and superior inflation protection even in today's high interest rate environment.

Explore data-driven portfolio management strategies including equal-weighted, market cap-weighted, minimum volatility, momentum, and defensive approaches. See which strategies deliver the best returns and risk management based on real market data.

Discover how macroeconomic indicators like interest rates, inflation, unemployment, and manufacturing data can be leveraged to create smarter portfolio allocation strategies with better risk-adjusted returns than traditional approaches.

Explore the mechanics of short selling through data-driven analysis of GameStop's 2021 short squeeze and Tesla's price movements, revealing both the potential profits and significant risks of this advanced trading strategy.

Discover data-backed techniques to identify high-potential stocks in tech and biotech sectors by analyzing historical breakouts, volatility patterns, market relationships, and risk-return profiles.

Flywire's journey to profitability hit a roadblock when its stock plummeted over 37% following Q4 2024 earnings. Despite revenue growth, deteriorating profitability metrics and negative 2025 guidance triggered a massive investor exodus, highlighting the market's focus on future projections over past performance.