The methodology of how to do comparative market research depends on the topic and nature of research. For instance, assuming the comparative market analysis seeks to determine the price sensitivity of a certain product in three different locations, the steps involved are listing out the locations and the products as constants, and price and demand as variables, collecting price and demand data for each product from each location, and subjecting such data to analysis.
One important consideration when undertaking comparative market research is to rely on fresh or raw data rather than previously used data. Previously used data for different points of reference may be compiled based on different methodologies or backgrounds, and as such remain incongruous, with the potential to cause distortions.
Another important consideration is to ensure standardization of data before classifying, analyzing and interpreting the data to form conclusions. Apply the same statistical tools and techniques on data from all points of reference.
While there is nothing wrong with making a hypothesis and working toward proving or disproving the hypothesis, assuming a result and trying to collect data to substantiate such assumptions or claims is not the right approach toward comparative market research.