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In-depth risk profiling and analysis for CAKK.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Industrials
Industry: C1.2 [Ceramics Glass & Porcelain]

Stock Beta Std_dev R_squared
CAKK 0.5588 0.1344 0.1969
Peers comparison
Stock Beta Std_dev R_squared
TOTO 0.2983 0.0789 0.1873
MLIA 0.5449 0.1047 0.2942
AMFG 0.4365 0.1454 0.1027
ARNA 0.4159 0.1467 0.0916
MARK 0.1849 0.1717 0.0126
KIAS 0.5581 0.3947 0.0217
index Beta Std_dev R_squared
Average 0.4064 0.1737 0.1184
Stock Sharpe_ratio Treynor_ratio
CAKK -1.6701 -0.4018
Peers comparison
Stock Sharpe_ratio Treynor_ratio
TOTO 1.4726 0.3895
KIAS 1.0175 0.7197
MLIA -1.1240 -0.2159
ARNA -1.2152 -0.4287
MARK -1.3318 -1.2367
AMFG -2.1848 -0.7279
index Sharpe_ratio Treynor_ratio
Average -0.5610 -0.2500
Stock SML Alpha_SML CML Alpha_CML
CAKK 0.0521 -0.2116 0.0359 -0.1954
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
KIAS 0.0521 0.4146 -0.0226 0.4893
TOTO 0.0581 0.1231 0.0491 0.1321
MLIA 0.0524 -0.1050 0.0418 -0.0944
ARNA 0.0554 -0.1687 0.0332 -0.1465
MARK 0.0607 -0.2244 0.0269 -0.1906
AMFG 0.0549 -0.3076 0.0335 -0.2862
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index SML Alpha_SML CML Alpha_CML
Average 0.0556 -0.0447 0.0270 -0.0161