Financial Analysis Center

In-depth risk profiling and analysis for EPAC.

search

Actions

Back to Financial Analysis Center Back to Stock Summary

Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Basic Materials
Industry: B1.6 [Plastic & Packaging]

Stock Beta Std_dev R_squared
EPAC 1.2362 0.3418 0.1008
Peers comparison
Stock Beta Std_dev R_squared
IGAR 0.2837 0.0861 0.0837
PBID 0.1898 0.0891 0.0349
TRST 0.0103 0.1606 0.0001
SMKL 0.2964 0.1655 0.0420
AKPI 0.3335 0.1686 0.0446
TALF 0.3520 0.1705 0.0558
FPNI 0.9218 0.1706 0.2249
PDPP 0.4165 0.1827 0.0401
IPOL 0.1644 0.1911 0.0080
APLI 0.6240 0.2297 0.0841
index Beta Std_dev R_squared
Average 0.3592 0.1615 0.0618
Stock Sharpe_ratio Treynor_ratio
EPAC 0.0758 0.0210
Peers comparison
Stock Sharpe_ratio Treynor_ratio
PTMR 3.5891 -1.2472
PBID 2.4607 1.1553
IGAR 1.0264 0.3114
YPAS 0.6969 1.1143
ESIP 0.5193 0.1110
FPNI 0.4369 0.0809
BRNA 0.1381 0.0764
TRST -0.3418 -5.3111
PPRI -0.3754 0.4996
IPOL -0.4547 -0.5287
index Sharpe_ratio Treynor_ratio
Average 0.7695 -0.3738
Stock SML Alpha_SML CML Alpha_CML
EPAC 0.0364 0.0545 -0.0250 0.1159
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
PTMR 0.0959 1.6341 -0.0572 1.7871
ESIP 0.0178 0.2739 -0.0500 0.3417
PBID 0.0606 0.2237 0.0415 0.2428
YPAS 0.0605 0.2221 0.0019 0.2807
FPNI 0.0437 0.0958 0.0201 0.1195
IGAR 0.0584 0.0949 0.0423 0.1110
BRNA 0.0519 0.0564 -0.0030 0.1113
TRST 0.0648 -0.0547 0.0325 -0.0224
IPOL 0.0612 -0.0831 0.0226 -0.0445
AKPI 0.0573 -0.0920 0.0285 -0.0632
pandas-table-container
index SML Alpha_SML CML Alpha_CML
Average 0.0572 0.2371 0.0079 0.2864