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In-depth risk profiling and analysis for GMFI.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Infrastructures
Industry: J1 [Transportation Infrastructure]

Stock Beta Std_dev R_squared
GMFI 0.7630 0.2297 0.0850
Peers comparison
Stock Beta Std_dev R_squared
IPCM 0.3551 0.0708 0.2732
JSMR 0.1559 0.1191 0.0186
IPCC 0.3805 0.1508 0.0691
PORT 0.1100 0.1880 0.0026
CASS 0.0976 0.2273 0.0021
CMNP 0.6583 0.6041 0.0091
KARW 2.6654 1.3765 0.0407
index Beta Std_dev R_squared
Average 0.6318 0.3909 0.0593
Stock Sharpe_ratio Treynor_ratio
GMFI -0.1378 -0.0415
Peers comparison
Stock Sharpe_ratio Treynor_ratio
IPCC 4.9265 1.9529
CASS 3.4275 7.9854
IPCM 1.2608 0.2513
PORT 0.8167 1.3964
KARW -0.0233 -0.0120
CMNP -0.3301 -0.3029
JSMR -3.1915 -2.4365
index Sharpe_ratio Treynor_ratio
Average 0.9838 1.2621
Stock SML Alpha_SML CML Alpha_CML
GMFI 0.0474 -0.0140 0.0045 0.0289
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
CASS 0.0627 0.7814 0.0158 0.8284
IPCC 0.0562 0.7519 0.0315 0.7766
PORT 0.0625 0.1561 0.0155 0.2031
IPCM 0.0568 0.0974 0.0493 0.1049
KARW 0.0034 0.0295 -0.2405 0.2734
CMNP 0.0498 -0.1842 -0.0941 -0.0403
JSMR 0.0614 -0.3764 0.0386 -0.3536
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index SML Alpha_SML CML Alpha_CML
Average 0.0504 0.1794 -0.0263 0.2561