Financial Analysis Center

In-depth risk profiling and analysis for HMSP.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Consumer Non-Cyclicals
Industry: D3 [Tobacco]

Stock Beta Std_dev R_squared
HMSP 0.3001 0.1356 0.0377
Peers comparison
Stock Beta Std_dev R_squared
ITIC 0.0637 0.1161 0.0033
GGRM 0.7227 0.1603 0.1566
WIIM 1.2481 0.2726 0.2746
index Beta Std_dev R_squared
Average 0.6782 0.1830 0.1448
Stock Sharpe_ratio Treynor_ratio
HMSP -0.7003 -0.3164
Peers comparison
Stock Sharpe_ratio Treynor_ratio
WIIM -0.9552 -0.2086
ITIC -2.1669 -3.9506
GGRM -3.0158 -0.6689
index Sharpe_ratio Treynor_ratio
Average -2.0460 -1.6094
Stock SML Alpha_SML CML Alpha_CML
HMSP 0.0581 -0.0880 0.0293 -0.0592
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
WIIM 0.0361 -0.2315 0.0099 -0.2053
ITIC 0.0635 -0.2501 0.0392 -0.2258
GGRM 0.0483 -0.4667 0.0228 -0.4412
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index SML Alpha_SML CML Alpha_CML
Average 0.0493 -0.3161 0.0240 -0.2908