Financial Analysis Center

In-depth risk profiling and analysis for IMAS.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Consumer Cyclicals
Industry: E1 [Automobiles & Components]

Stock Beta Std_dev R_squared
IMAS 0.6368 0.3100 0.0458
Peers comparison
Stock Beta Std_dev R_squared
MASA -0.0088 0.0035 0.0672
BRAM 0.0991 0.0605 0.0306
LPIN 0.0676 0.1005 0.0049
TYRE 0.4461 0.1166 0.1918
DRMA 0.7320 0.1179 0.2971
BOLT 0.1629 0.1320 0.0174
SMSM 0.4277 0.1335 0.1345
GJTL 0.9502 0.1368 0.3718
AUTO 0.6536 0.1382 0.2548
GDYR 0.4186 0.1892 0.0377
index Beta Std_dev R_squared
Average 0.3949 0.1129 0.1408
Stock Sharpe_ratio Treynor_ratio
IMAS -0.9629 -0.4688
Peers comparison
Stock Sharpe_ratio Treynor_ratio
LPIN 2.5580 3.8010
BOLT 2.1520 1.7439
LMAX 1.3610 0.4267
ISAP 0.6194 0.6357
AUTO 0.5287 0.1118
AEGS 0.1296 0.1110
GJTL -0.0647 -0.0093
DRMA -0.2750 -0.0443
SMSM -0.4533 -0.1414
PART -0.6691 -0.2438
index Sharpe_ratio Treynor_ratio
Average 0.5887 0.6391
Stock SML Alpha_SML CML Alpha_CML
IMAS 0.0503 -0.2838 -0.0038 -0.2297
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
LMAX 0.0283 0.7136 -0.0454 0.7873
BOLT 0.0612 0.2879 0.0364 0.3127
ISAP 0.0552 0.2781 -0.0311 0.3645
LPIN 0.0634 0.2586 0.0427 0.2794
AUTO 0.0499 0.0882 0.0351 0.1030
AEGS 0.0570 0.0465 0.0008 0.1027
GJTL 0.0430 0.0131 0.0290 0.0272
DRMA 0.0481 -0.0155 0.0340 -0.0014
BRAM 0.0627 -0.0399 0.0519 -0.0291
SMSM 0.0551 -0.0506 0.0380 -0.0335
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index SML Alpha_SML CML Alpha_CML
Average 0.0524 0.1580 0.0191 0.1913