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In-depth risk profiling and analysis for INTP.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Basic Materials
Industry: B1.3 [Cement]

Stock Beta Std_dev R_squared
INTP 0.7291 0.2165 0.1231
Peers comparison
Stock Beta Std_dev R_squared
CMNT 0.7321 0.1436 0.2001
SMCB 0.2248 0.1478 0.0178
BLES 0.8245 0.2279 0.1491
WTON 0.8209 0.2771 0.1149
SMGR 1.0605 0.3121 0.1513
SMBR 2.1604 0.3630 0.2728
WSBP 1.4059 0.4215 0.1457
SOLA 2.2401 0.8575 0.0894
index Beta Std_dev R_squared
Average 1.1837 0.3438 0.1426
Stock Sharpe_ratio Treynor_ratio
INTP -1.4314 -0.4251
Peers comparison
Stock Sharpe_ratio Treynor_ratio
SOLA 1.2543 0.4801
SMCB 0.8803 0.5787
SMBR 0.6369 0.1070
WTON 0.2973 0.1004
WSBP -0.7124 -0.2136
SMGR -1.3531 -0.3982
BLES -1.6080 -0.4445
CMNT -2.3934 -0.4695
index Sharpe_ratio Treynor_ratio
Average -0.3748 -0.0324
Stock SML Alpha_SML CML Alpha_CML
INTP 0.0481 -0.2931 0.0169 -0.2619
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
SOLA 0.0132 1.1273 -0.1082 1.2488
SMBR 0.0150 0.2812 -0.0306 0.3269
SMCB 0.0598 0.1353 0.0261 0.1690
WTON 0.0460 0.1014 0.0090 0.1384
WSBP 0.0325 -0.2678 -0.0202 -0.2151
CMNT 0.0481 -0.3268 0.0272 -0.3059
BLES 0.0459 -0.3475 0.0156 -0.3172
SMGR 0.0405 -0.3977 0.0020 -0.3592
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index SML Alpha_SML CML Alpha_CML
Average 0.0376 0.0382 -0.0099 0.0857