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In-depth risk profiling and analysis for IPCM.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Infrastructures
Industry: J1 [Transportation Infrastructure]

Stock Beta Std_dev R_squared
IPCM 0.3551 0.0708 0.2732
Peers comparison
Stock Beta Std_dev R_squared
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
GMFI 0.7630 0.2297 0.0850
CMNP 0.6583 0.6041 0.0091
KARW 2.6654 1.3765 0.0407
index Beta Std_dev R_squared
Average 0.6901 0.4136 0.0325
Stock Sharpe_ratio Treynor_ratio
IPCM 1.2608 0.2513
Peers comparison
Stock Sharpe_ratio Treynor_ratio
IPCC 4.9265 1.9529
CASS 3.4275 7.9854
PORT 0.8167 1.3964
KARW -0.0233 -0.0120
GMFI -0.1378 -0.0415
CMNP -0.3301 -0.3029
JSMR -3.1915 -2.4365
index Sharpe_ratio Treynor_ratio
Average 0.7840 1.2203
Stock SML Alpha_SML CML Alpha_CML
IPCM 0.0568 0.0974 0.0493 0.1049
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
KARW 0.0034 0.0295 -0.2405 0.2734
GMFI 0.0474 -0.0140 0.0045 0.0289
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 0.0491 0.1635 -0.0327 0.2452