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In-depth risk profiling and analysis for KAEF.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Healthcare
Industry: F2 [Pharmaceuticals & Health Care Research]

Stock Beta Std_dev R_squared
KAEF 0.7410 0.3402 0.0515
Peers comparison
Stock Beta Std_dev R_squared
MERK 0.2518 0.0781 0.1128
MDLA -0.0011 0.1038 0.0000
DVLA 0.6019 0.1127 0.2195
SIDO 0.4489 0.1199 0.1080
IKPM 0.5006 0.1620 0.1036
SOHO 0.3291 0.1745 0.0466
SDPC 0.8803 0.1750 0.1949
KLBF 0.3823 0.1859 0.0459
PEVE 1.0661 0.1869 0.2507
PEHA 0.1573 0.1873 0.0054
index Beta Std_dev R_squared
Average 0.4617 0.1486 0.1087
Stock Sharpe_ratio Treynor_ratio
KAEF -0.6212 -0.2852
Peers comparison
Stock Sharpe_ratio Treynor_ratio
PYFA 6.2674 1.4347
PEVE 2.3065 0.4043
DVLA 0.8084 0.1514
TSPC 0.6319 0.3849
SOHO 0.2032 0.1077
MDLA -0.1220 11.2292
SDPC -0.1434 -0.0285
OBAT -0.3234 47.8616
KLBF -0.5855 -0.2847
PEHA -0.8657 -1.0305
index Sharpe_ratio Treynor_ratio
Average 0.8177 6.0230
Stock SML Alpha_SML CML Alpha_CML
KAEF 0.0479 -0.1942 -0.0105 -0.1358
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
PYFA 0.0119 3.3481 -0.0735 3.4335
PEVE 0.0404 0.4557 0.0158 0.4803
TSPC 0.0573 0.1353 0.0242 0.1684
DVLA 0.0511 0.1051 0.0353 0.1208
SOHO 0.0574 0.0431 0.0297 0.0707
SDPC 0.0446 -0.0047 0.0189 0.0210
MDLA 0.0650 -0.0127 0.0420 0.0104
KLBF 0.0562 -0.1000 0.0238 -0.0676
OBAT 0.0651 -0.1505 -0.0576 -0.0279
PEHA 0.0614 -0.1585 0.0157 -0.1128
pandas-table-container
index SML Alpha_SML CML Alpha_CML
Average 0.0510 0.3661 0.0074 0.4097