Financial Analysis Center

In-depth risk profiling and analysis for KJEN.

search

Actions

Back to Financial Analysis Center Back to Stock Summary

Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Transportation & Logistic
Industry: K2.2 [Logistics & Deliveries]

Stock Beta Std_dev R_squared
KJEN 0.4408 0.7431 0.0038
Peers comparison
Stock Beta Std_dev R_squared
HAIS 0.1862 0.0716 0.0521
PPGL 0.3539 0.0853 0.1326
NELY 0.1115 0.0908 0.0116
ELPI 0.4179 0.1049 0.1223
TMAS 0.3182 0.1087 0.1122
SMDR 0.5390 0.1787 0.0701
GTRA 1.2467 0.2022 0.2929
LAJU -0.0039 0.2246 0.0000
JAYA 0.5493 0.2400 0.0568
SDMU 0.7035 0.2445 0.0638
index Beta Std_dev R_squared
Average 0.4422 0.1551 0.0914
Stock Sharpe_ratio Treynor_ratio
KJEN 1.1381 1.9184
Peers comparison
Stock Sharpe_ratio Treynor_ratio
MIRA 6.6369 4.1330
TRUK 2.8885 0.6749
CBRE 2.7494 -8.6234
SDMU 2.2512 0.7824
AKSI 1.6655 0.9687
KLAS 1.6299 0.5493
ELPI 1.5087 0.3786
GTRA 1.0643 0.1726
PPGL 0.3486 0.0840
JAYA 0.1976 0.0863
index Sharpe_ratio Treynor_ratio
Average 2.0941 -0.0794
Stock SML Alpha_SML CML Alpha_CML
KJEN 0.0548 0.8559 -0.0999 1.0106
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
MIRA 0.0352 5.3648 -0.1134 5.5134
CBRE 0.0694 1.6229 -0.0909 1.7832
AKSI 0.0336 1.3482 -0.1062 1.4881
TRUK 0.0367 0.8535 0.0073 0.8830
KLAS 0.0379 0.6720 -0.0228 0.7326
SDMU 0.0487 0.5666 0.0006 0.6148
GTRA 0.0362 0.2440 0.0117 0.2684
ELPI 0.0553 0.1679 0.0374 0.1858
JAYA 0.0523 0.0601 0.0117 0.1007
PPGL 0.0568 0.0379 0.0425 0.0522
pandas-table-container
index SML Alpha_SML CML Alpha_CML
Average 0.0462 1.0938 -0.0222 1.1622