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In-depth risk profiling and analysis for MAXI.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Consumer Non-Cyclicals
Industry: D2.3 [Basic & Specialty - Food & Beverage]

Stock Beta Std_dev R_squared
MAXI -0.1260 0.0916 0.0205
Peers comparison
Stock Beta Std_dev R_squared
CRAB 0.3317 0.0642 0.2057
ROTI 0.0827 0.0653 0.0123
FOOD 0.0929 0.0850 0.0092
MLBI 0.3116 0.0902 0.1297
GOOD 0.0302 0.0923 0.0008
ICBP 0.3296 0.1018 0.0808
MYOR 0.0841 0.1072 0.0047
BUDI 0.4356 0.1179 0.1556
TRGU 0.0371 0.1211 0.0012
DLTA 0.7225 0.1243 0.2605
index Beta Std_dev R_squared
Average 0.2458 0.0969 0.0861
Stock Sharpe_ratio Treynor_ratio
MAXI -1.8784 1.3667
Peers comparison
Stock Sharpe_ratio Treynor_ratio
UDNG 26.4043 12.4996
AMMS 5.5616 4.9211
FORE 4.1842 -106.9552
IKAN 3.1369 2.7214
STRK 2.5035 2.1683
INDF 2.2732 0.6529
CEKA 2.2380 0.6403
SOUL 2.1050 -3.5865
COCO 1.8008 0.4918
NAYZ 1.7525 -2.0667
index Sharpe_ratio Treynor_ratio
Average 5.1960 -8.8513
Stock SML Alpha_SML CML Alpha_CML
MAXI 0.0679 -0.1751 0.0447 -0.1518
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
UDNG 0.0190 24.9069 -0.1252 25.0511
AMMS 0.0465 3.9535 -0.0882 4.0882
IKAN 0.0459 2.2699 -0.1240 2.4398
SOUL 0.0756 1.6387 -0.0933 1.8076
FORE 0.0653 1.5934 -0.0353 1.6941
COCO 0.0131 1.1549 -0.0964 1.2644
NAYZ 0.0778 1.1327 -0.1072 1.3177
STRK 0.0542 1.0258 -0.0169 1.0969
KEJU 0.0364 0.7587 -0.0492 0.8444
ASHA 0.0381 0.6619 -0.0517 0.7517
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index SML Alpha_SML CML Alpha_CML
Average 0.0472 3.9096 -0.0787 4.0356