Financial Analysis Center

In-depth risk profiling and analysis for NRCA.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Infrastructures
Industry: J2 [Heavy Constructions & Civil Engineering]

Stock Beta Std_dev R_squared
NRCA 2.7250 0.5772 0.1717
Peers comparison
Stock Beta Std_dev R_squared
ASLI 0.0192 0.0239 0.0074
PTPW 0.2095 0.0529 0.1209
BUKK 0.3640 0.0900 0.1862
JKON 0.5687 0.1228 0.2328
PBSA 0.4079 0.1322 0.0733
DGIK 0.1645 0.1445 0.0100
PPRE 0.8220 0.1944 0.1378
IDPR 1.0662 0.1974 0.2248
ACST 1.1296 0.2197 0.3014
TOTL 1.2159 0.2514 0.3063
index Beta Std_dev R_squared
Average 0.5967 0.1429 0.1601
Stock Sharpe_ratio Treynor_ratio
NRCA 3.5913 0.7607
Peers comparison
Stock Sharpe_ratio Treynor_ratio
RONY 14.4813 22.9101
PBSA 3.2183 1.0430
KRYA 3.1464 1.0045
SSIA 2.2815 1.5407
MTPS 2.0687 8.7040
IDPR 1.8933 0.3505
FIMP 1.5044 -1.4520
TAMA 1.1411 0.7321
SMKM 1.0304 0.5288
TOTL 0.9577 0.1980
index Sharpe_ratio Treynor_ratio
Average 3.1723 3.5560
Stock SML Alpha_SML CML Alpha_CML
NRCA 0.0020 2.1358 -0.0870 2.2248
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
RONY 0.0518 13.0519 -0.1722 13.2760
KRYA -0.0050 3.1102 -0.1494 3.2547
SSIA 0.0453 1.3320 -0.0512 1.4285
MTPS 0.0617 1.2508 -0.0939 1.4064
FIMP 0.0787 0.8481 -0.0859 1.0127
TAMA 0.0434 0.7066 -0.0563 0.8063
SMKM 0.0460 0.4540 -0.0203 0.5203
PTDU 0.0105 0.4440 -0.0956 0.5502
PBSA 0.0556 0.4349 0.0302 0.4603
IDPR 0.0403 0.3983 0.0130 0.4256
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index SML Alpha_SML CML Alpha_CML
Average 0.0428 2.2031 -0.0682 2.3141