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In-depth risk profiling and analysis for PCAR.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Consumer Non-Cyclicals
Industry: D1 [Foods & Staples Retailing]

Stock Beta Std_dev R_squared
PCAR -0.1298 0.2542 0.0020
Peers comparison
Stock Beta Std_dev R_squared
EPMT 0.3178 0.0706 0.1559
DMND 0.4018 0.1128 0.0978
HERO 0.2369 0.1515 0.0189
RANC -0.0116 0.1927 0.0000
MIDI 1.1134 0.1990 0.3398
AMRT 0.7898 0.2541 0.1101
DAYA 1.4641 0.3402 0.1426
KMDS 0.9007 0.3556 0.0696
MPPA 1.4259 0.4515 0.1083
index Beta Std_dev R_squared
Average 0.7376 0.2364 0.1159
Stock Sharpe_ratio Treynor_ratio
PCAR -2.0651 4.0445
Peers comparison
Stock Sharpe_ratio Treynor_ratio
DAYA 4.0169 0.9335
KMDS 0.7114 0.2809
MPPA 0.2104 0.0666
MIDI -0.2401 -0.0429
EPMT -1.0168 -0.2260
AMRT -1.1239 -0.3616
RANC -1.7580 29.1179
DMND -2.7950 -0.7844
HERO -2.9301 -1.8730
index Sharpe_ratio Treynor_ratio
Average -0.5472 3.0123
Stock SML Alpha_SML CML Alpha_CML
PCAR 0.0680 -0.5280 -0.0020 -0.4580
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
DAYA 0.0311 1.4005 -0.0246 1.4563
KMDS 0.0442 0.2738 -0.0139 0.3319
MPPA 0.0320 0.1280 -0.0352 0.1952
MIDI 0.0393 -0.0220 0.0208 -0.0036
EPMT 0.0577 -0.0645 0.0464 -0.0532
AMRT 0.0467 -0.2674 0.0100 -0.2306
DMND 0.0557 -0.3059 0.0353 -0.2855
RANC 0.0653 -0.3390 0.0142 -0.2879
HERO 0.0595 -0.4383 0.0251 -0.4039
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index SML Alpha_SML CML Alpha_CML
Average 0.0479 0.0406 0.0087 0.0799