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In-depth risk profiling and analysis for SAMF.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Basic Materials
Industry: B1.4 [Chemicals]

Stock Beta Std_dev R_squared
SAMF 0.5706 0.2311 0.0469
Peers comparison
Stock Beta Std_dev R_squared
SRSN 0.1076 0.0662 0.0346
MDKI 0.4066 0.0729 0.3380
EKAD 0.5730 0.0831 0.3665
INCI 0.4766 0.0868 0.3271
SBMA 0.1316 0.1013 0.0130
UNIC 0.5453 0.1421 0.1928
MOLI 0.5512 0.1480 0.1506
ADMG 0.6171 0.1574 0.1752
CHEM 0.7227 0.1696 0.1399
DPNS 0.5804 0.1799 0.0801
index Beta Std_dev R_squared
Average 0.4712 0.1207 0.1818
Stock Sharpe_ratio Treynor_ratio
SAMF -0.8148 -0.3300
Peers comparison
Stock Sharpe_ratio Treynor_ratio
BRPT 3.8127 0.7717
SMLE 3.1747 3.4324
DGWG 1.5575 -65.2704
INCI 1.1613 0.2115
ADMG 0.7971 0.2033
UNIC -0.0398 -0.0104
TPIA -0.2448 -0.0582
SRSN -0.6733 -0.4145
KKES -1.0709 -5.0149
ESSA -1.1685 -1.3750
index Sharpe_ratio Treynor_ratio
Average 0.7306 -6.7525
Stock SML Alpha_SML CML Alpha_CML
SAMF 0.0518 -0.1751 0.0041 -0.1274
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
BRPT 0.0251 1.3710 -0.0106 1.4067
SMLE 0.0580 1.0437 -0.0010 1.1027
DGWG 0.0651 0.3768 0.0012 0.4407
ADMG 0.0507 0.1397 0.0309 0.1596
INCI 0.0540 0.1118 0.0457 0.1201
UNIC 0.0524 0.0069 0.0363 0.0231
SRSN 0.0625 -0.0421 0.0516 -0.0312
TPIA 0.0299 -0.0532 -0.0078 -0.0154
MDKI 0.0556 -0.1651 0.0488 -0.1583
EKAD 0.0518 -0.1779 0.0431 -0.1692
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index SML Alpha_SML CML Alpha_CML
Average 0.0505 0.2612 0.0238 0.2879