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In-depth risk profiling and analysis for SOHO.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Healthcare
Industry: F2 [Pharmaceuticals & Health Care Research]

Stock Beta Std_dev R_squared
SOHO 0.3291 0.1745 0.0466
Peers comparison
Stock Beta Std_dev R_squared
MERK 0.2518 0.0781 0.1128
MDLA -0.0011 0.1038 0.0000
DVLA 0.6019 0.1127 0.2195
SIDO 0.4489 0.1199 0.1080
IKPM 0.5006 0.1620 0.1036
SDPC 0.8803 0.1750 0.1949
KLBF 0.3823 0.1859 0.0459
PEVE 1.0661 0.1869 0.2507
PEHA 0.1573 0.1873 0.0054
TSPC 0.3316 0.2020 0.0353
index Beta Std_dev R_squared
Average 0.4620 0.1514 0.1076
Stock Sharpe_ratio Treynor_ratio
SOHO 0.2032 0.1077
Peers comparison
Stock Sharpe_ratio Treynor_ratio
PYFA 6.2674 1.4347
PEVE 2.3065 0.4043
DVLA 0.8084 0.1514
TSPC 0.6319 0.3849
MDLA -0.1220 11.2292
SDPC -0.1434 -0.0285
OBAT -0.3234 47.8616
KLBF -0.5855 -0.2847
KAEF -0.6212 -0.2852
PEHA -0.8657 -1.0305
index Sharpe_ratio Treynor_ratio
Average 0.7353 5.9837
Stock SML Alpha_SML CML Alpha_CML
SOHO 0.0574 0.0431 0.0297 0.0707
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
PYFA 0.0119 3.3481 -0.0735 3.4335
PEVE 0.0404 0.4557 0.0158 0.4803
TSPC 0.0573 0.1353 0.0242 0.1684
DVLA 0.0511 0.1051 0.0353 0.1208
SDPC 0.0446 -0.0047 0.0189 0.0210
MDLA 0.0650 -0.0127 0.0420 0.0104
KLBF 0.0562 -0.1000 0.0238 -0.0676
OBAT 0.0651 -0.1505 -0.0576 -0.0279
PEHA 0.0614 -0.1585 0.0157 -0.1128
KAEF 0.0479 -0.1942 -0.0105 -0.1358
pandas-table-container
index SML Alpha_SML CML Alpha_CML
Average 0.0501 0.3424 0.0034 0.3890