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In-depth risk profiling and analysis for SOTS.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Consumer Cyclicals
Industry: E5 [Consumer Services]

Stock Beta Std_dev R_squared
SOTS 0.0034 0.3251 0.0000
Peers comparison
Stock Beta Std_dev R_squared
RISE -0.0421 0.0513 0.0052
DFAM 0.0784 0.0665 0.0107
EAST 0.4126 0.0778 0.2166
PJAA 0.3768 0.0990 0.1115
NATO 0.5401 0.1033 0.2106
BLTZ 0.2331 0.1063 0.0548
BAYU 0.4084 0.1204 0.1312
GOLF 0.6342 0.1319 0.1781
ESTA -0.3795 0.1381 0.0582
PTSP 0.8689 0.2258 0.1141
index Beta Std_dev R_squared
Average 0.3131 0.1120 0.1091
Stock Sharpe_ratio Treynor_ratio
SOTS 0.4551 42.9999
Peers comparison
Stock Sharpe_ratio Treynor_ratio
CLAY 5.1621 -12.2880
TGUK 3.3133 2.0623
PANR 3.1915 -1.7685
PDES 2.8101 0.7349
BUVA 2.7372 4.2484
PLAN 2.4013 -1.5005
MINA 2.2565 0.8517
IDEA 1.9555 0.5019
AKKU 1.7864 0.6109
ICON 1.7126 1.7216
index Sharpe_ratio Treynor_ratio
Average 2.7327 -0.4825
Stock SML Alpha_SML CML Alpha_CML
SOTS 0.0649 0.1480 -0.0007 0.2136
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
CLAY 0.0699 2.6007 -0.0680 2.7386
MINA 0.0062 2.2246 -0.1480 2.3788
TGUK 0.0462 1.6938 -0.0371 1.7771
BUVA 0.0571 1.4523 -0.0493 1.5587
JSPT 0.0684 1.2185 -0.2689 1.5558
JIHD 0.1250 0.9696 -0.2416 1.3362
AKKU 0.0323 0.8963 -0.0397 0.9683
PDES 0.0390 0.8517 -0.0124 0.9032
PANR 0.0751 0.7601 0.0014 0.8337
FITT 0.0689 0.7594 -0.0842 0.9125
pandas-table-container
index SML Alpha_SML CML Alpha_CML
Average 0.0588 1.3427 -0.0948 1.4963