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In-depth risk profiling and analysis for TALF.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Basic Materials
Industry: B1.6 [Plastic & Packaging]

Stock Beta Std_dev R_squared
TALF 0.3520 0.1705 0.0558
Peers comparison
Stock Beta Std_dev R_squared
IGAR 0.2837 0.0861 0.0837
PBID 0.1898 0.0891 0.0349
TRST 0.0103 0.1606 0.0001
SMKL 0.2964 0.1655 0.0420
AKPI 0.3335 0.1686 0.0446
FPNI 0.9218 0.1706 0.2249
PDPP 0.4165 0.1827 0.0401
IPOL 0.1644 0.1911 0.0080
APLI 0.6240 0.2297 0.0841
YPAS 0.1953 0.3123 0.0051
index Beta Std_dev R_squared
Average 0.3436 0.1756 0.0567
Stock Sharpe_ratio Treynor_ratio
TALF -0.7497 -0.3631
Peers comparison
Stock Sharpe_ratio Treynor_ratio
PTMR 3.5891 -1.2472
PBID 2.4607 1.1553
IGAR 1.0264 0.3114
YPAS 0.6969 1.1143
ESIP 0.5193 0.1110
FPNI 0.4369 0.0809
BRNA 0.1381 0.0764
EPAC 0.0758 0.0210
TRST -0.3418 -5.3111
PPRI -0.3754 0.4996
index Sharpe_ratio Treynor_ratio
Average 0.8226 -0.3188
Stock SML Alpha_SML CML Alpha_CML
TALF 0.0569 -0.1197 0.0306 -0.0934
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
PTMR 0.0959 1.6341 -0.0572 1.7871
ESIP 0.0178 0.2739 -0.0500 0.3417
PBID 0.0606 0.2237 0.0415 0.2428
YPAS 0.0605 0.2221 0.0019 0.2807
FPNI 0.0437 0.0958 0.0201 0.1195
IGAR 0.0584 0.0949 0.0423 0.1110
BRNA 0.0519 0.0564 -0.0030 0.1113
EPAC 0.0364 0.0545 -0.0250 0.1159
TRST 0.0648 -0.0547 0.0325 -0.0224
IPOL 0.0612 -0.0831 0.0226 -0.0445
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index SML Alpha_SML CML Alpha_CML
Average 0.0551 0.2518 0.0026 0.3043