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In-depth risk profiling and analysis for BACA.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Financials
Industry: G1 [Banks]

Stock Beta Std_dev VaR_95
BACA 1.1200 0.2510 -0.0260
Peers comparison
Stock Beta Std_dev VaR_95
BNII 0.3960 0.0807 -0.0084
NISP 0.2390 0.0899 -0.0093
BBMD 0.0685 0.0932 -0.0097
PNBS 0.2260 0.0960 -0.0100
BNGA 0.2488 0.1024 -0.0106
MCOR 0.3625 0.1053 -0.0109
BJTM 0.4386 0.1112 -0.0115
BABP 0.3588 0.1197 -0.0124
BJBR 0.1689 0.1201 -0.0124
MASB 0.0840 0.1251 -0.0130
index Beta Std_dev VaR_95
Average 0.2591 0.1044 -0.0108
Stock Risk-adj_Return Sharpe_ratio
BACA -0.4980 -0.7570
Peers comparison
Stock Risk-adj_Return Sharpe_ratio
BDMN 3.4612 3.1999
AMAR 1.6043 1.1036
BNGA 1.2103 0.5754
MEGA 0.7673 0.5604
BJTM 1.0691 0.4848
BBSI 0.7073 0.3536
BTPN 0.8039 0.3246
BJBR 0.7595 0.2184
BSIM 0.3382 0.1808
BMRI 0.6478 0.1635
index Risk-adj_Return Sharpe_ratio
Average 1.1369 0.7165
Stock Treynor_ratio SML Alpha_SML CML
BACA -0.1696 -0.2270 0.1020 -0.4105
Peers comparison
Stock Treynor_ratio SML Alpha_SML CML
BDMN -44.0596 0.0697 0.7913 -0.4063
MEGA 0.1945 -0.1709 0.4120 -0.5301
BNBA 0.0294 -0.2891 0.3940 -0.6626
DNAR 0.0123 -0.3076 0.3902 -0.7909
BSIM 0.0794 -0.1803 0.3200 -0.7174
INPC -0.1124 -0.3435 0.2324 -0.7065
AMAR 0.4369 -0.0205 0.2288 -0.1810
BGTG 0.0126 -0.1235 0.1975 -0.3615
BJTM 0.1229 -0.0494 0.1683 -0.1458
BMRI 0.0411 -0.0742 0.1612 -0.1893
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index Treynor_ratio SML Alpha_SML CML
Average -4.3243 -0.1489 0.3296 -0.4691