Risk Factor Analysis
Sector: Technology
Industry:
I1
[Software & IT Services]
| Stock |
Beta |
Std_dev |
R_squared |
| CYBR |
-0.0735 |
0.2751 |
0.0006 |
Peers comparison
| Stock |
Beta |
Std_dev |
R_squared |
| KIOS |
0.0637 |
0.0546 |
0.0148 |
| BELI |
-0.0031 |
0.0820 |
0.0000 |
| CASH |
0.1774 |
0.1687 |
0.0126 |
| BUKA |
0.6769 |
0.2609 |
0.0767 |
| EMTK |
1.9439 |
0.2663 |
0.4105 |
| MPIX |
0.6333 |
0.2792 |
0.0559 |
| GOTO |
1.3152 |
0.2831 |
0.1663 |
| UVCR |
0.4629 |
0.2851 |
0.0345 |
| AWAN |
0.2356 |
0.3043 |
0.0068 |
| ATIC |
-0.2494 |
0.3122 |
0.0073 |
| index |
Beta |
Std_dev |
R_squared |
| Average |
0.5256 |
0.2296 |
0.0785 |
| Stock |
Sharpe_ratio |
Treynor_ratio |
| CYBR |
5.6909 |
-21.2958 |
Peers comparison
| Stock |
Sharpe_ratio |
Treynor_ratio |
| PGJO |
16.9838 |
4.5481 |
| MLPT |
16.7335 |
9.6746 |
| NINE |
12.9990 |
52.1614 |
| DCII |
8.7486 |
2.4196 |
| DMMX |
6.3935 |
4.4480 |
| WGSH |
5.5072 |
-4.1346 |
| IRSX |
4.3908 |
1.0768 |
| AREA |
2.7546 |
1.7317 |
| JATI |
1.9519 |
0.6072 |
| EMTK |
1.6145 |
0.2212 |
| index |
Sharpe_ratio |
Treynor_ratio |
| Average |
7.8077 |
7.2754 |
| Stock |
SML |
Alpha_SML |
CML |
Alpha_CML |
| CYBR |
0.0667 |
1.5641 |
-0.0075 |
1.6383 |
Peers comparison
| Stock |
SML |
Alpha_SML |
CML |
Alpha_CML |
| MLPT |
0.0015 |
26.6260 |
-0.2873 |
26.9148 |
| NINE |
0.0602 |
10.9398 |
-0.1566 |
11.1566 |
| PGJO |
0.0182 |
9.2627 |
-0.0779 |
9.3588 |
| DCII |
-0.0044 |
7.3291 |
-0.1536 |
7.4783 |
| IRSX |
-0.0238 |
4.2238 |
-0.1440 |
4.3440 |
| DMMX |
0.0544 |
2.0513 |
-0.0191 |
2.1248 |
| JATI |
-0.0059 |
1.9335 |
-0.1468 |
2.0744 |
| WGSH |
0.0756 |
1.8900 |
-0.0047 |
1.9703 |
| AREA |
0.0456 |
1.4747 |
-0.0494 |
1.5696 |
| HDIT |
0.0356 |
0.6007 |
-0.1144 |
0.7508 |
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| index |
SML |
Alpha_SML |
CML |
Alpha_CML |
| Average |
0.0257 |
6.6332 |
-0.1154 |
6.7742 |