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In-depth risk profiling and analysis for MSTI.

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Revenue Breakdown

Shareholder Analysis

Risk Factor Analysis

Sector: Technology
Industry: I2 [Technology Hardware & Equipment]

Stock Beta Std_dev R_squared
MSTI 0.3074 0.0843 0.1023
Peers comparison
Stock Beta Std_dev R_squared
GLVA 0.0379 0.0951 0.0012
MTDL 0.1084 0.1010 0.0089
CHIP -0.1159 0.1225 0.0069
PTSN 0.8428 0.1302 0.3226
AXIO 0.4571 0.2388 0.0418
ZYRX 0.0537 0.2689 0.0005
LUCK 1.3424 0.2844 0.2418
IOTF 1.1794 0.6230 0.0389
MENN 0.6882 0.9096 0.0062
index Beta Std_dev R_squared
Average 0.5104 0.3082 0.0743
Stock Sharpe_ratio Treynor_ratio
MSTI -0.4702 -0.1290
Peers comparison
Stock Sharpe_ratio Treynor_ratio
MENN 3.0435 4.0229
LUCK 0.4226 0.0895
PTSN -0.0919 -0.0142
IOTF -0.5056 -0.2671
ZYRX -0.8365 -4.1900
AXIO -1.0533 -0.5503
GLVA -1.2298 -3.0857
MTDL -1.3542 -1.2628
CHIP -2.0535 2.1687
index Sharpe_ratio Treynor_ratio
Average -0.4065 -0.3432
Stock SML Alpha_SML CML Alpha_CML
MSTI 0.0579 -0.0325 0.0428 -0.0174
Peers comparison
Stock SML Alpha_SML CML Alpha_CML
MENN 0.0491 2.7842 -0.1369 2.9702
LUCK 0.0340 0.1512 0.0019 0.1833
PTSN 0.0455 0.0075 0.0307 0.0223
GLVA 0.0641 -0.1161 0.0399 -0.0919
MTDL 0.0625 -0.1343 0.0384 -0.1102
ZYRX 0.0638 -0.2237 0.0107 -0.1707
AXIO 0.0544 -0.2410 0.0133 -0.1998
CHIP 0.0677 -0.2541 0.0327 -0.2192
IOTF 0.0377 -0.2877 -0.0732 -0.1768
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index SML Alpha_SML CML Alpha_CML
Average 0.0532 0.1873 -0.0047 0.2452