Stock | Beta | Std_dev | R_squared |
---|---|---|---|
BNBA | 1.0407 | 0.2925 | 0.1443 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
BACA | 0.0654 | 0.0478 | 0.0213 |
BINA | 0.0441 | 0.0510 | 0.0085 |
NISP | 0.3506 | 0.0528 | 0.3392 |
BBSI | -0.0153 | 0.0590 | 0.0008 |
BDMN | 0.2843 | 0.0600 | 0.2556 |
BANK | 0.1175 | 0.0790 | 0.0253 |
PNBS | 0.1783 | 0.0818 | 0.0366 |
SDRA | 0.3463 | 0.0940 | 0.1045 |
MEGA | 0.3507 | 0.0993 | 0.1354 |
BNGA | 0.6469 | 0.0994 | 0.4826 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.2369 | 0.0724 | 0.1410 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
BNBA | 0.3239 | 0.0910 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
BNLI | 5.1221 | 2.6811 |
INPC | 2.0794 | 68.7247 |
BCIC | 1.5590 | -35.1287 |
BBHI | 1.3728 | 0.3171 |
BTPS | 1.1893 | 0.2038 |
NISP | 1.1251 | 0.1696 |
DNAR | 1.0139 | 0.4606 |
BGTG | 0.9486 | 0.2941 |
BRIS | 0.6062 | 0.1671 |
BBMD | 0.4024 | 0.1535 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 1.5419 | 3.8043 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
BNBA | 0.0409 | 0.1188 | 0.0017 | 0.1581 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
BNLI | 0.0456 | 2.2669 | -0.0300 | 2.3425 |
INPC | 0.0644 | 1.7392 | -0.1205 | 1.9241 |
BCIC | 0.0653 | 0.4943 | -0.0037 | 0.5633 |
BBHI | 0.0330 | 0.4717 | -0.0044 | 0.5090 |
DNAR | 0.0450 | 0.4175 | -0.0383 | 0.5008 |
BTPS | 0.0278 | 0.3652 | 0.0053 | 0.3877 |
BGTG | 0.0473 | 0.2430 | 0.0136 | 0.2768 |
BMAS | 0.0332 | 0.2118 | -0.0606 | 0.3056 |
BRIS | 0.0470 | 0.1482 | 0.0185 | 0.1767 |
BBKP | 0.0322 | 0.1107 | 0.0093 | 0.1336 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0441 | 0.6468 | -0.0211 | 0.7120 |