Stock | Beta | Std_dev | R_squared |
---|---|---|---|
EPMT | 0.3178 | 0.0706 | 0.1559 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
DMND | 0.4018 | 0.1128 | 0.0978 |
HERO | 0.2369 | 0.1515 | 0.0189 |
RANC | -0.0116 | 0.1927 | 0.0000 |
MIDI | 1.1134 | 0.1990 | 0.3398 |
AMRT | 0.7898 | 0.2541 | 0.1101 |
PCAR | -0.1298 | 0.2542 | 0.0020 |
DAYA | 1.4641 | 0.3402 | 0.1426 |
KMDS | 0.9007 | 0.3556 | 0.0696 |
MPPA | 1.4259 | 0.4515 | 0.1083 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.6879 | 0.2568 | 0.0988 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
EPMT | -1.0168 | -0.2260 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
DAYA | 4.0169 | 0.9335 |
KMDS | 0.7114 | 0.2809 |
MPPA | 0.2104 | 0.0666 |
MIDI | -0.2401 | -0.0429 |
AMRT | -1.1239 | -0.3616 |
RANC | -1.7580 | 29.1179 |
PCAR | -2.0651 | 4.0445 |
DMND | -2.7950 | -0.7844 |
HERO | -2.9301 | -1.8730 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | -0.6637 | 3.4868 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
EPMT | 0.0577 | -0.0645 | 0.0464 | -0.0532 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
DAYA | 0.0311 | 1.4005 | -0.0246 | 1.4563 |
KMDS | 0.0442 | 0.2738 | -0.0139 | 0.3319 |
MPPA | 0.0320 | 0.1280 | -0.0352 | 0.1952 |
MIDI | 0.0393 | -0.0220 | 0.0208 | -0.0036 |
AMRT | 0.0467 | -0.2674 | 0.0100 | -0.2306 |
DMND | 0.0557 | -0.3059 | 0.0353 | -0.2855 |
RANC | 0.0653 | -0.3390 | 0.0142 | -0.2879 |
HERO | 0.0595 | -0.4383 | 0.0251 | -0.4039 |
PCAR | 0.0680 | -0.5280 | -0.0020 | -0.4580 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0491 | -0.0109 | 0.0033 | 0.0349 |