Stock | Beta | Std_dev | R_squared |
---|---|---|---|
IFII | 0.8733 | 0.2145 | 0.1277 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
SPMA | -0.1060 | 0.0999 | 0.0148 |
FASW | -0.0009 | 0.1385 | 0.0000 |
KDSI | 0.1357 | 0.1761 | 0.0064 |
TKIM | 1.1976 | 0.1966 | 0.4861 |
ALDO | 0.0275 | 0.1987 | 0.0002 |
INKP | 1.0697 | 0.2147 | 0.2694 |
FWCT | -0.4214 | 0.2245 | 0.0272 |
SULI | 0.5322 | 0.2567 | 0.0563 |
INRU | -0.1009 | 0.5687 | 0.0003 |
SWAT | 1.6295 | 0.7355 | 0.0643 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.3963 | 0.2810 | 0.0925 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
IFII | 1.5376 | 0.3776 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
KDSI | 1.2944 | 1.6804 |
TIRT | 0.5293 | 0.2975 |
INRU | 0.5264 | -2.9685 |
FWCT | 0.4252 | -0.2265 |
ALDO | 0.3776 | 2.7310 |
SULI | 0.2337 | 0.1127 |
SWAT | 0.2254 | 0.1017 |
FASW | -0.7154 | 112.1219 |
INKP | -1.4005 | -0.2811 |
TKIM | -1.5690 | -0.2575 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | -0.0073 | 11.3312 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
IFII | 0.0448 | 0.3499 | 0.0085 | 0.3862 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
TIRT | 0.0211 | 0.6085 | -0.1505 | 0.7802 |
INRU | 0.0673 | 0.2971 | -0.0612 | 0.4256 |
KDSI | 0.0619 | 0.2311 | 0.0259 | 0.2670 |
SWAT | 0.0273 | 0.2034 | -0.0836 | 0.3144 |
FWCT | 0.0747 | 0.0857 | 0.0059 | 0.1546 |
ALDO | 0.0644 | 0.0757 | 0.0220 | 0.1181 |
SULI | 0.0527 | 0.0723 | 0.0131 | 0.1119 |
FASW | 0.0650 | -0.0991 | 0.0285 | -0.0626 |
SPMA | 0.0675 | -0.1950 | 0.0448 | -0.1723 |
INKP | 0.0403 | -0.2759 | 0.0174 | -0.2530 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0542 | 0.1004 | -0.0138 | 0.1684 |