Stock | Beta | Std_dev | R_squared |
---|---|---|---|
IFSH | 1.2516 | 0.3294 | 0.1112 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
NCKL | 0.7283 | 0.1503 | 0.1808 |
CITA | 1.0702 | 0.2639 | 0.1267 |
AMMN | 0.9653 | 0.2723 | 0.1433 |
TINS | 1.0385 | 0.2759 | 0.1856 |
INCO | 1.0974 | 0.2834 | 0.1627 |
NICE | 1.1500 | 0.2934 | 0.1183 |
ANTM | 1.1112 | 0.2958 | 0.1608 |
MDKA | 1.3050 | 0.3289 | 0.1709 |
SMGA | 1.6277 | 0.3367 | 0.3062 |
MBMA | 0.7678 | 0.3631 | 0.0485 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 1.0861 | 0.2864 | 0.1604 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
IFSH | -0.2977 | -0.0784 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
DKFT | 10.7344 | 2.7920 |
ANTM | 4.6336 | 1.2337 |
BRMS | 4.1731 | 2.0984 |
CITA | 4.0548 | 0.9999 |
PSAB | 1.9065 | 3.2327 |
DAAZ | 1.7696 | -69.3426 |
MINE | 1.5149 | -50.8172 |
TINS | 0.5240 | 0.1392 |
INCO | -0.2150 | -0.0555 |
MDKA | -0.2727 | -0.0687 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 2.8823 | -10.9788 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
IFSH | 0.0361 | -0.0691 | -0.0218 | -0.0113 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
DKFT | 0.0267 | 4.6610 | -0.0484 | 4.7362 |
DAAZ | 0.0658 | 2.5215 | -0.3105 | 2.8978 |
BRMS | 0.0456 | 1.7834 | -0.0265 | 1.8555 |
ANTM | 0.0393 | 1.3965 | 0.0009 | 1.4349 |
CITA | 0.0403 | 1.0947 | -0.0045 | 1.1395 |
PSAB | 0.0584 | 0.9319 | -0.0629 | 1.0531 |
MINE | 0.0654 | 0.7865 | -0.0503 | 0.9021 |
TINS | 0.0410 | 0.1686 | 0.0093 | 0.2003 |
INCO | 0.0396 | -0.0356 | 0.0021 | 0.0020 |
MDKA | 0.0348 | -0.0595 | -0.0080 | -0.0167 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0457 | 1.3249 | -0.0499 | 1.4205 |