Stock | Beta | Std_dev | R_squared |
---|---|---|---|
KMTR | 0.7406 | 0.2636 | 0.0857 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
CLPI | 0.3410 | 0.0609 | 0.2416 |
LTLS | 0.1557 | 0.0656 | 0.0611 |
BMSR | 0.1215 | 0.1284 | 0.0102 |
DEPO | 0.3088 | 0.1526 | 0.0315 |
HILL | 0.2134 | 0.1668 | 0.0126 |
PNGO | 0.8246 | 0.2016 | 0.1288 |
BATR | 0.5539 | 0.2537 | 0.0543 |
NPGF | 1.0655 | 0.3912 | 0.0571 |
INTD | 0.0436 | 0.4037 | 0.0001 |
INCF | 1.4262 | 0.4045 | 0.1350 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.5054 | 0.2229 | 0.0732 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
KMTR | -0.0307 | -0.0109 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
NICL | 7.6432 | 1.2804 |
ARCI | 3.3566 | -13.7365 |
NPGF | 3.1459 | 1.1551 |
OKAS | 2.7529 | 0.7548 |
CLPI | 2.6776 | 0.4781 |
INTD | 1.5122 | 14.0030 |
PNGO | 1.3561 | 0.3316 |
AYLS | 1.0656 | 1.1372 |
BATR | 0.0610 | 0.0279 |
INCF | -0.0483 | -0.0137 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 2.3523 | 0.5418 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
KMTR | 0.0479 | 0.0090 | 0.0065 | 0.0504 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
NICL | -0.0224 | 4.9294 | -0.1019 | 5.0089 |
ARCI | 0.0678 | 1.6840 | -0.0438 | 1.7956 |
OKAS | 0.0273 | 1.2684 | -0.0528 | 1.3484 |
NPGF | 0.0404 | 1.2553 | -0.0381 | 1.3337 |
AYLS | 0.0440 | 1.0560 | -0.1453 | 1.2453 |
INTD | 0.0640 | 0.6114 | -0.0246 | 0.7000 |
PNGO | 0.0459 | 0.2925 | 0.0119 | 0.3265 |
CLPI | 0.0571 | 0.1709 | 0.0490 | 0.1791 |
BATR | 0.0522 | 0.0283 | 0.0101 | 0.0704 |
INCF | 0.0320 | 0.0134 | -0.0248 | 0.0702 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0408 | 1.1310 | -0.0360 | 1.2078 |