Stock | Beta | Std_dev | R_squared |
---|---|---|---|
LMSH | 0.5684 | 0.2674 | 0.0491 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
BTON | -0.0592 | 0.1257 | 0.0025 |
TBMS | -0.0662 | 0.1575 | 0.0023 |
NIKL | 0.4705 | 0.1611 | 0.0657 |
ISSP | 0.2086 | 0.1626 | 0.0179 |
ALKA | 0.5447 | 0.2223 | 0.0684 |
GDST | 1.2640 | 0.2447 | 0.2056 |
ALMI | 0.4684 | 0.2483 | 0.0405 |
GGRP | 0.3246 | 0.3210 | 0.0079 |
BAJA | 0.7013 | 0.3474 | 0.0465 |
PICO | 1.4505 | 0.3754 | 0.1150 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.5307 | 0.2366 | 0.0572 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
LMSH | -1.5775 | -0.7421 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
KRAS | 4.3416 | 6.3224 |
ISSP | 1.4650 | 1.1421 |
ALMI | 1.0325 | 0.5474 |
PICO | 0.9516 | 0.2463 |
TBMS | 0.9479 | -2.2563 |
BAJA | 0.8470 | 0.4195 |
INAI | -0.0643 | -0.1997 |
ALKA | -0.6788 | -0.2770 |
GDST | -0.6913 | -0.1338 |
BTON | -0.8920 | 1.8929 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 0.7259 | 0.7704 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
LMSH | 0.0519 | -0.4086 | 0.0057 | -0.3624 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
KRAS | 0.0574 | 2.0798 | -0.0409 | 2.1782 |
PICO | 0.0315 | 0.3908 | -0.0339 | 0.4561 |
BAJA | 0.0488 | 0.3104 | -0.0102 | 0.3695 |
ALMI | 0.0542 | 0.2673 | 0.0112 | 0.3102 |
ISSP | 0.0602 | 0.2430 | 0.0289 | 0.2743 |
TBMS | 0.0665 | 0.1478 | 0.0332 | 0.1811 |
INAI | 0.0620 | -0.0228 | -0.0239 | 0.0632 |
BTON | 0.0664 | -0.1135 | 0.0378 | -0.0849 |
ALKA | 0.0524 | -0.1383 | 0.0169 | -0.1027 |
GDST | 0.0358 | -0.1399 | 0.0005 | -0.1047 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0535 | 0.3025 | 0.0020 | 0.3540 |