Stock | Beta | Std_dev | R_squared |
---|---|---|---|
MASA | -0.0088 | 0.0035 | 0.0672 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
BRAM | 0.0991 | 0.0605 | 0.0306 |
LPIN | 0.0676 | 0.1005 | 0.0049 |
TYRE | 0.4461 | 0.1166 | 0.1918 |
DRMA | 0.7320 | 0.1179 | 0.2971 |
BOLT | 0.1629 | 0.1320 | 0.0174 |
SMSM | 0.4277 | 0.1335 | 0.1345 |
GJTL | 0.9502 | 0.1368 | 0.3718 |
AUTO | 0.6536 | 0.1382 | 0.2548 |
GDYR | 0.4186 | 0.1892 | 0.0377 |
INDS | 0.2823 | 0.2161 | 0.0185 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.4240 | 0.1341 | 0.1359 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
MASA | -16.6329 | 6.6840 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
LPIN | 2.5580 | 3.8010 |
BOLT | 2.1520 | 1.7439 |
LMAX | 1.3610 | 0.4267 |
ISAP | 0.6194 | 0.6357 |
AUTO | 0.5287 | 0.1118 |
AEGS | 0.1296 | 0.1110 |
GJTL | -0.0647 | -0.0093 |
DRMA | -0.2750 | -0.0443 |
SMSM | -0.4533 | -0.1414 |
PART | -0.6691 | -0.2438 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 0.5887 | 0.6391 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
MASA | 0.0652 | -0.0592 | 0.0642 | -0.0582 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
LMAX | 0.0283 | 0.7136 | -0.0454 | 0.7873 |
BOLT | 0.0612 | 0.2879 | 0.0364 | 0.3127 |
ISAP | 0.0552 | 0.2781 | -0.0311 | 0.3645 |
LPIN | 0.0634 | 0.2586 | 0.0427 | 0.2794 |
AUTO | 0.0499 | 0.0882 | 0.0351 | 0.1030 |
AEGS | 0.0570 | 0.0465 | 0.0008 | 0.1027 |
GJTL | 0.0430 | 0.0131 | 0.0290 | 0.0272 |
DRMA | 0.0481 | -0.0155 | 0.0340 | -0.0014 |
BRAM | 0.0627 | -0.0399 | 0.0519 | -0.0291 |
SMSM | 0.0551 | -0.0506 | 0.0380 | -0.0335 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0524 | 0.1580 | 0.0191 | 0.1913 |