Stock | Beta | Std_dev | R_squared |
---|---|---|---|
MUTU | 0.3157 | 0.2047 | 0.0183 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
BLUE | 0.2899 | 0.0931 | 0.1106 |
ASGR | 0.5751 | 0.1009 | 0.3705 |
JTPE | 0.6349 | 0.1332 | 0.2465 |
DYAN | 0.4645 | 0.2023 | 0.0406 |
KING | 0.3126 | 0.2100 | 0.0241 |
MFMI | -0.2418 | 0.2104 | 0.0143 |
MHKI | 0.9004 | 0.2913 | 0.1037 |
PTMP | 0.6701 | 0.3258 | 0.0326 |
INDX | -0.1750 | 0.3281 | 0.0031 |
MDRN | 0.7892 | 0.5315 | 0.0239 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.4220 | 0.2427 | 0.0970 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
MUTU | 0.6474 | 0.4198 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
TIRA | 5.3758 | 53.4229 |
MFMI | 4.1331 | -3.5964 |
ASGR | 2.1724 | 0.3810 |
PTMP | 1.1160 | 0.5426 |
MDRN | 0.6303 | 0.4245 |
KING | 0.5704 | 0.3832 |
KONI | 0.2783 | -0.1327 |
JTPE | 0.1270 | 0.0266 |
NAIK | 0.0756 | -4.8511 |
MHKI | 0.0050 | 0.0016 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 1.4484 | 4.6602 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
MUTU | 0.0577 | 0.1398 | 0.0111 | 0.1864 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
TIRA | 0.0634 | 3.6440 | -0.0719 | 3.7793 |
MFMI | 0.0706 | 0.8641 | 0.0183 | 0.9164 |
PTMP | 0.0495 | 0.3791 | -0.0208 | 0.4494 |
MDRN | 0.0468 | 0.3532 | -0.0529 | 0.4529 |
ASGR | 0.0517 | 0.2324 | 0.0432 | 0.2410 |
KONI | 0.1102 | 0.2143 | -0.1419 | 0.4663 |
KING | 0.0578 | 0.1270 | 0.0184 | 0.1664 |
NAIK | 0.0652 | 0.0476 | -0.1016 | 0.2145 |
JTPE | 0.0503 | 0.0316 | 0.0354 | 0.0465 |
MHKI | 0.0442 | 0.0223 | 0.0004 | 0.0661 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0610 | 0.5916 | -0.0273 | 0.6799 |