Stock | Beta | Std_dev | R_squared |
---|---|---|---|
NSSS | 0.7894 | 0.1965 | 0.1243 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
MKTR | 0.3843 | 0.0907 | 0.1948 |
MGRO | 0.4440 | 0.0944 | 0.2399 |
SMAR | 0.4866 | 0.1007 | 0.1797 |
CSRA | 0.3163 | 0.1137 | 0.0597 |
SIMP | 0.6005 | 0.1221 | 0.1862 |
AALI | 0.7544 | 0.1235 | 0.4256 |
IPPE | 0.2373 | 0.1345 | 0.0338 |
GZCO | 1.1038 | 0.1680 | 0.3325 |
PSGO | 0.9152 | 0.1699 | 0.2235 |
STAA | 0.5100 | 0.1702 | 0.1176 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.5752 | 0.1288 | 0.1993 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
NSSS | 5.0882 | 1.2667 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
ANJT | 4.6909 | 7.8566 |
PGUN | 3.3851 | 0.9745 |
SIMP | 3.2020 | 0.6513 |
SGRO | 2.9399 | 0.8269 |
PTPS | 2.4352 | 0.4346 |
LSIP | 2.4141 | 0.6412 |
JARR | 2.2381 | 0.4923 |
TLDN | 2.0020 | 0.5119 |
BWPT | 1.9318 | 0.4952 |
ANDI | 1.8875 | 0.7288 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 2.7127 | 1.3613 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
NSSS | 0.0467 | 1.0181 | 0.0132 | 1.0516 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
PGUN | 0.0265 | 1.6592 | -0.0611 | 1.7469 |
ANDI | 0.0274 | 1.2226 | -0.0710 | 1.3210 |
ANJT | 0.0614 | 1.2178 | 0.0089 | 1.2703 |
BWPT | 0.0293 | 0.8009 | -0.0208 | 0.8510 |
PTPS | 0.0261 | 0.7694 | -0.0140 | 0.8096 |
JAWA | 0.0304 | 0.7315 | -0.0395 | 0.8014 |
JARR | 0.0336 | 0.6999 | -0.0013 | 0.7348 |
LSIP | 0.0436 | 0.6149 | 0.0104 | 0.6481 |
DSNG | 0.0372 | 0.5615 | -0.0112 | 0.6099 |
SGRO | 0.0500 | 0.5524 | 0.0169 | 0.5855 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0365 | 0.8830 | -0.0183 | 0.9378 |