Stock | Beta | Std_dev | R_squared |
---|---|---|---|
OILS | 0.7713 | 0.1252 | 0.2923 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
CRAB | 0.3317 | 0.0642 | 0.2057 |
ROTI | 0.0827 | 0.0653 | 0.0123 |
FOOD | 0.0929 | 0.0850 | 0.0092 |
MLBI | 0.3116 | 0.0902 | 0.1297 |
MAXI | -0.1260 | 0.0916 | 0.0205 |
GOOD | 0.0302 | 0.0923 | 0.0008 |
ICBP | 0.3296 | 0.1018 | 0.0808 |
MYOR | 0.0841 | 0.1072 | 0.0047 |
BUDI | 0.4356 | 0.1179 | 0.1556 |
TRGU | 0.0371 | 0.1211 | 0.0012 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.1609 | 0.0937 | 0.0620 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
OILS | 1.6501 | 0.2678 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
UDNG | 26.4043 | 12.4996 |
AMMS | 5.5616 | 4.9211 |
FORE | 4.1842 | -106.9552 |
IKAN | 3.1369 | 2.7214 |
STRK | 2.5035 | 2.1683 |
INDF | 2.2732 | 0.6529 |
CEKA | 2.2380 | 0.6403 |
SOUL | 2.1050 | -3.5865 |
COCO | 1.8008 | 0.4918 |
NAYZ | 1.7525 | -2.0667 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 5.1960 | -8.8513 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
OILS | 0.0472 | 0.2244 | 0.0320 | 0.2396 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
UDNG | 0.0190 | 24.9069 | -0.1252 | 25.0511 |
AMMS | 0.0465 | 3.9535 | -0.0882 | 4.0882 |
IKAN | 0.0459 | 2.2699 | -0.1240 | 2.4398 |
SOUL | 0.0756 | 1.6387 | -0.0933 | 1.8076 |
FORE | 0.0653 | 1.5934 | -0.0353 | 1.6941 |
COCO | 0.0131 | 1.1549 | -0.0964 | 1.2644 |
NAYZ | 0.0778 | 1.1327 | -0.1072 | 1.3177 |
STRK | 0.0542 | 1.0258 | -0.0169 | 1.0969 |
KEJU | 0.0364 | 0.7587 | -0.0492 | 0.8444 |
ASHA | 0.0381 | 0.6619 | -0.0517 | 0.7517 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0472 | 3.9096 | -0.0787 | 4.0356 |