Stock | Beta | Std_dev | R_squared |
---|---|---|---|
PTIS | 0.0685 | 0.3175 | 0.0004 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
PSSI | 0.2746 | 0.0815 | 0.0875 |
TCPI | 0.6342 | 0.1730 | 0.1760 |
TPMA | 0.9114 | 0.1797 | 0.3369 |
HUMI | 0.0598 | 0.1835 | 0.0008 |
HATM | -0.4476 | 0.1860 | 0.0446 |
WINS | 0.0056 | 0.2108 | 0.0000 |
ALII | 0.5586 | 0.2218 | 0.0722 |
SOCI | 0.0969 | 0.2375 | 0.0022 |
GTSI | -0.5026 | 0.2433 | 0.0329 |
BBRM | 0.4230 | 0.2575 | 0.0308 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.2014 | 0.1975 | 0.0784 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
PTIS | 1.9755 | 9.1549 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
BESS | 10.1882 | 3.8944 |
SHIP | 5.3548 | -28.1044 |
ALII | 2.8442 | 1.1296 |
MBSS | 2.0673 | 1.5928 |
TAMU | 1.3711 | 2.2158 |
RIGS | 1.3694 | 0.4080 |
BBRM | 0.7026 | 0.4277 |
MITI | 0.3735 | 0.1100 |
GTSI | 0.3637 | -0.1761 |
SOCI | 0.0314 | 0.0771 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 2.4666 | -1.8425 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
PTIS | 0.0634 | 0.6289 | -0.0187 | 0.7110 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
BESS | 0.0332 | 5.3869 | -0.0488 | 5.4690 |
SHIP | 0.0665 | 1.8255 | -0.0249 | 1.9169 |
TAMU | 0.0518 | 1.2816 | -0.1219 | 1.4552 |
MBSS | 0.0549 | 0.7039 | -0.0095 | 0.7683 |
ALII | 0.0521 | 0.6439 | 0.0170 | 0.6790 |
RIGS | 0.0387 | 0.4907 | -0.0243 | 0.5538 |
BBRM | 0.0552 | 0.1907 | 0.0092 | 0.2367 |
MITI | 0.0423 | 0.1308 | 0.0008 | 0.1723 |
GTSI | 0.0766 | 0.0769 | 0.0009 | 0.1526 |
SOCI | 0.0628 | 0.0097 | 0.0170 | 0.0554 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0534 | 1.0741 | -0.0185 | 1.1459 |