Stock | Beta | Std_dev | R_squared |
---|---|---|---|
SILO | 0.3315 | 0.1595 | 0.0333 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
PRAY | 0.1426 | 0.0539 | 0.0540 |
OMED | 0.2569 | 0.0858 | 0.0691 |
PRDA | 0.2315 | 0.1003 | 0.0411 |
MIKA | 0.1053 | 0.1344 | 0.0067 |
PRIM | 0.6192 | 0.1404 | 0.1498 |
MTMH | 0.8232 | 0.1477 | 0.2391 |
RSGK | 0.5320 | 0.1706 | 0.0749 |
LABS | 0.2640 | 0.1756 | 0.0245 |
IRRA | 0.5757 | 0.1834 | 0.1070 |
HEAL | 0.7404 | 0.2014 | 0.1041 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.4291 | 0.1394 | 0.0870 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
SILO | -1.7492 | -0.8417 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
CARE | 6.2072 | 3.2665 |
SRAJ | 4.0040 | -11.6714 |
RSCH | 3.5651 | 1.6846 |
HALO | 1.2470 | -0.5289 |
PRDA | 0.3791 | 0.1642 |
RSGK | 0.3601 | 0.1155 |
HEAL | 0.3599 | 0.0979 |
SAME | -0.3164 | -0.0752 |
PRIM | -0.4630 | -0.1050 |
IRRA | -1.0097 | -0.3216 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 1.4333 | -0.7373 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
SILO | 0.0573 | -0.2714 | 0.0230 | -0.2370 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
CARE | 0.0524 | 1.7976 | 0.0027 | 1.8473 |
RSCH | 0.0514 | 1.0026 | -0.0081 | 1.0621 |
SRAJ | 0.0668 | 0.8983 | 0.0196 | 0.9455 |
HALO | 0.0853 | 0.4430 | -0.0329 | 0.5612 |
HEAL | 0.0479 | 0.0896 | 0.0119 | 0.1256 |
RSGK | 0.0527 | 0.0737 | 0.0201 | 0.1064 |
PRDA | 0.0596 | 0.0434 | 0.0386 | 0.0644 |
SAME | 0.0426 | -0.0506 | 0.0042 | -0.0122 |
PRIM | 0.0507 | -0.0507 | 0.0280 | -0.0280 |
PRAY | 0.0617 | -0.0535 | 0.0508 | -0.0426 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0571 | 0.4193 | 0.0135 | 0.4630 |