Stock | Beta | Std_dev | R_squared |
---|---|---|---|
TBIG | 0.0842 | 0.1919 | 0.0025 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
SUPR | 0.0043 | 0.0659 | 0.0001 |
EXCL | 0.2621 | 0.0721 | 0.1017 |
GHON | 0.4224 | 0.1060 | 0.1224 |
GOLD | 0.2611 | 0.1397 | 0.0269 |
IBST | 0.2590 | 0.1571 | 0.0209 |
MTEL | 1.2502 | 0.1644 | 0.4453 |
TLKM | 0.9976 | 0.1895 | 0.3628 |
MORA | -0.2916 | 0.2167 | 0.0197 |
OASA | 0.7382 | 0.2191 | 0.0874 |
TOWR | 0.8984 | 0.2273 | 0.2047 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.4802 | 0.1558 | 0.1392 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
TBIG | -0.1987 | -0.4526 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
INET | 6.8877 | 2.3384 |
DATA | 4.9770 | 1.2089 |
CENT | 3.9488 | -10.8531 |
OASA | 2.4841 | 0.7374 |
EXCL | 2.0319 | 0.5592 |
BALI | 1.3377 | -1.4030 |
JAST | 1.1079 | 0.6606 |
SUPR | 0.8682 | 13.2979 |
KETR | 0.8529 | 0.2212 |
LINK | 0.4493 | 0.6936 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 2.4946 | 0.7461 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
TBIG | 0.0631 | -0.0362 | 0.0262 | 0.0006 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
INET | 0.0173 | 4.8673 | -0.0903 | 4.9749 |
DATA | -0.0105 | 4.0248 | -0.1440 | 4.1583 |
CENT | 0.0694 | 2.0556 | -0.0724 | 2.1974 |
OASA | 0.0479 | 0.5614 | 0.0073 | 0.6021 |
BALI | 0.0742 | 0.5466 | -0.0250 | 0.6457 |
JAST | 0.0543 | 0.3152 | 0.0040 | 0.3656 |
KETR | 0.0384 | 0.2816 | -0.0013 | 0.3213 |
LINK | 0.0568 | 0.2535 | -0.0562 | 0.3665 |
EXCL | 0.0589 | 0.1526 | 0.0460 | 0.1656 |
SUPR | 0.0649 | 0.0573 | 0.0517 | 0.0705 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0472 | 1.3116 | -0.0280 | 1.3868 |