Stock | Beta | Std_dev | R_squared |
---|---|---|---|
TEBE | 1.0364 | 0.4040 | 0.0862 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
ATLA | 0.0176 | 0.0111 | 0.0288 |
ELSA | 0.6333 | 0.1287 | 0.1866 |
RUIS | -0.0745 | 0.1335 | 0.0024 |
MAHA | 0.1577 | 0.1361 | 0.0146 |
MYOH | -0.2409 | 0.1388 | 0.0232 |
SICO | 0.3506 | 0.1655 | 0.0346 |
DOID | 0.9463 | 0.1737 | 0.2287 |
CRSN | 0.2391 | 0.1749 | 0.0144 |
OBMD | 0.9198 | 0.1835 | 0.1936 |
RGAS | -0.0593 | 0.1980 | 0.0007 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.2890 | 0.1444 | 0.0728 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
TEBE | 1.3110 | 0.5110 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
CTBN | 10.7515 | 5.8156 |
PTRO | 8.2036 | 1.6422 |
DEWA | 5.7108 | 0.8290 |
WOWS | 3.3036 | 10.0461 |
SUNI | 2.1199 | 1.1023 |
RGAS | 1.8126 | -6.0491 |
PKPK | 1.7976 | 1.9393 |
MYOH | 1.3284 | -0.7650 |
BIPI | 1.0610 | 0.3543 |
SICO | 0.8595 | 0.4058 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 3.6949 | 1.5320 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
TEBE | 0.0410 | 0.5536 | -0.0166 | 0.6112 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
CTBN | 0.0376 | 6.9117 | -0.1037 | 7.0530 |
PTRO | 0.0171 | 3.4521 | -0.0443 | 3.5134 |
DEWA | -0.0018 | 2.4621 | -0.0455 | 2.5058 |
WOWS | 0.0619 | 1.3294 | -0.0161 | 1.4074 |
SUNI | 0.0495 | 0.7558 | -0.0055 | 0.8108 |
PKPK | 0.0561 | 0.7527 | -0.0440 | 0.8528 |
BIPI | 0.0404 | 0.4023 | -0.0121 | 0.4547 |
RGAS | 0.0664 | 0.3575 | 0.0128 | 0.4111 |
MKAP | 0.0531 | 0.2351 | -0.0139 | 0.3021 |
MYOH | 0.0706 | 0.1788 | 0.0284 | 0.2209 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0451 | 1.6837 | -0.0244 | 1.7532 |