Stock | Beta | Std_dev | R_squared |
---|---|---|---|
UNIC | 0.5453 | 0.1421 | 0.1928 |
Stock | Beta | Std_dev | R_squared |
---|---|---|---|
SRSN | 0.1076 | 0.0662 | 0.0346 |
MDKI | 0.4066 | 0.0729 | 0.3380 |
EKAD | 0.5730 | 0.0831 | 0.3665 |
INCI | 0.4766 | 0.0868 | 0.3271 |
SBMA | 0.1316 | 0.1013 | 0.0130 |
MOLI | 0.5512 | 0.1480 | 0.1506 |
ADMG | 0.6171 | 0.1574 | 0.1752 |
CHEM | 0.7227 | 0.1696 | 0.1399 |
DPNS | 0.5804 | 0.1799 | 0.0801 |
AGII | 0.6291 | 0.1802 | 0.1389 |
index | Beta | Std_dev | R_squared |
---|---|---|---|
Average | 0.4796 | 0.1245 | 0.1764 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
UNIC | -0.0398 | -0.0104 |
Stock | Sharpe_ratio | Treynor_ratio |
---|---|---|
BRPT | 3.8127 | 0.7717 |
SMLE | 3.1747 | 3.4324 |
DGWG | 1.5575 | -65.2704 |
INCI | 1.1613 | 0.2115 |
ADMG | 0.7971 | 0.2033 |
TPIA | -0.2448 | -0.0582 |
SRSN | -0.6733 | -0.4145 |
SAMF | -0.8148 | -0.3300 |
KKES | -1.0709 | -5.0149 |
ESSA | -1.1685 | -1.3750 |
index | Sharpe_ratio | Treynor_ratio |
---|---|---|
Average | 0.6531 | -6.7844 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
UNIC | 0.0524 | 0.0069 | 0.0363 | 0.0231 |
Stock | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
BRPT | 0.0251 | 1.3710 | -0.0106 | 1.4067 |
SMLE | 0.0580 | 1.0437 | -0.0010 | 1.1027 |
DGWG | 0.0651 | 0.3768 | 0.0012 | 0.4407 |
ADMG | 0.0507 | 0.1397 | 0.0309 | 0.1596 |
INCI | 0.0540 | 0.1118 | 0.0457 | 0.1201 |
SRSN | 0.0625 | -0.0421 | 0.0516 | -0.0312 |
TPIA | 0.0299 | -0.0532 | -0.0078 | -0.0154 |
MDKI | 0.0556 | -0.1651 | 0.0488 | -0.1583 |
SAMF | 0.0518 | -0.1751 | 0.0041 | -0.1274 |
EKAD | 0.0518 | -0.1779 | 0.0431 | -0.1692 |
index | SML | Alpha_SML | CML | Alpha_CML |
---|---|---|---|---|
Average | 0.0505 | 0.2430 | 0.0206 | 0.2728 |