Risk Factor Analysis
Sector: Consumer Cyclicals
Industry:
E3
[Leisure Goods]
| Stock |
Beta |
Std_dev |
R_squared |
| TOYS |
nan |
0.0000 |
nan |
Peers comparison
| Stock |
Beta |
Std_dev |
R_squared |
| BIKE |
1.1182 |
0.2611 |
0.2090 |
| index |
Beta |
Std_dev |
R_squared |
| Average |
1.1182 |
0.2611 |
0.2090 |
| Stock |
Sharpe_ratio |
Treynor_ratio |
| TOYS |
nan |
nan |
Peers comparison
| Stock |
Sharpe_ratio |
Treynor_ratio |
| BIKE |
-0.5138 |
-0.1200 |
| index |
Sharpe_ratio |
Treynor_ratio |
| Average |
-0.5138 |
-0.1200 |
| Stock |
SML |
Alpha_SML |
CML |
Alpha_CML |
| TOYS |
nan |
nan |
0.0650 |
-0.0650 |
Peers comparison
| Stock |
SML |
Alpha_SML |
CML |
Alpha_CML |
| BIKE |
0.0391 |
-0.1083 |
0.0085 |
-0.0776 |
pandas-table-container
| index |
SML |
Alpha_SML |
CML |
Alpha_CML |
| Average |
0.0391 |
-0.1083 |
0.0085 |
-0.0776 |