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Analysis

KOSPI, KOSDAQ 2,000 Stocks Sharpe Ratio Distribution

by DATAUNION 2014. 5. 28.
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X axis : Sharpe Ratio

Y axis : Number of stocks

End Day : May-2014

Time frame : Day 

Parameter : 1,000 Day 

KOSPI, KOSDAQ Stock Price



Analysis

This sharpe ratio mode of correlation coefficient is -0.01.

Kurtosis of the distribution of the correlation is 43.85, and skew is 3.66.

The sharpe ratio are to be concentrated in the correlation coefficient -0.01.

High levels of stocks are Tiger 유동자금.





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