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목록Sharpe Ratio (1)
DATAUNION
KOSPI, KOSDAQ 2,000 Stocks Sharpe Ratio Distribution
X axis : Sharpe RatioY axis : Number of stocksEnd Day : May-2014Time frame : Day Parameter : 1,000 Day KOSPI, KOSDAQ Stock Price AnalysisThis 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. 종목 Sharpe TI..
Analysis
2014. 5. 28. 17:47