Monday, June 25, 2012

CapitaLand Limited (C31.SI)

Statistics  
Arithmetic Average 3.64
Standard deviation 1.89
Correlation between SGX and stock 0.80
   
Return of stock versus Return of STI  
Alpha 0.03%
Beta 1.338009
   
Data information  
From  1-Jan-03
To 22-Jun-12
   
Closing prices are used for the data analysis  
   
For more info click here  


Sunday, June 24, 2012

City Developments Limited (C09.SI)

Statistics  
Arithmetic Average 9.42
Standard deviation 3.17
Correlation between SGX and stock 0.97
   
Return of stock versus Return of STI  
Alpha 0.02%
Beta 1.357145
   
Data information  
From  1-Jan-03
To 22-Jun-12
   
Closing prices are used for the data analysis  
   
For more info click here  


Saturday, June 23, 2012

Jardine Cycle & Carriage Ltd. (C07.SI)

Statistics
Arithmetic Average 18.84
Standard deviation 12.94
Correlation between SGX and stock 0.62
Return of stock versus Return of STI
Alpha -0.05%
Beta 1.156466
Data information
From  1-Jan-03
To 22-Jun-12
Closing prices are used for the data analysis

For more info click here


Keppel Corp. Ltd. (BN4.SI)

Statistics
Arithmetic Average 9.58
Standard deviation 2.44
Correlation between SGX and stock 0.91
Return of stock versus Return of STI
Alpha 0.03%
Beta 0.00998
Data information
From  2-May-07
To 21-Jun-12
Closing prices are used for the data analysis

For more information click here