| 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 |
This site processes raw stock data listed on SGX inside the Straits Times Index. The Alpha (intercept) and Beta (gradient) is computed by comparing individual stock performance to the Straits Times Index performance. Disclaimer- All information is gathered from sources such as Yahoo Finance and the blog does not own any information. The site will not assume any responsibility for any losses in investment decisions.
Monday, June 25, 2012
CapitaLand Limited (C31.SI)
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
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