Honda Car

HCAR
Annualised Standard Annualised Sharpe
Date Closing Return Rf
Return Deviation S.D Ratio
1-Nov-23 184.11
2-Nov-23 185.56 0.79%
3-Nov-23 186.63 0.58%
6-Nov-23 177.07 -5.12%
7-Nov-23 171.59 -3.09%
8-Nov-23 178.81 4.21%
10-Nov-23 180.18 0.77%
13-Nov-23 178.7 -0.82%

average return -0.39% -75.61% 3.02% 47.74% 15.73% -191.32%

Standard Deviation
X X-X* x-x*^2
0.79% 1.17% 0.0138%
0.58% 0.96% 0.0093%
-5.12% -4.74% 0.2244%
-3.09% -2.71% 0.0734%
4.21% 4.59% 0.2110%
0.77% 1.15% 0.0133%
-0.82% -0.44% 0.0019%
sum(X-X*^2)/n-1
X* -0.39% 0.55% 0.09%
StDev 3.02%

Annualized StDev 47.74%

-191.32%

Annualized Return -75.61%

Sazgar Motors
SAZEW
Annualised Standard Annualised Sharpe
Date Closing Return Rf
Return Deviation S.D Ratio
1-Nov-23 171.66
2-Nov-23 184.53 7.50%
3-Nov-23 192.07 4.09%
6-Nov-23 178.95 -6.83%
7-Nov-23 165.74 -7.38%
8-Nov-23 174.47 5.27%
10-Nov-23 173.55 -0.53%
13-Nov-23 169.01 -2.62%

average return -0.07% -23.17% 5.90% 93.29% 15.73% -41.69%

Standard Deviation
X X-X* x-x*^2
7.50% 7.57% 0.57%
4.09% 4.16% 0.17%
-6.83% -6.76% 0.46%
-7.38% -7.31% 0.53%
5.27% 5.34% 0.29%
-0.53% -0.46% 0.00%
-2.62% -2.54% 0.06%
sum(X-X*^2)/n-1
X* -0.07% 2.09% 0.35%
StDev 5.90%

Annualized Stdev 15.61%

Sharpe Ratio -103.97%

Annualized Return -0.50%

Indus Motors
INDU
Annualised Standard Annualised Sharpe
Date Closing Return Rf
Return Deviation S.D Ratio
1-Nov-23 1,004.15
2-Nov-23 1,026.90 2.27%
3-Nov-23 1,038.72 1.15%
6-Nov-23 1,064.08 2.44%
7-Nov-23 1,081.21 1.61%
8-Nov-23 1,022.58 -5.42%
10-Nov-23 1,022.99 0.04%
13-Nov-23 1,015.24 -0.76%

average return 0.19% 99.71% 2.73% 43.18% 15.73% 194.52%

Standard Deviation
X X-X* x-x*^2
2.27% 2.08% 0.04%
1.15% 0.96% 0.01%
2.44% 2.25% 0.05%
1.61% 1.42% 0.02%
-5.42% -5.61% 0.31%
0.04% -0.15% 0.00%
-0.76% -0.95% 0.01%
sum(X-X*^2)/n-1
X* 0.19% 0.45% 0.07%
StDev 2.73%

Annualized Stdev 7.22%

Sharpe Ratio -199.20%

Annualized Return 1.34%

 Sharpe
Company
Ratio
HCAR -191.32%
SAZEW -41.69%
INDU 194.52%

Max 194.52%