356302617 portfolio alpha 735159e 05 portfolio sharpe

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Unformatted text preview: idual Stock and Portfolio Betas Citigroup CF Industries Ford Google Magna Sony Tesla Vale Whiting Petroleum Yahoo Portfolio Beta, Alpha, Sharpe Ratio Portfolio Beta =1.356302617 Portfolio Alpha =- 7.35159E- 05 Portfolio Sharpe Ratio =626.4768477 - Our portfolio return is 0.167454044 (16.7%) while the market return (SPY annualized average return) for the same period is 0.14053455 (14.1%); outperforms market by 2.6%. 4....
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