Question
Stocks Standard Deviation Average Daily Return CIMB (1023.KL) 1.392064068 0.110412281 HONG LEONG BANK (5819.KL) 0.917486147 0.008759785 MAYBANK (1155.KL) 0.825754256 0.01968605 PBB (1295.KL) 1.048821862 0.008729963 RHB
Stocks Standard Deviation Average Daily Return CIMB (1023.KL) 1.392064068 0.110412281 HONG LEONG BANK (5819.KL) 0.917486147 0.008759785 MAYBANK (1155.KL) 0.825754256 0.01968605 PBB (1295.KL) 1.048821862 0.008729963 RHB CAPITAL (1066.KL) 1.088655859 0.01469079 SIME DARBY (4197.KL) 1.492164764 -0.001397119 GENTING (3182.KL) 1.685587134 0.013488929 AXIATA (6888.KL) 1.905758842 0.052230636 DIGI (6947.KL) 1.921317213 0.034610101 MAXIS (6012.KL) 1.446731279 -0.012946194
Month 3-yr MGS Closing Yield
(end of month)
Jan-20 2.86% Feb-20 2.61% Mar-20 2.75% Apr-20 2.40% May-20 2.27% Jun-20 2.24% Jul-20 1.90% Aug-20 1.83% Sep-20 1.99% Oct-20 1.75% Nov-20 1.91% Dec-20 1.87% Jan-21 1.84% Feb-21 1.98% Mar-21 2.13% Apr-21 2.34% May-21 2.31% Jun-21 2.27% Jul-21 2.28% Aug-21 2.34% Sep-21 2.44% Oct-21 2.68% Nov-21 2.67%
| Stocks | Standard Deviation | Average Daily Return |
| CIMB (1023.KL) | 1.392064068 | 0.110412281 |
| HONG LEONG BANK (5819.KL) | 0.917486147 | 0.008759785 |
| MAYBANK (1155.KL) | 0.825754256 | 0.01968605 |
| PBB (1295.KL) | 1.048821862 | 0.008729963 |
| RHB CAPITAL (1066.KL) | 1.088655859 | 0.01469079 |
| SIME DARBY (4197.KL) | 1.492164764 | -0.001397119 |
| GENTING (3182.KL) | 1.685587134 | 0.013488929 |
| AXIATA (6888.KL) | 1.905758842 | 0.052230636 |
| DIGI (6947.KL) | 1.921317213 | 0.034610101 |
| MAXIS (6012.KL) | 1.446731279 | -0.012946194 |
| Month | 3-yr MGS Closing Yield (end of month) |
| Jan-20 | 2.86% |
| Feb-20 | 2.61% |
| Mar-20 | 2.75% |
| Apr-20 | 2.40% |
| May-20 | 2.27% |
| Jun-20 | 2.24% |
| Jul-20 | 1.90% |
| Aug-20 | 1.83% |
| Sep-20 | 1.99% |
| Oct-20 | 1.75% |
| Nov-20 | 1.91% |
| Dec-20 | 1.87% |
| Jan-21 | 1.84% |
| Feb-21 | 1.98% |
| Mar-21 | 2.13% |
| Apr-21 | 2.34% |
| May-21 | 2.31% |
| Jun-21 | 2.27% |
| Jul-21 | 2.28% |
| Aug-21 | 2.34% |
| Sep-21 | 2.44% |
| Oct-21 | 2.68% |
| Nov-21 | 2.67% |
Which stock has the best performance? Justify your answer by computing the Sharpe index of each of these stocks
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Managerial economics applications strategy and tactics
Authors: James r. mcguigan, R. Charles Moyer, frederick h. deb harris
12th Edition
9781133008071, 1439079234, 1133008070, 978-1439079232
