This section contains risk vs. reward information for the following time period:
Start date: Janaury 1, 20013
End date: December 31, 2017
Number of trading days: 1,214
Risk-free rate: 5.6986%
Guide to understanding the column headers:
“Annual Returns” : Index simple arithmetic average of daily return (% per year)
“Beta” : Regression beta using daily returns vs. PSEi
“MRP” : Market risk premium (% per year)
“CAPM” : Cost of equity (% per year) estimated using the Capital Asset Pricing Model (CAPM)
“Ann Std Dev” : Annualized standard deviation estimated by multiplying the daily standard deviation with the square root of 252 trading days per year.
“Ann Daily Ret” : Annualized daily returns estimated by multiplying the daily returns with 252 trading days per year.
“Ann CV” : Coefficient of variation estimated using “Ann Std Dev” and “Ann Daily Ret” as inputs.
“Correlation” : Correlation of the sub-sector or stock vs. the main PSE Index.
The six (6) sub-sector indices are:
“FIN” : Financials
“HOLF” : Holding Firms
“INDS” : Industrials
“M&O” : Mining and Oil
“PROP” : Property Developers
“SERV” : Services
“ALLSH” : All Shares
For a complete list of the listed companies and their corresponding ticker codes, go to the website of the Philippine Stock Exchange at www.pse.com.ph
Symbol | Sector | Annual Returns | Beta | MRP | CAPM | Ann Std Dev | Ann Daily Ret | Ann CV | Correlation | |
---|---|---|---|---|---|---|---|---|---|---|
PSEi | Index | 9.0838 | 1.0000 | 3.3852 | 9.0838 | 16.6714% | 9.4280% | 1.7683 | 1.000000 | |
FIN | Index | 8.7968 | 0.7943 | 3.0982 | 8.1595 | 15.7977% | 9.1301% | 1.7303 | 0.861785 | |
HOLF | Index | 12.0054 | 1.0550 | 6.3068 | 12.3526 | 18.8135% | 12.4603% | 1.5099 | 0.919018 | |
INDS | Index | 5.8385 | 0.7627 | 0.1399 | 5.8053 | 15.3160% | 6.0597% | 2.5275 | 0.796338 | |
M&O | Index | -8.1247 | 0.6294 | -13.8233 | -3.0019 | 21.9585% | (8.4326)% | -2.6040 | -0.214061 | |
PROP | Index | 13.3586 | 1.1829 | 7.6600 | 14.7593 | 22.4377% | 13.8648% | 1.6183 | 0.932760 | |
SERV | Index | 0.4057 | 0.8397 | -5.2929 | 1.2540 | 18.5169% | 0.4211% | 43.9761 | -0.124597 | |
ALLSH | Index | 6.9393 | 0.8157 | 1.2407 | 6.7107 | 14.0117% | 7.2023% | 1.9455 | 0.962554 | |
2GO | Services | 9.0838 | 0.2606 | 3.3852 | 6.5807 | 69.7395% | 72.9360% | 0.9562 | 0.725989 | |
AAA | Sector | 9.0838 | 0.1504 | 3.3852 | 6.2076 | 49.0924% | (10.6673)% | -4.6021 | -0.430704 | |
AB | Sector | 9.0838 | 0.1934 | 3.3852 | 6.3533 | 53.2786% | 7.7307% | 6.8918 | -0.531071 | |
ABA | Sector | 9.0838 | 0.2950 | 3.3852 | 6.6971 | 35.5884% | (7.7061)% | -4.6182 | -0.577297 | |
ABG | Sector | 9.0838 | 0.1758 | 3.3852 | 6.2938 | 46.9717% | 8.3773% | 5.6070 | 0.202105 | |
ABS | Services | 9.0838 | 0.4766 | 3.3852 | 7.3120 | 22.7502% | 3.0263% | 7.5174 | 0.390515 | |
AC | Holding Firms | 9.0838 | 1.0691 | 3.3852 | 9.3176 | 25.4089% | 17.2414% | 1.4737 | 0.920857 | |
ACE | Sector | 9.0838 | 0.1480 | 3.3852 | 6.1996 | 42.3725% | 11.9236% | 3.5537 | 0.483026 | |
ACR | Industrial | 9.0838 | 0.4839 | 3.3852 | 7.3368 | 34.3533% | 6.7905% | 5.0590 | 0.382310 | |
AEV | Holding Firms | 9.0838 | 0.9955 | 3.3852 | 9.0686 | 26.9567% | 10.5751% | 2.5491 | 0.668671 | |
AGF | Sector | 9.0838 | 0.2936 | 3.3852 | 6.6924 | 64.3401% | 26.5902% | 2.4197 | 0.504686 | |
AGI | Holding Firms | 9.0838 | 1.0468 | 3.3852 | 9.2422 | 31.1945% | 3.9142% | 7.9696 | -0.425767 | |
ALCO | Property | 9.0838 | 0.3328 | 3.3852 | 6.8253 | 62.4645% | 52.1138% | 1.1986 | 0.525356 | |
ALHI | Sector | 9.0838 | 0.1517 | 3.3852 | 6.2121 | 73.4908% | 29.3684% | 2.5024 | -0.550027 | |
ALI | Property | 9.0838 | 1.3356 | 3.3852 | 10.2197 | 30.1727% | 15.4082% | 1.9582 | 0.966910 | |
ANI | Sector | 9.0838 | 0.1306 | 3.3852 | 6.1406 | 54.7134% | 22.0054% | 2.4864 | 0.147407 | |
ANS | Sector | 9.0838 | 0.1927 | 3.3852 | 6.3508 | 20.3545% | 8.5067% | 2.3928 | 0.128981 | |
AP | Industrial | 9.0838 | 0.6775 | 3.3852 | 7.9920 | 21.9780% | 4.8599% | 4.5224 | 0.645609 | |
APC | Sector | 9.0838 | 0.4611 | 3.3852 | 7.2596 | 44.0160% | (1.6512)% | -26.6565 | -0.316186 | |
APL | Services | 9.0838 | 0.2710 | 3.3852 | 6.6161 | 69.8968% | 49.4810% | 1.4126 | 0.523690 | |
APO | Sector | 9.0838 | 0.3288 | 3.3852 | 6.8116 | 48.4077% | (4.4425)% | -10.8964 | -0.616771 | |
APX | Mining & Oil | 9.0838 | 0.2135 | 3.3852 | 6.4215 | 77.8464% | 7.3806% | 10.5474 | -0.329019 | |
AR | Sector | 9.0838 | 0.1497 | 3.3852 | 6.2053 | 135.8563% | 69.2751% | 1.9611 | -0.114287 | |
ARA | Property | 9.0838 | 0.5584 | 3.3852 | 7.5888 | 61.7237% | 39.0558% | 1.5804 | 0.523301 | |
AT | Sector | 9.0838 | 0.5314 | 3.3852 | 7.4975 | 35.0638% | (21.2542)% | -1.6497 | -0.592899 | |
ATI | Sector | 9.0838 | 0.3147 | 3.3852 | 6.7639 | 44.4717% | 13.9243% | 3.1938 | 0.125907 | |
ATN | Holding Firms | 9.0838 | 0.4572 | 3.3852 | 7.2463 | 66.5430% | 51.0789% | 1.3028 | 0.813510 | |
ATNB | Holding Firms | 9.0838 | 0.3568 | 3.3852 | 6.9065 | 74.0006% | 58.6998% | 1.2607 | 0.815442 | |
AUB | Financials | 9.0838 | 0.3984 | 3.3852 | 7.0472 | 16.2622% | (1.8294)% | -8.8894 | 0.468667 | |
BC | Sector | 9.0838 | 0.0351 | 3.3852 | 5.8174 | 77.4136% | (18.3021)% | -4.2298 | -0.516541 | |
BCB | Sector | 9.0838 | 0.1325 | 3.3852 | 6.1473 | 76.8198% | 0.1623% | 473.3543 | -0.400196 | |
BCOR | Sector | 9.0838 | 0.2890 | 3.3852 | 6.6770 | 76.2876% | 24.8319% | 3.0722 | 0.398699 | |
BDO | Financials | 9.0838 | 0.9806 | 3.3852 | 9.0182 | 24.4688% | 20.8030% | 1.1762 | 0.897333 | |
BEL | Property | 9.0838 | 0.7912 | 3.3852 | 8.3770 | 32.6186% | 0.6671% | 48.8933 | -0.423894 | |
BH | Sector | 9.0838 | 0.0146 | 3.3852 | 5.7480 | 71.5266% | 50.6740% | 1.4115 | 0.492632 | |
BHI | Services | 9.0838 | 0.5943 | 3.3852 | 7.7102 | 55.7578% | 1.6931% | 32.9322 | -0.440341 | |
BKR | Sector | 9.0838 | 0.6241 | 3.3852 | 7.8113 | 76.0887% | 48.3004% | 1.5753 | 0.140359 | |
BLFI | Sector | 9.0838 | 0.2967 | 3.3852 | 6.7029 | 34.4690% | 19.3018% | 1.7858 | 0.673880 | |
BLOOM | Services | 9.0838 | 1.1867 | 3.3852 | 9.7159 | 46.9225% | 7.0518% | 6.6539 | -0.070575 | |
BMM | Sector | 9.0838 | 0.0245 | 3.3852 | 5.7816 | 95.4220% | 59.4422% | 1.6053 | 0.484939 | |
BPI | Financials | 9.0838 | 0.7838 | 3.3852 | 8.3518 | 21.4169% | 5.3775% | 3.9827 | 0.587635 | |
BRN | Property | 9.0838 | 0.6062 | 3.3852 | 7.7506 | 55.1770% | 0.2241% | 246.2679 | -0.142713 | |
BSC | Sector | 9.0838 | 0.2286 | 3.3852 | 6.4723 | 45.9935% | 5.9786% | 7.6931 | -0.078445 | |
CA | Sector | 9.0838 | 0.0653 | 3.3852 | 5.9197 | 103.0280% | 48.2083% | 2.1371 | 0.311939 | |
CAB | Sector | 9.0838 | 0.6258 | 3.3852 | 7.8169 | 97.7274% | 8.4814% | 11.5225 | -0.719500 | |
CAT | Sector | 9.0838 | 0.1032 | 3.3852 | 6.0479 | 88.8654% | 93.8917% | 0.9465 | 0.668151 | |
CDC | Sector | 9.0838 | 0.1767 | 3.3852 | 6.2969 | 42.5470% | 13.1912% | 3.2254 | 0.485430 | |
CEB | Services | 9.0838 | 0.6357 | 3.3852 | 7.8507 | 28.0856% | 13.9535% | 2.0128 | 0.817688 | |
CEI | Property | 9.0838 | 0.4389 | 3.3852 | 7.1842 | 48.4130% | 36.1794% | 1.3381 | 0.829297 | |
CEU | Sector | 9.0838 | 0.0678 | 3.3852 | 5.9281 | 31.7969% | (1.6309)% | -19.4969 | -0.661334 | |
CHI | Sector | 9.0838 | 0.2697 | 3.3852 | 6.6115 | 27.3529% | 11.2453% | 2.4324 | -0.053139 | |
CHIB | Financials | 9.0838 | 0.3571 | 3.3852 | 6.9073 | 16.1890% | 0.8381% | 19.3152 | -0.472200 | |
CHP | Industrial | 9.0838 | 0.3130 | 3.3852 | 6.7580 | 36.1097% | (15.1242)% | -2.3875 | -0.674872 | |
CIC | Sector | 9.0838 | 0.2224 | 3.3852 | 6.4513 | 35.1595% | 32.8191% | 1.0713 | 0.863549 | |
CIP | Sector | 9.0838 | -0.1474 | 3.3852 | 5.1998 | 128.1316% | 91.0067% | 1.4079 | 0.350692 | |
CLC | Sector | 9.0838 | 0.0494 | 3.3852 | 5.8658 | 31.1050% | (3.4594)% | -8.9914 | -0.555850 | |
CLI | Sector | 9.0838 | 0.2021 | 3.3852 | 6.3826 | 28.9218% | (0.6837)% | -42.3048 | -0.558200 | |
CNPF | Industrial | 9.0838 | 0.3773 | 3.3852 | 6.9759 | 21.5612% | 11.4164% | 1.8886 | 0.590131 | |
COAL | Sector | 9.0838 | 0.5509 | 3.3852 | 7.5636 | 45.9250% | (14.5771)% | -3.1505 | -0.473611 | |
COL | Sector | 9.0838 | 0.0944 | 3.3852 | 6.0180 | 20.3265% | (2.6933)% | -7.5471 | -0.352130 | |
COSCO | Holding Firms | 9.0838 | 0.6117 | 3.3852 | 7.7693 | 30.3083% | (8.2434)% | -3.6767 | -0.352241 | |
CPG | Property | 9.0838 | 0.8716 | 3.3852 | 8.6490 | 40.2538% | (11.0833)% | -3.6319 | -0.566255 | |
CPM | Sector | 9.0838 | 0.4450 | 3.3852 | 7.2049 | 57.7255% | 29.4387% | 1.9609 | 0.531460 | |
CPV | Sector | 9.0838 | -0.0124 | 3.3852 | 5.6566 | 35.7248% | 10.7612% | 3.3198 | 0.575799 | |
CPVB | Sector | 9.0838 | 0.0117 | 3.3852 | 5.7382 | 29.0730% | 8.2359% | 3.5300 | 0.601741 | |
CROWN | Industrial | 9.0838 | 0.5840 | 3.3852 | 7.6755 | 48.1176% | 3.7774% | 12.7382 | -0.343690 | |
CSB | Sector | 9.0838 | -0.0247 | 3.3852 | 5.6149 | 49.6279% | (8.5291)% | -5.8186 | -0.469585 | |
CYBR | Property | 9.0838 | 0.6776 | 3.3852 | 7.9923 | 51.3470% | 0.6352% | 80.8311 | -0.265646 | |
DAVIN | Sector | 9.0838 | 0.5907 | 3.3852 | 7.6982 | 83.2536% | 30.5881% | 2.7218 | 0.466072 | |
DD | Property | 9.0838 | 0.7824 | 3.3852 | 8.3471 | 52.1428% | 63.3410% | 0.8232 | 0.386094 | |
DFNN | Sector | 9.0838 | 0.2277 | 3.3852 | 6.4695 | 53.8212% | 23.4568% | 2.2945 | 0.508893 | |
DIZ | Sector | 9.0838 | 0.3950 | 3.3852 | 7.0357 | 39.8132% | (7.8947)% | -5.0430 | 0.120823 | |
DMC | Holding Firms | 9.0838 | 0.9061 | 3.3852 | 8.7658 | 28.7278% | 10.1260% | 2.8370 | 0.599450 | |
DMPL | Sector | 9.0838 | 0.3758 | 3.3852 | 6.9708 | 31.5657% | (12.7603)% | -2.4737 | -0.695969 | |
DNL | Industrial | 9.0838 | 0.7817 | 3.3852 | 8.3448 | 31.9014% | 38.6379% | 0.8257 | 0.766857 | |
DWC | Sector | 9.0838 | -0.1496 | 3.3852 | 5.1922 | 70.1099% | 16.0082% | 4.3796 | 0.203272 | |
EAGLE | Sector | 9.0838 | 0.1569 | 3.3852 | 6.2296 | 13.5830% | (0.6104)% | -22.2514 | -0.742047 | |
ECP | Sector | 9.0838 | 0.1637 | 3.3852 | 6.2526 | 87.7399% | 77.1361% | 1.1375 | 0.256728 | |
EDC | Industrial | 9.0838 | 0.9410 | 3.3852 | 8.8840 | 33.0522% | 2.1926% | 15.0743 | 0.309561 | |
EEI | Industrial | 9.0838 | 0.6638 | 3.3852 | 7.9456 | 33.4146% | 9.1794% | 3.6402 | 0.066569 | |
EG | Sector | 9.0838 | 0.4332 | 3.3852 | 7.1649 | 78.7271% | 9.8047% | 8.0295 | -0.485811 | |
EIBA | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
EIBB | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
ELI | Sector | 9.0838 | 0.3748 | 3.3852 | 6.9674 | 29.0138% | (4.5405)% | -6.3900 | -0.588948 | |
EMP | Industrial | 9.0838 | 0.4521 | 3.3852 | 7.2291 | 43.7464% | 8.4509% | 5.1765 | -0.426394 | |
EURO | Sector | 9.0838 | 0.0148 | 3.3852 | 5.7486 | 75.4391% | 25.0630% | 3.0100 | 0.105788 | |
EVER | Sector | 9.0838 | 0.3115 | 3.3852 | 6.7532 | 57.4305% | (5.0025)% | -11.4802 | -0.510853 | |
EW | Financials | 9.0838 | 0.6495 | 3.3852 | 7.8971 | 27.1240% | 6.2969% | 4.3075 | 0.032621 | |
FAF | Sector | 9.0838 | 0.1682 | 3.3852 | 6.2680 | 46.2497% | 8.1497% | 5.6750 | -0.526859 | |
FDC | Sector | 9.0838 | 0.3483 | 3.3852 | 6.8778 | 25.9784% | 12.7070% | 2.0444 | 0.530664 | |
FEU | Sector | 9.0838 | 0.1156 | 3.3852 | 6.0900 | 32.7562% | 6.4176% | 5.1041 | 0.163266 | |
FFI | Sector | 9.0838 | 0.3083 | 3.3852 | 6.7423 | 52.1059% | 20.5782% | 2.5321 | 0.151526 | |
FGEN | Industrial | 9.0838 | 0.7775 | 3.3852 | 8.3306 | 30.9309% | (0.8555)% | -36.1560 | 0.362905 | |
FJP | Sector | 9.0838 | 0.1889 | 3.3852 | 6.3380 | 60.3670% | 26.0672% | 2.3158 | 0.524073 | |
FJPB | Sector | 9.0838 | 0.1868 | 3.3852 | 6.3309 | 69.2078% | 30.0965% | 2.2995 | 0.425997 | |
FLI | Property | 9.0838 | 0.8132 | 3.3852 | 8.4515 | 30.8325% | 9.5820% | 3.2178 | 0.626458 | |
FNI | Mining & Oil | 9.0838 | 0.8377 | 3.3852 | 8.5343 | 66.6442% | 3.3103% | 20.1327 | -0.038057 | |
FOOD | Sector | 9.0838 | 0.3587 | 3.3852 | 6.9129 | 47.6812% | (13.0411)% | -3.6562 | -0.429821 | |
FPH | Industrial | 9.0838 | 0.5389 | 3.3852 | 7.5229 | 23.3674% | (4.9893)% | -4.6835 | 0.010051 | |
FPI | Sector | 9.0838 | 0.3751 | 3.3852 | 6.9685 | 69.5639% | 20.6462% | 3.3693 | 0.157078 | |
FYN | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | #DIV/0! | |
GEO | Sector | 9.0838 | 0.1775 | 3.3852 | 6.2993 | 35.1075% | (12.0215)% | -2.9204 | -0.602170 | |
GERI | Property | 9.0838 | 0.7804 | 3.3852 | 8.3405 | 38.7068% | 0.8338% | 46.4228 | -0.208894 | |
GLO | Services | 9.0838 | 0.7820 | 3.3852 | 8.3456 | 29.2895% | 15.7663% | 1.8577 | 0.592233 | |
GMA7 | Services | 9.0838 | 0.2347 | 3.3852 | 6.4932 | 19.4588% | (7.4867)% | -2.5991 | -0.681568 | |
GPH | Sector | 9.0838 | 0.0439 | 3.3852 | 5.8471 | 69.3474% | (5.0629)% | -13.6972 | -0.708060 | |
GREEN | Sector | 9.0838 | 0.1144 | 3.3852 | 6.0860 | 48.1107% | (25.4688)% | -1.8890 | -0.659265 | |
GSMI | Sector | 9.0838 | 0.3786 | 3.3852 | 6.9803 | 51.8857% | 21.0397% | 2.4661 | -0.293594 | |
GTCAP | Holding Firms | 9.0838 | 0.8762 | 3.3852 | 8.6647 | 28.0493% | 19.1791% | 1.4625 | 0.704605 | |
H2O | Sector | 9.0838 | 0.1721 | 3.3852 | 6.2813 | 69.6361% | 30.7028% | 2.2681 | -0.099555 | |
HI | Sector | 9.0838 | 0.4913 | 3.3852 | 7.3616 | 32.7705% | 8.6025% | 3.8094 | 0.302394 | |
HLCM | Industrial | 9.0838 | 0.2144 | 3.3852 | 6.4243 | 25.1813% | (2.2565)% | -11.1594 | -0.007986 | |
HOUSE | Property | 9.0838 | 0.4451 | 3.3852 | 7.2053 | 53.3275% | 27.8278% | 1.9163 | 0.204064 | |
HVN | Services | 9.0838 | 0.0515 | 3.3852 | 5.8730 | 40.4315% | 9.2834% | 4.3553 | 0.584865 | |
I | Sector | 9.0838 | 0.3858 | 3.3852 | 7.0045 | 60.6261% | 7.7364% | 7.8365 | -0.714259 | |
ICT | Services | 9.0838 | 0.9174 | 3.3852 | 8.8042 | 29.8004% | 11.7984% | 2.5258 | 0.146494 | |
IMI | Industrial | 9.0838 | 0.3857 | 3.3852 | 7.0041 | 44.3463% | 41.6857% | 1.0638 | 0.755674 | |
IMP | Sector | 9.0838 | -0.1564 | 3.3852 | 5.1692 | 105.2958% | 62.1060% | 1.6954 | 0.556638 | |
ION | Industrial | 9.0838 | 0.4365 | 3.3852 | 7.1762 | 77.1115% | 53.2467% | 1.4482 | 0.438116 | |
IPM | Services | 9.0838 | 0.2290 | 3.3852 | 6.4738 | 24.8511% | 9.9945% | 2.4865 | 0.388261 | |
IPO | Sector | 9.0838 | 0.1259 | 3.3852 | 6.1249 | 35.5064% | 13.1585% | 2.6984 | 0.377050 | |
IRC | Sector | 9.0838 | 0.3463 | 3.3852 | 6.8708 | 37.7260% | (3.6370)% | -10.3729 | -0.484901 | |
IS | Services | 9.0838 | 0.3819 | 3.3852 | 6.9913 | 94.6280% | 63.6089% | 1.4877 | 0.491739 | |
ISM | Sector | 9.0838 | 0.2093 | 3.3852 | 6.4072 | 49.9747% | 1.3804% | 36.2043 | -0.489041 | |
JAS | Sector | 9.0838 | 0.1490 | 3.3852 | 6.2029 | 83.6663% | 32.7199% | 2.5570 | 0.188030 | |
JFC | Industrial | 9.0838 | 0.9022 | 3.3852 | 8.7528 | 28.4901% | 22.9129% | 1.2434 | 0.749494 | |
JGS | Holding Firms | 9.0838 | 1.0536 | 3.3852 | 9.2651 | 30.8520% | 17.2693% | 1.7865 | 0.790461 | |
JOH | Sector | 9.0838 | -0.0669 | 3.3852 | 5.4721 | 83.5700% | 34.6747% | 2.4101 | -0.289684 | |
KEP | Sector | 9.0838 | 0.1360 | 3.3852 | 6.1588 | 93.9442% | 50.2348% | 1.8701 | 0.581777 | |
KPH | Sector | 9.0838 | 0.0589 | 3.3852 | 5.8979 | 77.0434% | 28.6634% | 2.6879 | 0.358113 | |
KPHB | Sector | 9.0838 | -0.0375 | 3.3852 | 5.5718 | 66.0130% | 23.6428% | 2.7921 | 0.166345 | |
LAND | Sector | 9.0838 | 0.0775 | 3.3852 | 5.9611 | 47.8957% | 4.1701% | 11.4854 | -0.410460 | |
LBC | Sector | 9.0838 | 0.2196 | 3.3852 | 6.4419 | 82.2527% | 44.0559% | 1.8670 | 0.671830 | |
LC | Mining & Oil | 9.0838 | 0.5283 | 3.3852 | 7.4869 | 52.1723% | (24.4848)% | -2.1308 | -0.498283 | |
LCB | Mining & Oil | 9.0838 | 0.4968 | 3.3852 | 7.3803 | 55.1257% | (26.4543)% | -2.0838 | -0.495189 | |
LFM | Sector | 9.0838 | 0.3584 | 3.3852 | 6.9119 | 87.4500% | 64.7378% | 1.3508 | 0.513940 | |
LIHC | Holding Firms | 9.0838 | 0.2613 | 3.3852 | 6.5832 | 40.3945% | 1.2210% | 33.0831 | 0.109934 | |
LMG | Sector | 9.0838 | 0.3367 | 3.3852 | 6.8382 | 78.9060% | 46.9350% | 1.6812 | 0.181852 | |
LOTO | Sector | 9.0838 | 0.1138 | 3.3852 | 6.0840 | 22.9557% | 6.0364% | 3.8029 | 0.512339 | |
LPZ | Holding Firms | 9.0838 | 0.6616 | 3.3852 | 7.9383 | 30.6277% | 2.3102% | 13.2576 | 0.600001 | |
LR | Services | 9.0838 | 0.6122 | 3.3852 | 7.7710 | 45.1910% | (1.7144)% | -26.3601 | -0.164742 | |
LSC | Sector | 9.0838 | 0.1524 | 3.3852 | 6.2146 | 91.8620% | 35.5391% | 2.5848 | -0.105240 | |
LTG | Holding Firms | 9.0838 | 0.8211 | 3.3852 | 8.4781 | 35.4876% | 13.2457% | 2.6792 | -0.045077 | |
MA | Sector | 9.0838 | 0.5423 | 3.3852 | 7.5344 | 70.4581% | (12.6983)% | -5.5486 | -0.409717 | |
MAB | Sector | 9.0838 | 0.4403 | 3.3852 | 7.1890 | 66.2186% | (13.7114)% | -4.8295 | -0.432374 | |
MAC | Sector | 9.0838 | 0.2299 | 3.3852 | 6.4767 | 52.3394% | 57.6660% | 0.9076 | 0.547736 | |
MACAY | Sector | 9.0838 | 0.1011 | 3.3852 | 6.0410 | 45.1993% | 6.8463% | 6.6020 | 0.222675 | |
MAH | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
MAHB | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
MARC | Mining & Oil | 9.0838 | 0.8161 | 3.3852 | 8.4613 | 55.5279% | 14.3707% | 3.8640 | -0.037479 | |
MAXS | Industrial | 9.0838 | 0.3501 | 3.3852 | 6.8837 | 68.0997% | 53.6304% | 1.2698 | 0.620080 | |
MB | Sector | 9.0838 | 0.2419 | 3.3852 | 6.5173 | 59.6416% | 14.0313% | 4.2506 | -0.230480 | |
MBC | Sector | 9.0838 | 0.1508 | 3.3852 | 6.2090 | 105.2737% | 83.5520% | 1.2600 | 0.387740 | |
MBT | Financials | 9.0838 | 0.9810 | 3.3852 | 9.0196 | 26.3425% | 9.4343% | 2.7922 | 0.721809 | |
MED | Financials | 9.0838 | 0.5441 | 3.3852 | 7.5405 | 89.3560% | 41.1625% | 2.1708 | 0.649690 | |
MEG | Property | 9.0838 | 1.3156 | 3.3852 | 10.1523 | 34.9569% | 19.0421% | 1.8358 | 0.806683 | |
MER | Industrial | 9.0838 | 0.5199 | 3.3852 | 7.4586 | 22.0659% | 7.2573% | 3.0405 | 0.083482 | |
MFC | Sector | 9.0838 | 0.1584 | 3.3852 | 6.2347 | 33.5259% | 18.5618% | 1.8062 | 0.444205 | |
MG | Sector | 9.0838 | 0.4941 | 3.3852 | 7.3712 | 61.7405% | (3.9164)% | -15.7645 | -0.555233 | |
MGH | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | #DIV/0! | |
MHC | Sector | 9.0838 | 0.3996 | 3.3852 | 7.0514 | 47.4981% | 8.3713% | 5.6739 | -0.456676 | |
MJC | Sector | 9.0838 | 0.1633 | 3.3852 | 6.2513 | 44.4927% | 25.1974% | 1.7658 | 0.433484 | |
MJIC | Sector | 9.0838 | -0.0156 | 3.3852 | 5.6457 | 92.5829% | 31.2907% | 2.9588 | -0.301525 | |
MPI | Holding Firms | 9.0838 | 0.9502 | 3.3852 | 8.9153 | 28.9636% | 13.1511% | 2.2024 | 0.607133 | |
MRC | Property | 9.0838 | 0.4705 | 3.3852 | 7.2914 | 64.4556% | 36.3028% | 1.7755 | 0.641632 | |
MRP | Services | 9.0838 | 1.2809 | 3.3852 | 10.0345 | 58.6354% | 6.8023% | 8.6200 | -0.358711 | |
MRSGI | Services | 9.0838 | 0.5562 | 3.3852 | 7.5814 | 35.4971% | 2.1322% | 16.6477 | 0.404972 | |
MVC | Sector | 9.0838 | 0.1502 | 3.3852 | 6.2071 | 83.6385% | 46.6602% | 1.7925 | 0.513388 | |
MWC | Industrial | 9.0838 | 0.5501 | 3.3852 | 7.5607 | 27.9009% | 1.1954% | 23.3410 | 0.129107 | |
MWIDE | Industrial | 9.0838 | 0.4839 | 3.3852 | 7.3368 | 33.9303% | 18.4715% | 1.8369 | 0.470980 | |
NI | Sector | 9.0838 | 0.4729 | 3.3852 | 7.2996 | 39.8386% | (16.9730)% | -2.3472 | -0.218577 | |
NIKL | Mining & Oil | 9.0838 | 0.8203 | 3.3852 | 8.4754 | 46.1851% | 18.7185% | 2.4673 | 0.262363 | |
NOW | Services | 9.0838 | 0.6649 | 3.3852 | 7.9494 | 76.4318% | 66.4621% | 1.1500 | 0.602433 | |
NRCP | Sector | 9.0838 | 0.2398 | 3.3852 | 6.5103 | 42.0744% | (3.3279)% | -12.6428 | -0.649927 | |
NXGEN | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | #DIV/0! | |
OM | Sector | 9.0838 | 0.2280 | 3.3852 | 6.4703 | 70.8439% | 19.2195% | 3.6860 | 0.423711 | |
OPM | Sector | 9.0838 | 0.5081 | 3.3852 | 7.4186 | 69.3053% | 14.3325% | 4.8355 | -0.548254 | |
OPMB | Sector | 9.0838 | 0.3790 | 3.3852 | 6.9815 | 65.7254% | 10.6617% | 6.1646 | -0.553123 | |
ORE | Sector | 9.0838 | 0.5820 | 3.3852 | 7.6687 | 54.3341% | (10.0186)% | -5.4233 | -0.311676 | |
OV | Sector | 9.0838 | 0.5860 | 3.3852 | 7.6823 | 63.6068% | (4.3302)% | -14.6891 | -0.688214 | |
PA | Holding Firms | 9.0838 | 0.3497 | 3.3852 | 6.8823 | 66.1163% | 18.5662% | 3.5611 | 0.307068 | |
PAL | Sector | 9.0838 | 0.3526 | 3.3852 | 6.8921 | 43.7990% | 10.1365% | 4.3209 | -0.196450 | |
PAX | Sector | 9.0838 | 0.3413 | 3.3852 | 6.8540 | 48.1494% | 10.3746% | 4.6411 | 0.573939 | |
PBB | Sector | 9.0838 | 0.3539 | 3.3852 | 6.8967 | 23.8685% | (7.2592)% | -3.2880 | -0.205143 | |
PBC | Sector | 9.0838 | 0.0602 | 3.3852 | 5.9023 | 30.5887% | (18.1743)% | -1.6831 | -0.696474 | |
PCOR | Industrial | 9.0838 | 0.7505 | 3.3852 | 8.2390 | 36.5298% | 3.8074% | 9.5944 | -0.418640 | |
PCP | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
PERC | Sector | 9.0838 | 0.2638 | 3.3852 | 6.5916 | 38.1533% | 8.0825% | 4.7205 | 0.059217 | |
PF | Industrial | 9.0838 | 0.4438 | 3.3852 | 7.2009 | 38.0859% | 22.6385% | 1.6824 | 0.355422 | |
PGOLD | Services | 9.0838 | 0.7014 | 3.3852 | 8.0730 | 28.5776% | 12.7312% | 2.2447 | 0.501633 | |
PHA | Services | 9.0838 | 0.2921 | 3.3852 | 6.6876 | 39.3930% | 10.1384% | 3.8855 | 0.441222 | |
PHC | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
PHEN | Industrial | 9.0838 | 0.7419 | 3.3852 | 8.2102 | 34.2048% | 12.0994% | 2.8270 | 0.067636 | |
PHES | Sector | 9.0838 | 0.2144 | 3.3852 | 6.4244 | 59.3878% | 4.2943% | 13.8295 | -0.185624 | |
PHN | Sector | 9.0838 | 0.2667 | 3.3852 | 6.6016 | 31.7858% | 0.0609% | 522.0605 | -0.477970 | |
PIP | Industrial | 9.0838 | 0.5167 | 3.3852 | 7.4476 | 30.8313% | (18.2625)% | -1.6882 | -0.592860 | |
PIZZA | Sector | 9.0838 | 0.1406 | 3.3852 | 6.1747 | 24.8507% | 2.8517% | 8.7143 | 0.375473 | |
PLC | Services | 9.0838 | 0.7537 | 3.3852 | 8.2499 | 59.5369% | 45.9809% | 1.2948 | 0.714376 | |
PMPC | Sector | 9.0838 | 0.0972 | 3.3852 | 6.0278 | 57.7310% | 24.0665% | 2.3988 | 0.329576 | |
PMT | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
PNB | Financials | 9.0838 | 0.6219 | 3.3852 | 7.8039 | 26.2061% | (6.0466)% | -4.3340 | -0.404298 | |
PNC | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
PNX | Industrial | 9.0838 | 0.4388 | 3.3852 | 7.1840 | 30.4485% | 17.6650% | 1.7237 | 0.443567 | |
POPI | Sector | 9.0838 | 0.3845 | 3.3852 | 7.0003 | 45.6342% | 37.5661% | 1.2148 | 0.611845 | |
PORT | Sector | 9.0838 | -0.2638 | 3.3852 | 4.8055 | 77.6954% | 11.0227% | 7.0487 | -0.426452 | |
PPC | Industrial | 9.0838 | -0.4370 | 3.3852 | 4.2193 | 431.8290% | 230.3749% | 1.8745 | 0.709131 | |
PPG | Sector | 9.0838 | #DIV/0! | 3.3852 | #DIV/0! | #DIV/0! | #DIV/0! | #DIV/0! | #DIV/0! | |
PRC | Sector | 9.0838 | 0.0484 | 3.3852 | 5.8625 | 44.3968% | 8.5788% | 5.1752 | -0.520698 | |
PRIM | Sector | 9.0838 | 0.2907 | 3.3852 | 6.6827 | 75.6868% | 24.2219% | 3.1247 | -0.478663 | |
PRMX | Property | 9.0838 | 0.2040 | 3.3852 | 6.3891 | 200.6499% | 135.5819% | 1.4799 | 0.696935 | |
PSB | Sector | 9.0838 | 0.2413 | 3.3852 | 6.5156 | 26.9511% | 0.7834% | 34.4021 | -0.680692 | |
PSE | Sector | 9.0838 | 0.2990 | 3.3852 | 6.7107 | 20.4808% | (5.5601)% | -3.6836 | -0.407277 | |
PTC | Sector | 9.0838 | -0.1402 | 3.3852 | 5.2242 | 85.7482% | 50.9574% | 1.6827 | 0.321811 | |
PTT | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
PX | Mining & Oil | 9.0838 | 0.5145 | 3.3852 | 7.4402 | 36.6430% | (11.1086)% | -3.2986 | -0.253293 | |
PXP | Mining & Oil | 9.0838 | 0.9732 | 3.3852 | 8.9931 | 70.4879% | (3.8523)% | -18.2976 | -0.376843 | |
RCB | Financials | 9.0838 | 0.4916 | 3.3852 | 7.3628 | 28.6985% | 2.3952% | 11.9817 | -0.023737 | |
RCI | Sector | 9.0838 | -0.1909 | 3.3852 | 5.0524 | 91.8995% | 43.5817% | 2.1087 | -0.485073 | |
REG | Sector | 9.0838 | 0.0794 | 3.3852 | 5.9674 | 42.9592% | 9.5310% | 4.5073 | 0.015905 | |
RFM | Industrial | 9.0838 | 0.4180 | 3.3852 | 7.1138 | 28.1033% | 3.8379% | 7.3226 | -0.259506 | |
RLC | Property | 9.0838 | 0.8626 | 3.3852 | 8.6185 | 30.9846% | 5.3713% | 5.7685 | 0.582891 | |
RLT | Sector | 9.0838 | 0.3573 | 3.3852 | 6.9081 | 68.0431% | 28.9808% | 2.3479 | 0.208003 | |
ROCK | Sector | 9.0838 | 0.5015 | 3.3852 | 7.3964 | 32.8420% | 2.5104% | 13.0824 | -0.155354 | |
ROX | Sector | 9.0838 | 0.2569 | 3.3852 | 6.5683 | 61.7084% | 25.4430% | 2.4254 | 0.083960 | |
RRHI | Services | 9.0838 | 0.7150 | 3.3852 | 8.1191 | 28.5494% | 14.4120% | 1.9809 | 0.909235 | |
RWM | Services | 9.0838 | 0.7498 | 3.3852 | 8.2369 | 35.1396% | (16.4843)% | -2.1317 | -0.546082 | |
SBS | Services | 9.0838 | 0.9575 | 3.3852 | 8.9397 | 54.8236% | 14.7605% | 3.7142 | 0.511776 | |
SCC | Mining & Oil | 9.0838 | 0.5347 | 3.3852 | 7.5086 | 28.7124% | 17.3885% | 1.6512 | 0.750286 | |
SECB | Financials | 9.0838 | 0.7405 | 3.3852 | 8.2055 | 28.4632% | 17.7653% | 1.6022 | 0.809996 | |
SEVN | Sector | 9.0838 | 0.1030 | 3.3852 | 6.0471 | 45.9608% | 28.2367% | 1.6277 | 0.668366 | |
SFI | Sector | 9.0838 | 0.3862 | 3.3852 | 7.0058 | 46.1965% | 8.8450% | 5.2229 | 0.468593 | |
SGI | Sector | 9.0838 | 0.2742 | 3.3852 | 6.6268 | 45.3542% | 4.8470% | 9.3573 | -0.155534 | |
SGP | Sector | 9.0838 | -0.1021 | 3.3852 | 5.3529 | 77.9997% | 15.7401% | 4.9555 | -0.399886 | |
SHLPH | Industrial | 9.0838 | 0.2444 | 3.3852 | 6.5261 | 17.9657% | (1.6355)% | -10.9848 | -0.651446 | |
SHNG | Sector | 9.0838 | 0.1457 | 3.3852 | 6.1919 | 27.9378% | 4.5073% | 6.1984 | 0.033205 | |
SLF | Sector | 9.0838 | 0.1588 | 3.3852 | 6.2363 | 37.4214% | 20.4944% | 1.8259 | 0.611921 | |
SLI | Property | 9.0838 | 0.4714 | 3.3852 | 7.2943 | 45.2127% | 18.5397% | 2.4387 | 0.651150 | |
SM | Holding Firms | 9.0838 | 1.2281 | 3.3852 | 9.8560 | 27.3288% | 19.1938% | 1.4238 | 0.814908 | |
SMC | Holding Firms | 9.0838 | 0.4928 | 3.3852 | 7.3669 | 29.9297% | 5.6354% | 5.3110 | 0.252750 | |
SMPH | Property | 9.0838 | 1.2519 | 3.3852 | 9.9365 | 31.2428% | 21.9192% | 1.4254 | 0.758000 | |
SOC | Sector | 9.0838 | 0.2731 | 3.3852 | 6.6230 | 46.6253% | 5.3636% | 8.6930 | -0.400362 | |
SPC | Sector | 9.0838 | 0.0784 | 3.3852 | 5.9639 | 39.5094% | 11.5741% | 3.4136 | 0.031477 | |
SPM | Sector | 9.0838 | 0.2011 | 3.3852 | 6.3792 | 58.1451% | 25.1949% | 2.3078 | 0.661657 | |
SRDC | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
SSI | Services | 9.0838 | 1.1754 | 3.3852 | 9.6777 | 51.2305% | (10.2223)% | -5.0116 | 0.128565 | |
SSP | Sector | 9.0838 | 0.5055 | 3.3852 | 7.4099 | 48.2154% | (2.5536)% | -18.8816 | 0.525485 | |
STI | Services | 9.0838 | 0.4488 | 3.3852 | 7.2179 | 36.3698% | 16.2424% | 2.2392 | 0.455821 | |
STN | Sector | 9.0838 | 0.0000 | 3.3852 | 5.6986 | 0.0000% | 0.0000% | #DIV/0! | 0.000000 | |
STR | Sector | 9.0838 | 0.3286 | 3.3852 | 6.8109 | 70.1889% | 40.1001% | 1.7503 | 0.789236 | |
SUN | Sector | 9.0838 | -0.4641 | 3.3852 | 4.1276 | 75.9616% | 34.6870% | 2.1899 | -0.014523 | |
T | Sector | 9.0838 | 0.1615 | 3.3852 | 6.2452 | 80.0481% | 22.4602% | 3.5640 | -0.375102 | |
TBGI | Sector | 9.0838 | -0.0768 | 3.3852 | 5.4386 | 54.9810% | 18.4423% | 2.9812 | -0.198970 | |
TECH | Sector | 9.0838 | 0.1057 | 3.3852 | 6.0564 | 38.2453% | 27.5810% | 1.3867 | 0.742996 | |
TEL | Services | 9.0838 | 0.9431 | 3.3852 | 8.8912 | 29.0237% | (6.8775)% | -4.2201 | -0.416256 | |
TFC | Sector | 9.0838 | 0.2969 | 3.3852 | 6.7036 | 90.6411% | 52.1996% | 1.7364 | 0.376456 | |
TFHI | Holding Firms | 9.0838 | 0.3325 | 3.3852 | 6.8243 | 39.9450% | 28.1717% | 1.4179 | 0.590924 | |
TUGS | Services | 9.0838 | 0.5988 | 3.3852 | 7.7257 | 52.5274% | 37.2892% | 1.4086 | 0.483528 | |
UBP | Financials | 9.0838 | 0.2821 | 3.3852 | 6.6536 | 16.5160% | 6.2980% | 2.6224 | 0.186947 | |
UNI | Sector | 9.0838 | 0.5039 | 3.3852 | 7.4045 | 74.5176% | 20.2777% | 3.6748 | 0.542343 | |
UPM | Sector | 9.0838 | 0.1647 | 3.3852 | 6.2560 | 77.5725% | 10.5778% | 7.3335 | -0.387365 | |
URC | Industrial | 9.0838 | 1.0118 | 3.3852 | 9.1238 | 28.5443% | 16.2840% | 1.7529 | 0.539101 | |
V | Sector | 9.0838 | 0.3480 | 3.3852 | 6.8766 | 25.8790% | 3.8309% | 6.7553 | 0.290069 | |
VITA | Industrial | 9.0838 | 0.6581 | 3.3852 | 7.9263 | 62.4339% | 33.7531% | 1.8497 | 0.600081 | |
VLL | Property | 9.0838 | 0.7330 | 3.3852 | 8.1799 | 29.3454% | 8.6267% | 3.4017 | 0.463282 | |
VMC | Sector | 9.0838 | 0.1958 | 3.3852 | 6.3615 | 37.2842% | 22.6884% | 1.6433 | 0.480670 | |
VUL | Sector | 9.0838 | 0.4929 | 3.3852 | 7.3671 | 43.4067% | (2.9084)% | -14.9244 | -0.412058 | |
VVT | Sector | 9.0838 | 0.0481 | 3.3852 | 5.8613 | 73.5361% | 46.4284% | 1.5839 | 0.690959 | |
WEB | Sector | 9.0838 | 0.2050 | 3.3852 | 6.3925 | 79.0882% | 20.2930% | 3.8973 | -0.005872 | |
WIN | Sector | 9.0838 | 0.3489 | 3.3852 | 6.8795 | 54.3772% | 4.0752% | 13.3433 | -0.109502 | |
WLCON | Sector | 9.0838 | 0.3638 | 3.3852 | 6.9302 | 31.0372% | 9.8540% | 3.1497 | 0.649472 | |
WPI | Sector | 9.0838 | 0.5149 | 3.3852 | 7.4416 | 65.9697% | 40.0795% | 1.6460 | 0.539375 | |
ZHI | Sector | 9.0838 | 0.4986 | 3.3852 | 7.3864 | 63.2874% | 8.5671% | 7.3872 | -0.532537 | |
FMETF | Sector | 9.0838 | 0.8391 | 3.3852 | 8.5392 | 13.9336% | 8.2971% | 1.6793 | 0.993273 | |
IDC | Sector | 9.0838 | 1.0588 | 3.3852 | 9.2829 | 86.6671% | 32.5685% | 2.6611 | 0.647123 | |
DNA | Sector | 9.0838 | -0.2542 | 3.3852 | 4.8380 | 199.4110% | 123.0218% | 1.6209 | 0.158839 |