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NEEDS: Data - Stock Price, Indicators and Indices |
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Portfolio provides data on a stock's rate of return as well as measuring the sensitivity of a stock's returns with respect to portfolios of individual stocks listed on the Tokyo Stock Exchange, Osaka Securities Exchange and the Nagoya Stock exchange. Data by industrial classification is also available.
 Expected
Rate of Return
Beta Value
Bayesian Adjustments to Beta Value
T-value of Beta
Alpha Value
T-value of Alpha
R Square ( the proportion of a portfolio's movements explained by market movements )
Standard Error ( standard error on statistics ) etc. |
Benchmark Indices:
Nikkei 500
Nikkei 225
TOPIX
Nikkei All Stock Index
Nikkei 300
Specified Period:
3 years
5 years |
| Data is updated monthly |
Data is available from January 1977 onwards
The period from which data is available depends on the specific data item |
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