Monthly Archives: November 2010

Jarque Bera, the CAPM and undervalued stocks

This entry is part of 23 in the series Numpy Strategies

This entry is part of 23 in the series Numpy StrategiesNumpy Strategies 0.0.4 The Capital Asset Pricing Model ( CAPM ) links the expected return of assets to their risk. A linear fit of this relationship gives us the so … Continue reading

Share
Posted in programming | Tagged , | Comments Off on Jarque Bera, the CAPM and undervalued stocks