#####################################################################Inputs

Sname <- c("Alleima")
target_price <- 36.4
stop_loss <- 15
horizon <- 2

number_of_competitors <- 6
data_years <- 5

#for this choose out of FRE, CDS, CCS, GTRS, MI, TT, HC 
sector <- c("MI")

#for this choose out of UK, US, EU, SGX, SEK
currency <- c("SEK")

###########################################################################

Stock Statistics
AVGreturn AVGreturn_net vol Sharpe kurt
GEV 89.954977 85.456246 48.79437 1.7513547 2.510835
Kobe 41.790784 39.606882 25.91680 1.5282320 2.285117
Carpenter 59.401375 57.217472 48.08577 1.1899045 4.162350
Alleima 39.339023 35.303568 35.92800 0.9826199 2.986783
GOOG 25.331253 25.331253 27.32367 0.9270808 3.827305
BEZ 26.888870 24.375665 26.62592 0.9154862 3.730958
CRWD 49.438313 49.438313 54.77009 0.9026517 2.771056
NEX 32.250782 30.978989 35.19090 0.8803125 3.321687
V 18.994615 16.227905 18.53654 0.8754551 2.150459
HLI 23.628758 20.862049 23.93760 0.8715180 3.204928
MS 29.420177 26.653467 30.83922 0.8642718 3.731866
STR 32.531438 31.259645 38.37019 0.8146858 17.944523
BX 31.474382 28.707673 35.25673 0.8142466 2.787066
ELF 53.514517 50.747807 62.46352 0.8124392 4.203413
VIE 16.329417 15.057624 20.32648 0.7407885 4.717965
HDB 17.751618 14.984908 21.46663 0.6980560 2.200636
FOUR 34.873824 32.014208 48.07112 0.6659760 4.099297
VRTX 18.255725 18.255725 28.80596 0.6337482 5.582565
SAND 15.318821 15.318821 25.06095 0.6112626 3.744762
Vallourec 18.415174 16.231272 27.11694 0.5985658 3.722352
Outokumpu 18.414579 16.230677 28.80070 0.5635515 3.437449
IFX 24.466609 23.194816 43.23643 0.5364646 4.728515
KO 11.153230 8.386520 16.60742 0.5049863 3.779277
ThyssenKrup 30.283240 28.099337 56.95107 0.4933943 5.560857
NVO 21.502309 18.735599 40.41810 0.4635448 4.913797
LVMH 16.213752 14.941959 32.58941 0.4584912 7.713952
IHH 6.242560 6.242560 13.81949 0.4517213 4.319601
AZN 11.879461 9.366256 21.41308 0.4374082 5.729551
Aperam 15.683889 13.499987 30.86801 0.4373456 3.223421
APD 12.770186 10.003476 27.91680 0.3583318 3.052974
ENEL 7.276323 6.004530 20.32831 0.2953777 3.069159
GOLD 5.567692 2.800983 32.40563 0.0864351 3.251851
BIIB -9.404030 -9.404030 24.94214 -0.3770338 2.553939
Competitors
AVGreturn AVGreturn_net vol Sharpe kurt
Kobe 41.79078 39.60688 25.91680 1.5282320 2.285117
Carpenter 59.40137 57.21747 48.08577 1.1899045 4.162350
Alleima 39.33902 35.30357 35.92800 0.9826199 2.986783
Vallourec 18.41517 16.23127 27.11694 0.5985658 3.722352
Outokumpu 18.41458 16.23068 28.80070 0.5635515 3.437449
ThyssenKrup 30.28324 28.09934 56.95107 0.4933943 5.560857
Aperam 15.68389 13.49999 30.86801 0.4373456 3.223421
Sector Analysis
positions Price Return Y_Return SD Vol Kurt Sharpe Alhpa Beta Rsquared
0 1170.69872 0.2701895 14.04986 2.576528 18.57961 4.550841 0.5381629 0.0959132 0.5137381 0.2256429
5 32.89652 0.2779826 14.45509 2.576586 18.58003 4.561965 0.5599612 0.0961347 0.5147274 0.2253332
10 65.79303 0.2792763 14.52237 2.574138 18.56237 4.584162 0.5641180 0.0972496 0.5152334 0.2262061
15 98.68955 0.2805545 14.58883 2.572057 18.54737 4.603483 0.5681579 0.0983508 0.5157344 0.2270130
20 131.58606 0.2818174 14.65450 2.570328 18.53490 4.620016 0.5720832 0.0994385 0.5162303 0.2277561
25 164.48258 0.2830652 14.71939 2.568934 18.52485 4.633857 0.5758964 0.1005129 0.5167214 0.2284373
30 197.37910 0.2842983 14.78351 2.567861 18.51711 4.645106 0.5795998 0.1015741 0.5172076 0.2290588
35 230.27561 0.2855168 14.84687 2.567093 18.51157 4.653866 0.5831958 0.1026226 0.5176890 0.2296225
40 263.17213 0.2867210 14.90949 2.566619 18.50815 4.660243 0.5866869 0.1036584 0.5181656 0.2301305
45 296.06864 0.2879111 14.97138 2.566424 18.50675 4.664345 0.5900755 0.1046818 0.5186375 0.2305849
50 328.96516 0.2890874 15.03255 2.566496 18.50726 4.666282 0.5933641 0.1056930 0.5191047 0.2309877
55 361.86168 0.2902501 15.09301 2.566822 18.50962 4.666162 0.5965551 0.1066923 0.5195674 0.2313408
60 394.75819 0.2913994 15.15277 2.567391 18.51372 4.664095 0.5996510 0.1076797 0.5200255 0.2316462
65 427.65471 0.2925356 15.21185 2.568192 18.51950 4.660190 0.6026541 0.1086556 0.5204791 0.2319058
70 460.55122 0.2936588 15.27026 2.569214 18.52687 4.654555 0.6055670 0.1096202 0.5209284 0.2321215
75 493.44774 0.2947693 15.32800 2.570447 18.53576 4.647295 0.6083919 0.1105735 0.5213732 0.2322951
80 526.34426 0.2958673 15.38510 2.571881 18.54610 4.638515 0.6111313 0.1115159 0.5218137 0.2324284
85 559.24077 0.2969530 15.44155 2.573506 18.55782 4.628316 0.6137874 0.1124474 0.5222500 0.2325233
90 592.13729 0.2980265 15.49738 2.575314 18.57085 4.616798 0.6163626 0.1133683 0.5226820 0.2325813
95 625.03380 0.2990881 15.55258 2.577295 18.58514 4.604057 0.6188591 0.1142788 0.5231099 0.2326042
100 657.93032 0.3001380 15.60718 2.579442 18.60062 4.590186 0.6212791 0.1151790 0.5235337 0.2325936
105 690.82684 0.3011764 15.66117 2.581746 18.61724 4.575276 0.6236249 0.1160690 0.5239534 0.2325510
110 723.72335 0.3022034 15.71458 2.584200 18.63493 4.559414 0.6258985 0.1169492 0.5243691 0.2324780
115 756.61987 0.3032192 15.76740 2.586797 18.65366 4.542685 0.6281020 0.1178195 0.5247809 0.2323761
120 789.51638 0.3042240 15.81965 2.589529 18.67336 4.525167 0.6302376 0.1186802 0.5251888 0.2322466
125 822.41290 0.3052180 15.87134 2.592389 18.69398 4.506939 0.6323071 0.1195315 0.5255928 0.2320911
130 855.30942 0.3062014 15.92247 2.595372 18.71549 4.488074 0.6343126 0.1203735 0.5259930 0.2319107
135 888.20593 0.3071742 15.97306 2.598470 18.73783 4.468643 0.6362560 0.1212063 0.5263894 0.2317068
140 921.10245 0.3081368 16.02311 2.601679 18.76097 4.448711 0.6381392 0.1220300 0.5267821 0.2314806
145 953.99896 0.3090891 16.07263 2.604992 18.78486 4.428343 0.6399639 0.1228449 0.5271712 0.2312334
150 986.89548 0.3100315 16.12164 2.608404 18.80947 4.407599 0.6417320 0.1236511 0.5275566 0.2309663
155 1019.79200 0.3109640 16.17013 2.611909 18.83475 4.386536 0.6434452 0.1244487 0.5279385 0.2306803
160 1052.68851 0.3118868 16.21811 2.615503 18.86066 4.365207 0.6451051 0.1252378 0.5283168 0.2303765
165 1085.58503 0.3128000 16.26560 2.619182 18.88719 4.343663 0.6467135 0.1260186 0.5286917 0.2300560
170 1118.48154 0.3137038 16.31260 2.622939 18.91428 4.321953 0.6482719 0.1267913 0.5290631 0.2297198
175 1151.37806 0.3145984 16.35912 2.626772 18.94192 4.300120 0.6497818 0.1275558 0.5294311 0.2293687
180 1184.27458 0.3154838 16.40516 2.630675 18.97007 4.278208 0.6512449 0.1283124 0.5297957 0.2290037
185 1217.17109 0.3163602 16.45073 2.634645 18.99869 4.256254 0.6526624 0.1290612 0.5301571 0.2286257
190 1250.06761 0.3172278 16.49585 2.638677 19.02777 4.234297 0.6540359 0.1298023 0.5305152 0.2282354
195 1282.96412 0.3180867 16.54051 2.642769 19.05728 4.212371 0.6553668 0.1305357 0.5308700 0.2278337
200 1315.86064 0.3189369 16.58472 2.646916 19.08719 4.190506 0.6566563 0.1312618 0.5312217 0.2274213
205 1348.75716 0.3197787 16.62849 2.651116 19.11747 4.168734 0.6579058 0.1319804 0.5315702 0.2269989
210 1381.65367 0.3206122 16.67183 2.655365 19.14811 4.147081 0.6591166 0.1326919 0.5319156 0.2265672
215 1414.55019 0.3214374 16.71474 2.659659 19.17907 4.125573 0.6602897 0.1333961 0.5322579 0.2261270
220 1447.44670 0.3222545 16.75724 2.663996 19.21035 4.104233 0.6614266 0.1340934 0.5325972 0.2256787
225 1480.34322 0.3230637 16.79931 2.668373 19.24191 4.083082 0.6625282 0.1347837 0.5329335 0.2252231
230 1513.23974 0.3238649 16.84098 2.672788 19.27375 4.062141 0.6635957 0.1354672 0.5332668 0.2247606
235 1546.13625 0.3246584 16.88224 2.677237 19.30583 4.041428 0.6646302 0.1361440 0.5335972 0.2242919
240 1579.03277 0.3254443 16.92310 2.681718 19.33814 4.020958 0.6656328 0.1368141 0.5339248 0.2238174
245 1611.92928 0.3262226 16.96357 2.686229 19.37067 4.000746 0.6666043 0.1374777 0.5342495 0.2233377
250 1644.82580 0.3269935 17.00366 2.690768 19.40340 3.980807 0.6675459 0.1381349 0.5345713 0.2228532
255 1677.72232 0.3277570 17.04337 2.695331 19.43631 3.961152 0.6684584 0.1387857 0.5348904 0.2223644
260 1710.61883 0.3285134 17.08270 2.699918 19.46939 3.941793 0.6693428 0.1394303 0.5352067 0.2218717
265 1743.51535 0.3292626 17.12165 2.704527 19.50262 3.922738 0.6702000 0.1400687 0.5355203 0.2213754
270 1776.41187 0.3300048 17.16025 2.709154 19.53599 3.903996 0.6710307 0.1407011 0.5358313 0.2208761
275 1809.30838 0.3307400 17.19848 2.713799 19.56948 3.885575 0.6718359 0.1413274 0.5361396 0.2203740
280 1842.20490 0.3314685 17.23636 2.718460 19.60309 3.867481 0.6726164 0.1419479 0.5364452 0.2198695
285 1875.10141 0.3321902 17.27389 2.723134 19.63680 3.849720 0.6733729 0.1425625 0.5367483 0.2193630
290 1907.99793 0.3329052 17.31107 2.727821 19.67060 3.832296 0.6741062 0.1431714 0.5370489 0.2188547
295 1940.89445 0.3336137 17.34791 2.732519 19.70447 3.815214 0.6748170 0.1437746 0.5373469 0.2183449
300 1973.79096 0.3343158 17.38442 2.737226 19.73842 3.798476 0.6755060 0.1443722 0.5376424 0.2178340
Ordered by decreasing Beta
alpha beta r2
FOUR 0.2621844 1.8329162 0.2780311
ThyssenKrup 0.1099967 1.7081675 0.2423458
IFX 0.0190399 1.6948283 0.4950932
Carpenter 0.6759574 1.6843673 0.2798457
GEV 1.5640384 1.6372004 0.2034329
BX 0.1057397 1.5616083 0.4726945
CRWD 0.5311411 1.4680682 0.2488279
Aperam -0.1010983 1.4316788 0.4120572
Outokumpu -0.0479794 1.4292750 0.3416238
BEZ 0.2553606 1.4134015 0.3088015
LVMH -0.0531608 1.3514759 0.5463663
SAND -0.0366315 1.3146356 0.5396378
MS 0.1602040 1.2328353 0.4525380
ELF 0.6280840 1.2169952 0.1724058
NEX 0.2965956 1.1873488 0.2878076
VIE -0.0059352 1.1728648 0.5011425
Alleima 0.4915794 1.1501812 0.1508365
GOOG 0.1656850 1.1246946 0.4061696
Vallourec 0.0815943 0.9150399 0.0686689
V 0.0519398 0.9101530 0.4485283
ENEL -0.1133591 0.9082342 0.3700685
HDB 0.0366192 0.8801226 0.2445804
APD -0.0401754 0.8136384 0.2560844
HLI 0.1788543 0.7779123 0.2499605
AZN 0.0721001 0.7154373 0.1993136
Kobe 0.5847083 0.7023678 0.0941176
STR 0.4267538 0.6921701 0.1503992
GOLD -0.1257412 0.6284008 0.0946731
BIIB -0.3411365 0.5608168 0.0703561
KO 0.0026428 0.5550320 0.2685350
NVO 0.2019737 0.5539469 0.0973044
VRTX 0.1976032 0.5369506 0.1150194
IHH 0.0891365 0.1226931 0.0186604
Ordered by decresing R2
alpha beta r2
LVMH -0.0531608 1.3514759 0.5463663
SAND -0.0366315 1.3146356 0.5396378
VIE -0.0059352 1.1728648 0.5011425
IFX 0.0190399 1.6948283 0.4950932
BX 0.1057397 1.5616083 0.4726945
MS 0.1602040 1.2328353 0.4525380
V 0.0519398 0.9101530 0.4485283
Aperam -0.1010983 1.4316788 0.4120572
GOOG 0.1656850 1.1246946 0.4061696
ENEL -0.1133591 0.9082342 0.3700685
Outokumpu -0.0479794 1.4292750 0.3416238
BEZ 0.2553606 1.4134015 0.3088015
NEX 0.2965956 1.1873488 0.2878076
Carpenter 0.6759574 1.6843673 0.2798457
FOUR 0.2621844 1.8329162 0.2780311
KO 0.0026428 0.5550320 0.2685350
APD -0.0401754 0.8136384 0.2560844
HLI 0.1788543 0.7779123 0.2499605
CRWD 0.5311411 1.4680682 0.2488279
HDB 0.0366192 0.8801226 0.2445804
ThyssenKrup 0.1099967 1.7081675 0.2423458
GEV 1.5640384 1.6372004 0.2034329
AZN 0.0721001 0.7154373 0.1993136
ELF 0.6280840 1.2169952 0.1724058
Alleima 0.4915794 1.1501812 0.1508365
STR 0.4267538 0.6921701 0.1503992
VRTX 0.1976032 0.5369506 0.1150194
NVO 0.2019737 0.5539469 0.0973044
GOLD -0.1257412 0.6284008 0.0946731
Kobe 0.5847083 0.7023678 0.0941176
BIIB -0.3411365 0.5608168 0.0703561
Vallourec 0.0815943 0.9150399 0.0686689
IHH 0.0891365 0.1226931 0.0186604 

##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
##   34.44  105.59  130.99  138.55  163.43  481.28
## [1] "0.7551 probability of outperforming risk free rate"
## [1] "0.1991 probability of making a loss"

## [1] "probability of hitting target price 0.651"
## [1] "probability of hitting neither 0.0209"
## [1] "probability of hitting stop loss 0.3281"