Sector

Models

RMSE (Root Mean Sq. Error)

Auto

EVEBITDA

PSALES

PBV

PE

Lasso

0.42536

0.501228

0.548097

0.69848

ElasticNet

0.425462

0.500912

0.547172

0.69811

Ridge

0.432662

0.506763

0.545204

0.71315

Banking

EVEBITDA

PSALES

PBV

PE

Lassocv

0.396073

0.282228

0.51624

ElasticNet

0.401632

0.286594

0.51657

Ridge

0.404042

0.280758

0.52585

Steel

EVEBITDA

PSALES

PBV

PE

Lassocv

0.596645

0.99526

0.514081

0.99921

ElasticNet

0.595816

0.994652

0.514251

1.00087

Ridge

0.608234

1.040118

0.531549

1.02171