Measures | Fitted | Variance Predicted | Residual | R-squared | Mc | Mc2 |
EGX30 | ||||||
RiskEGX30 | 0.0000884 | 0.0000172 | 0.0000712 | 0.1949739 | 0.4415584 | 0.194974 |
ReturnEGX30 | 0.000141 | 0.0000126 | 0.0001284 | 0.0893729 | 0.298953 | 0.089373 |
overall |
| 0.2530951 | ||||
S&P 500 | ||||||
RiskSP500 | 0.0002375 | 0.0001255 | 0.000112 | 0.5283776 | 0.7268959 | 0.528378 |
ReturnSP500 | 0.0003065 | 0.0000394 | 0.0002671 | 0.1286419 | 0.3586669 | 0.128642 |
overall |
| 0.5881749 | ||||
Cryptocurrencies | ||||||
Risk Bitcoin | 1.29E−03 | 0.0000265 | 0.0012592 | 0.0206212 | 0.1436009 | 0.020621 |
Return Bitcoin | 4.12E−06 | 2.17E−03 | 0.001895 | 0.0435311 | 0.001895 | 0.001895 |
Price Bitcoin | 1.51E+08 | 1.69E+08 | 0.4714053 | 0.6865896 | 0.4714053 | 0.471405 |
Return Ethereum | 0.0000315 | 0.0041103 | 0.0076008 | 0.0871824 | 0.0076008 | 0.007601 |
Risk Ethereum | 0.0001129 | 0.0023568 | 0.0457216 | 0.213826 | 0.0457216 | 0.045722 |
Price Ethereum | 351293.2 | 419287 | 0.4558814 | 0.6751899 | 0.4558814 | 0.455881 |
Return Litecoin | 0.0000463 | 0.004476 | 0.0102361 | 0.1011736 | 0.0102361 | 0.010236 |
Risk Litecoin | 0.0001416 | 0.002578 | 0.052066 | 0.2281798 | 0.052066 | 0.052066 |
Price Litecoin | 2.52E+03 | 3.40E+03 | 0.4254612 | 0.6522739 | 0.4254612 | 0.425461 |
Return Tether | 2.04E−07 | 9.32E−07 | 0.1799383 | 0.4241913 | 0.1799383 | 0.179938 |
Risk Tether | 9.12E−07 | 1.60E−07 | 7.53E−07 | 0.1749572 | 0.4182789 | 0.174957 |
Price Tether | 2.00E−06 | 1.93E−07 | 1.81E−06 | 0.0964094 | 0.3104986 | 0.096409 |
overall | 0.7247524 |