user system elapsed
56.29 1.13 61.36
code. stock max1 max2 max3 steep ss
1 5087 MYCRON 0.9090484 0.8908658 0.8590454 16.03 3
2 5170 SCABLE 0.9669568 0.9504288 0.8925743 39.57 3
3 5213 SNTORIA 1.0768964 1.0704842 1.0576653 19.71 3
4 5007 CHINWEL 1.1651093 1.1522388 1.1200588 14.46 3
5 0168 BOILERM 1.3416048 1.3167575 1.2360142 29.26 3
6 7315 AHB 1.5714602 1.4000269 1.3143090 43.71 3
7 0159 AMEDIA 0.4902209 0.4706106 0.4706106 41.83 2
8 3778 MELEWAR 0.6846716 0.6846716 0.6306225 24.77 2
9 5105 CANONE 0.9498627 0.9331500 0.9164438 16.31 2
10 5916 MSC 0.9620834 0.9620834 0.9353602 20.29 2
11 7114 DNONCE 0.9666813 0.9666813 0.9500145 15.06 2
12 5908 DKSH 0.9833077 0.9758910 0.9332151 17.74 2
13 5230 TUNEPRO 0.9919322 0.9919322 0.9081965 33.23 2
14 5071 COASTAL 0.9925558 0.9779549 0.9633676 8.86 2
15 8966 PRLEXUS 1.0206879 1.0144995 0.9959450 17.06 2
16 5106 AXREIT 1.0364172 1.0364172 1.0302460 21.57 2
17 9687 IDEALUBB 1.0445941 1.0445941 1.0318507 14.11 2
18 3174 L&G 1.0515492 1.0515492 1.0309323 22.94 2
19 9121 KPSCB 1.0566267 1.0000146 1.0000146 20.86 2
20 7113 TOPGLOV 1.0732342 1.0712952 1.0480084 30.57 2
21 5228 ELKDESA 1.0793035 1.0793035 1.0793035 14.14 2
22 8907 EG 1.0843662 1.0843662 1.0542464 21.86 2
23 2135 GOPENG 1.0865963 1.0472309 1.0236060 20.23 2
24 7217 EMETALL 1.0895884 1.0895884 1.0597357 17.57 2
25 7076 CBIP 1.0932144 1.0776743 1.0569476 21.51 2
26 3816 MISC 1.1065018 1.0921294 1.0849065 7.69 2
27 5100 BPPLAS 1.1067345 1.1067345 1.0783523 23.29 2
28 5152 MBL 1.1136795 1.1136795 1.0944823 22.31 2
29 5072 HIAPTEK 1.1207014 1.1207014 1.0689831 21.80 2
30 5092 LCTH 1.1257835 1.1257835 1.0958984 17.66 2
31 5024 HUPSENG 1.1304968 1.1128360 1.0863402 29.63 2
32 4995 VERSATL 1.1397084 1.1397084 1.1323594 52.89 2
33 9385 LAYHONG 1.1410767 1.1349367 1.1226677 4.23 2
34 8664 SPSETIA 1.1575856 1.1575856 1.1212243 14.86 2
35 6572 KWANTAS 1.1586406 1.1586406 1.1379527 36.80 2
36 5207 SBCCORP 1.1838135 1.1470505 1.0735248 42.34 2
37 5197 FLBHD 1.1841598 1.1708621 1.1708621 16.17 2
38 1783 SPB 1.1917670 1.1182845 1.0838401 30.51 2
39 5236 MATRIX 1.1962462 1.1878481 1.1500684 17.00 2
40 9172 FPI 1.2136965 1.2136965 1.2136965 27.43 2
41 5169 HOHUP 1.2147268 1.2147268 1.2147268 37.89 2
42 3905 MULPHA 1.2195183 1.2195183 1.1463469 39.06 2
43 3247 GUH 1.2261136 1.2261136 1.2023079 21.23 2
44 8206 ECOWLD 1.2313676 1.2313676 1.1567351 17.60 2
45 7016 CHUAN 1.2473762 1.2473762 1.2043630 19.77 2
46 0096 NEXGRAM 1.2500299 1.2500299 1.1250280 35.11 2
47 9423 CHEEWAH 1.2506860 1.2426708 1.2106030 4.03 2
48 5168 HARTA 1.2682903 1.2579001 1.2391883 22.57 2
49 1818 BURSA 1.2705938 1.2490232 1.2442329 16.66 2
50 0150 ASIABIO 1.2727795 1.2727795 1.2727795 18.66 2
51 5924 MTDACPI 1.2741947 1.2741947 1.2419414 15.26 2
52 1643 LANDMRK 1.2972751 1.2972751 1.1824153 31.26 2
53 0080 RAYA 1.3076595 1.3076595 1.2820191 19.46 2
54 0158 SCC 1.3477687 1.3418779 1.2947894 12.43 2
55 3948 DUTALND 1.3499166 1.3499166 1.3499166 42.34 2
56 6815 EUPE 1.3718273 1.3333599 1.3205375 15.83 2
57 5797 CHOOBEE 1.3722439 1.3722439 1.1778096 26.49 2
58 7195 COMCORP 1.3916054 1.3426523 1.2867063 43.43 2
59 2208 PTGTIN 1.3958552 1.3958552 1.3958552 24.60 2
60 7471 EDEN 1.3999677 1.3249742 1.2749698 25.34 2
61 7087 MAGNI 1.4055415 1.4055415 1.3932116 15.06 2
62 5277 FPGROUP 1.4166567 1.4166567 1.3181758 18.37 2
63 0178 SEDANIA 1.4385491 1.3777663 1.3777663 23.94 2
64 5371 KIMHIN 1.4548406 1.4230775 1.4167249 3.91 2
65 0091 DAYA 1.4999176 1.4999176 1.4165936 14.69 2
66 7099 ATTA 1.5011843 1.4750754 1.4489723 4.11 2
67 5098 MASTEEL 1.5431998 1.5431998 1.4197393 25.06 2
68 0055 SERSOL 1.5769861 1.5000629 1.5385225 14.57 2
69 3662 MFLOUR 1.6075263 1.6075263 1.5194441 15.94 2
70 0002 KOTRA 1.6125278 1.5461367 1.5176759 6.77 2
71 5199 HIBISCS 1.6481812 1.6481812 1.6296567 21.83 2
72 0152 DGB 1.7143300 1.7143300 1.5714710 20.34 2
73 7035 CCK 1.8261548 1.6870258 1.6348575 25.66 2
74 7097 TAWIN 1.8750362 1.6250260 1.5750264 4.86 2
75 0018 ACCSOFT 1.8966284 1.8276528 1.7931701 18.23 2
76 5010 TONGHER 1.9397668 1.8978249 1.8768511 3.60 2
77 0053 OSKVI 1.9472554 1.9472554 1.8723609 38.74 2
78 0113 MMSV 1.9632261 1.8827571 1.7218485 2.14 2
79 5085 MUDAJYA 1.9633603 1.9633603 1.8414071 24.37 2
80 0074 GOCEAN 2.3333320 2.1999906 2.0666604 6.54 2
81 0120 VIS 4.0053909 3.2405551 3.1600373 3.91 2
[1] "Mean :0.3015 "
return
Min. :-0.8947
1st Qu.: 0.0383
Median : 0.1512
Mean : 0.2839
3rd Qu.: 0.3766
Max. : 3.5098
NA's :7
[1] "70 percentile return: 0.32179"
[1] "Number of stocks = 920; 0.28 return Percentile: 65.87"
Number of days since 2016/12/31 = 95
code. stock lastmod0 lastmod1 return rank
1 5151 HALEX 0.8792987 3.965502 3.509847 1
2 7002 NAKA 1.0000050 3.800053 2.800034 2
3 8745 LEWEKO 1.0476227 3.952209 2.772550 3
4 7143 STONE 0.3333332 1.238071 2.714214 4
5 8338 DATAPRP 1.1250189 4.000040 2.555531 5
6 7187 BKOON 1.2000041 4.149920 2.458255 6
7 0084 TECFAST 0.9743656 3.102735 2.184365 7
8 5068 LUSTER 0.9090873 2.727389 2.000140 8
9 8176 DENKO 1.1506886 3.451843 1.999806 9
10 0083 NOTION 1.2593407 3.655713 1.902878 10
11 0127 JHM 1.1310109 3.282615 1.902372 11
12 4235 LIONIND 1.0000040 2.888924 1.888912 12
13 0020 NETX 1.0000000 2.799942 1.799942 13
14 0120 VIS 1.4600030 4.005391 1.743413 14
15 5156 XDL 0.8333267 2.249961 1.699974 15
16 8117 POLY 0.7105304 1.868398 1.629582 16
17 4324 HENGYUAN 0.6677468 1.726914 1.586181 17
18 0116 FOCUS 1.1249868 2.874911 1.555506 18
19 5163 SEB 1.0370538 2.648135 1.553518 19
20 5172 KSTAR 0.9090912 2.272717 1.499987 20
21 7007 ARK 0.9655258 2.413736 1.499919 21
22 0051 CUSCAPI 0.9166647 2.291577 1.499907 22
23 0102 CONNECT 1.0869481 2.695679 1.480044 23
24 0181 AEMULUS 1.0769260 2.666657 1.476175 24
25 4456 DNEX 1.0000109 2.456443 1.456416 25
26 4758 ANCOM 0.9565133 2.347866 1.454608 26
27 7123 PWORTH 0.9999797 2.454546 1.454595 27
28 0079 ORION 0.9687436 2.375028 1.451658 28
29 0146 JFTECH 1.0000000 2.444367 1.444367 29
30 7160 PENTA 1.0305438 2.480915 1.407385 30
user system elapsed
77.97 2.80 86.45