Volatility averaged over 5 days of
L over the past 3 years.Return distribution of L over
the past 3 years.
Correlation of L with market
return over the past 3 years.Correlation of L with market
return over time for the past 3 years.Development of beta for L for
the past 3 years.
Correlation of L with sector
returns over the past 3 years.Linear regression coefficients of
L with sector returns over the past 3 years.