Collapse All Expand All

You can use comparative indicators in order to make relative performance analysis of two data series.

1. Alpha Coefficient (Alpha)
2. Beta Coefficient (Beta)
3. Correlation (Cor)
4. Relative Strength, Comparative (RSC)
5. Sharpe Ratio (Sharpe)
6. Treynor Ratio (Treynor)
7. Jensen’s Alpha (JenAlpha)