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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
2007.6%
16.77%
-GlobalYearLast 25
-23.69%
16.77%
5
+GlobalYearTop 25
89.04%
16.78%
-GlobalYearLast 10
-31.21%
16.78%
A
+GlobalYearTop 10
115.59%
15.48%
-IndustryMonthLast 5
0.58%
1.39%

Kappa Ratio

A ratio of the returns’ percent change to a 1% change in the expected price volatility (also called implied volatility). We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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