Hi,
As some of you might know I currently administer a website called CEOfyi which is a unique CEO tenure tracking website which tracks public CEO performance metrics. I posted about it on the forums originally here.
I just now added an exciting new feature which "backtests" the up-to-date historical performance of the stock while the CEO was in office, against a variety of advanced Quantative metrics. I suspected some CEOs have a pretty tortured relationship with their stock price, while others might have a Midas touch. But I wanted to prove it - with data - and now it's done! Here are the Quantative metrics we're calculating, updated daily:
Oh the url is: CEOfyi
As some of you might know I currently administer a website called CEOfyi which is a unique CEO tenure tracking website which tracks public CEO performance metrics. I posted about it on the forums originally here.
I just now added an exciting new feature which "backtests" the up-to-date historical performance of the stock while the CEO was in office, against a variety of advanced Quantative metrics. I suspected some CEOs have a pretty tortured relationship with their stock price, while others might have a Midas touch. But I wanted to prove it - with data - and now it's done! Here are the Quantative metrics we're calculating, updated daily:
- Downside Deviation
- Kelly Ratio
- Average Length Drawdown
- Average Drawdown
- Maximum Drawdown
- Drawdown Deviation
- Upside Risk
Oh the url is: CEOfyi
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