Sirca – Risk Measurement Service

A quick post to let interested parties know that the December 2010 update for the quarterly Sirca Risk Management Service (RMS) is now being sent to RMS subscribers.

RMS provides risk measures and associated data for the senior security of all listed companies traded on the Australian Securities Exchange (ASX), including statistics like the standard deviation of the equity rate of return, OLS alpha and beta coefficients and their corresponding one standard error confidence intervals, the squared correlation coefficient from the regression, a test for the effects of thin trading on the OLS estimates, alpha and beta estimates (and corresponding confidence intervals) modified for the effects of thin trading by the Scholes-Williams tecnique.