INtRON Biotechnology Risk Adjusted Performance

048530 Stock

KRW 5,690 190.00 3.45%

INtRON Biotechnology risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for iNtRON Biotechnology or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

iNtRON Biotechnology has current Risk Adjusted Performance of 0.017.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.017

ER[a]	=	Expected return on investing in INtRON Biotechnology
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

More Info All Equity Analysis

INtRON Biotechnology Risk Adjusted Performance Peers Comparison

INtRON Risk Adjusted Performance Relative To Other Indicators

iNtRON Biotechnology is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,185 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for iNtRON Biotechnology is roughly 1,185

Compare INtRON Biotechnology to Peers

Predict INtRON Biotechnology

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.

Explore Investing Ideas

INtRON Biotechnology Technical Signals

All INtRON Biotechnology Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
	Pattern Recognition
	Price Transform
	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.017
	Market Risk Adjusted Performance	(0.04)
	Mean Deviation	2.27
	Semi Deviation	3.19
	Downside Deviation	3.61
	Coefficient Of Variation	8936.73
	Standard Deviation	3.55
	Variance	12.58
	Information Ratio	(0.01)
	Jensen Alpha	0.0686
	Total Risk Alpha	(0.26)
	Sortino Ratio	(0.01)
	Treynor Ratio	(0.05)
	Maximum Drawdown	20.15
	Value At Risk	(3.54)
	Potential Upside	6.5
	Downside Variance	13.05
	Semi Variance	10.19
	Expected Short fall	(3.23)
	Skewness	(0.97)
	Kurtosis	6.73

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC