Tecom Risk Adjusted Performance
| 2321 Stock | | | TWD 12.85 0.50 4.05% |
Risk Adjusted Performance for Tecom Co is tracked, covering the current reading, formula details, and peer comparison data. Cross-instrument Risk Adjusted Performance comparisons are available through
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Tecom Volatility and
Tecom Price History provide added context for Tecom.
Current Risk Adjusted Performance Value
At
-0.16, Tecom exhibits slightly negative risk-adjusted return in Risk Adjusted Performance. Tecom's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.16 | |
Risk Adjusted Performance Peers Comparison
Tecom falls below the 0.11 peer average for Risk Adjusted Performance. Chi Cheng Enterprise leads at 0.2458 while Empower Technology registers the lowest at -0.0729. Tecom's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Tecom and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Tecom to PeersMethodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Tecom is -0.16. Risk Adjusted Performance for Tecom is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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