Kingsignal Technology Risk Adjusted Performance
300252 Stock | 8.99 0.03 0.33% |
Kingsignal |
| = | 0.0977 |
ER[a] | = | Expected return on investing in Kingsignal Technology |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Kingsignal Technology Risk Adjusted Performance Peers Comparison
Kingsignal Risk Adjusted Performance Relative To Other Indicators
Kingsignal Technology Co is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 352.75 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Kingsignal Technology Co is roughly 352.75
Risk Adjusted Performance |
Compare Kingsignal Technology to Peers |
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Kingsignal Technology Technical Signals
All Kingsignal Technology Technical Indicators
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Risk Adjusted Performance | 0.0977 | |||
Market Risk Adjusted Performance | (0.92) | |||
Mean Deviation | 3.1 | |||
Semi Deviation | 4.12 | |||
Downside Deviation | 4.49 | |||
Coefficient Of Variation | 858.64 | |||
Standard Deviation | 4.67 | |||
Variance | 21.81 | |||
Information Ratio | 0.0885 | |||
Jensen Alpha | 0.6035 | |||
Total Risk Alpha | (0.20) | |||
Sortino Ratio | 0.092 | |||
Treynor Ratio | (0.93) | |||
Maximum Drawdown | 34.46 | |||
Value At Risk | (5.35) | |||
Potential Upside | 6.33 | |||
Downside Variance | 20.16 | |||
Semi Variance | 17.01 | |||
Expected Short fall | (3.29) | |||
Skewness | 0.5249 | |||
Kurtosis | 5.42 |