CyberTAN Technology Risk Adjusted Performance

3062 Stock

TWD 33.60 0.10 0.30%

CyberTAN Technology risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for CyberTAN Technology 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

CyberTAN Technology has current Risk Adjusted Performance of 0.0242.

RAP

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

RFR

0.0242

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

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CyberTAN Technology Risk Adjusted Performance Peers Comparison

CyberTAN Risk Adjusted Performance Relative To Other Indicators

CyberTAN Technology is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 780.01 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CyberTAN Technology is roughly 780.01

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CyberTAN Technology Technical Signals

All CyberTAN Technology Technical Indicators

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	Math Operators
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	Risk Adjusted Performance	0.0242
	Market Risk Adjusted Performance	(0.13)
	Mean Deviation	2.69
	Semi Deviation	2.77
	Downside Deviation	2.94
	Coefficient Of Variation	4699.04
	Standard Deviation	3.62
	Variance	13.11
	Information Ratio	(0.01)
	Jensen Alpha	0.1231
	Total Risk Alpha	(0.50)
	Sortino Ratio	(0.02)
	Treynor Ratio	(0.14)
	Maximum Drawdown	18.88
	Value At Risk	(4.40)
	Potential Upside	7.95
	Downside Variance	8.63
	Semi Variance	7.69
	Expected Short fall	(3.63)
	Skewness	0.7817
	Kurtosis	1.18

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