Chung Hwa Risk Adjusted Performance
| 4205 Stock | | | TWD 74.00 0.10 0.14% |
This reference presents Risk Adjusted Performance data for Chung Hwa Food, including the current value, historical trend, and peer comparisons.
Chung Hwa Volatility together with
Chung Hwa Price History extends the research frame for Chung Hwa.
Current Risk Adjusted Performance Value
With Risk Adjusted Performance at
-0.13, Chung Hwa shows slightly negative risk-adjusted return. Chung Hwa's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.13 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Chung Hwa's Risk Adjusted Performance is below the group average of -0.01. Peer readings range from -0.2926 (Wei Chuan Foods) to 0.1442 (Yuen Foong Yu), reflecting tight clustering across the sector. Chung Hwa'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 Chung Hwa 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 Chung Hwa to PeersMethodology, Assumptions & Data Sources
Chung Hwa has a current Risk Adjusted Performance reading of -0.13. The Risk Adjusted Performance for Chung Hwa applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
Other Technical Indicators