Amazing Microelectronic Risk Adjusted Performance

6411 Stock

TWD 94.50 0.60 0.63%

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

Amazing Microelectronic has current Risk Adjusted Performance of 0.0301.

RAP

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

RFR

0.0301

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

More Info All Equity Analysis

Amazing Microelectronic Risk Adjusted Performance Peers Comparison

Amazing Risk Adjusted Performance Relative To Other Indicators

Amazing Microelectronic 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 331.67 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Amazing Microelectronic is roughly 331.67

Compare Amazing Microelectronic to Peers

Predict Amazing Microelectronic

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

Amazing Microelectronic Technical Signals

All Amazing Microelectronic 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	0.0301
	Market Risk Adjusted Performance	0.1268
	Mean Deviation	1.31
	Semi Deviation	1.29
	Downside Deviation	1.49
	Coefficient Of Variation	3147.13
	Standard Deviation	1.84
	Variance	3.38
	Information Ratio	(0.04)
	Jensen Alpha	(0)
	Total Risk Alpha	(0.24)
	Sortino Ratio	(0.05)
	Treynor Ratio	0.1168
	Maximum Drawdown	9.98
	Value At Risk	(2.65)
	Potential Upside	3.48
	Downside Variance	2.21
	Semi Variance	1.67
	Expected Short fall	(1.93)
	Skewness	1.19
	Kurtosis	2.78

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