TSEC Corp Risk Adjusted Performance
| 6443 Stock | | | TWD 39.95 -0.25 -0.62% |
This reference covers Risk Adjusted Performance for TSEC Corp, with current readings, historical data, and sector peer comparisons. Readings derive from end-of-day data and refresh with each new trading session.
TSEC Corp Volatility paired with
TSEC Corp Price History provides supplemental context on TSEC Corp.
Current Risk Adjusted Performance Value
TSEC Corp's Risk Adjusted Performance of 0.0332 reflects positive but modest risk-adjusted return. TSEC Corp has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0332 | |
Risk Adjusted Performance Peers Comparison
TSEC Corp's Risk Adjusted Performance of 0.0332 falls below the 0.05 peer average. Values range from -0.1399 (Hsinjing Holding Co) to 0.2819 (Win Win Precision), with wide dispersion across the group. TSEC Corp'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 TSEC Corp 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.
TSEC Corp produces
552.97 in Maximum Drawdown for each unit of Risk Adjusted Performance, with respective readings of
18.36 and
0.03 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for TSEC Corp.
Methodology, Assumptions & Data Sources
TSEC Corp has a current Risk Adjusted Performance reading of 0.0332. The Risk Adjusted Performance for TSEC Corp applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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