Rafael Microelectronics Risk Adjusted Performance
6568 Stock | TWD 154.00 14.00 10.00% |
Rafael |
| = | 0.0833 |
ER[a] | = | Expected return on investing in Rafael Microelectronics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Rafael Microelectronics Risk Adjusted Performance Peers Comparison
Rafael Risk Adjusted Performance Relative To Other Indicators
Rafael Microelectronics is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 163.00 of Maximum Drawdown per Risk Adjusted Performance.
Risk Adjusted Performance |
Compare Rafael Microelectronics to Peers |
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Rafael Microelectronics Technical Signals
All Rafael Microelectronics Technical Indicators
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Risk Adjusted Performance | 0.0833 | |||
Market Risk Adjusted Performance | 1.01 | |||
Mean Deviation | 1.64 | |||
Semi Deviation | 1.54 | |||
Downside Deviation | 2.0 | |||
Coefficient Of Variation | 1108.04 | |||
Standard Deviation | 2.48 | |||
Variance | 6.13 | |||
Information Ratio | 0.0708 | |||
Jensen Alpha | 0.2053 | |||
Total Risk Alpha | 0.1027 | |||
Sortino Ratio | 0.0878 | |||
Treynor Ratio | 0.9959 | |||
Maximum Drawdown | 13.58 | |||
Value At Risk | (2.87) | |||
Potential Upside | 3.85 | |||
Downside Variance | 3.99 | |||
Semi Variance | 2.36 | |||
Expected Short fall | (2.38) | |||
Skewness | 1.77 | |||
Kurtosis | 5.55 |