Akamai Technologies, Risk Adjusted Performance
A1KA34 Stock | BRL 45.52 0.06 0.13% |
Akamai |
| = | 0.0104 |
ER[a] | = | Expected return on investing in Akamai Technologies, |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Akamai Technologies, Risk Adjusted Performance Peers Comparison
Akamai Risk Adjusted Performance Relative To Other Indicators
Akamai Technologies, is rated below average in risk adjusted performance category among its peers. It is rated below average in maximum drawdown category among its peers reporting about 1,485 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Akamai Technologies, is roughly 1,485
Risk Adjusted Performance |
Compare Akamai Technologies, to Peers |
Thematic Opportunities
Explore Investment Opportunities
Akamai Technologies, Technical Signals
All Akamai Technologies, 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 | 0.0104 | |||
Market Risk Adjusted Performance | (0.02) | |||
Mean Deviation | 1.17 | |||
Semi Deviation | 2.06 | |||
Downside Deviation | 3.44 | |||
Coefficient Of Variation | 21965.07 | |||
Standard Deviation | 2.48 | |||
Variance | 6.17 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.0022 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | (0.03) | |||
Maximum Drawdown | 15.45 | |||
Value At Risk | (3.97) | |||
Potential Upside | 3.77 | |||
Downside Variance | 11.86 | |||
Semi Variance | 4.26 | |||
Expected Short fall | (2.59) | |||
Skewness | (0.71) | |||
Kurtosis | 9.9 |