Addex Therapeutics Risk Adjusted Performance
| ADXN Stock | | | USD 7.01 0.16 2.34% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Addex Therapeutics's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Addex Therapeutics has a Risk Adjusted Performance of 2.0E-4, indicating positive but modest risk-adjusted return. Addex Therapeutics has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 2.0E-4 | |
Risk Adjusted Performance Peers Comparison
Addex Therapeutics falls above the -0.01 peer average for Risk Adjusted Performance. Cardio Diagnostics Holdings leads at 0.0981 while Adial Pharmaceuticals registers the lowest at -0.286. Addex Therapeutics's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Addex Therapeutics 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.
Addex Therapeutics shows nearly
112,600 of Maximum Drawdown per unit of Risk Adjusted Performance (
0.00 versus
22.52 ). This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Addex Therapeutics.
Methodology, Assumptions & Data Sources
Addex Therapeutics has a current Risk Adjusted Performance reading of 2.0E-4. The Risk Adjusted Performance for Addex Therapeutics applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Addex Therapeutics operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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