APG Securities Risk Adjusted Performance
| APG Stock | | | 4,950 30.00 0.61% |
The Risk Adjusted Performance profile for APG Securities below includes current and historical values with sector peer benchmarks. The value is best assessed relative to both the instrument's historical range and peer distribution.
APG Securities Volatility combined with
APG Securities Price History deepens the analysis for APG Securities.
Current Risk Adjusted Performance Value
APG Securities carries a Risk Adjusted Performance of
-0.35, consistent with slightly negative risk-adjusted return. APG Securities's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.35 | |
Risk Adjusted Performance Peers Comparison
APG Securities's Risk Adjusted Performance of -0.3518 falls below the -0.03 peer average. Values range from -0.0924 (Hanoi Beer Alcohol) to 0.0145 (Hai An Transport), with tight clustering across the group. APG Securities'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 APG Securities 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.
Compare APG Securities to PeersMethodology, Assumptions & Data Sources
APG Securities' Risk Adjusted Performance currently stands at -0.35. The Risk Adjusted Performance for APG Securities applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators