Bank of America Risk Adjusted Performance

BAC-PE Preferred Stock

USD 24.11 0.03 0.12%

Bank of America risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Bank of America or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Bank of America has current Risk Adjusted Performance of 0.0296.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0296

ER[a]	=	Expected return on investing in Bank of America
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Bank of America Risk Adjusted Performance Peers Comparison

Bank Risk Adjusted Performance Relative To Other Indicators

Bank of America is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 87.78 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Bank of America is roughly 87.78

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Bank of America Technical Signals

All Bank of America Technical Indicators

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	Risk Adjusted Performance	0.0296
	Market Risk Adjusted Performance	(0.59)
	Mean Deviation	0.3683
	Semi Deviation	0.5124
	Downside Deviation	0.584
	Coefficient Of Variation	2158.46
	Standard Deviation	0.4908
	Variance	0.2409
	Information Ratio	(0.15)
	Jensen Alpha	0.0145
	Total Risk Alpha	(0.04)
	Sortino Ratio	(0.12)
	Treynor Ratio	(0.60)
	Maximum Drawdown	2.6
	Value At Risk	(0.83)
	Potential Upside	0.7095
	Downside Variance	0.3411
	Semi Variance	0.2626
	Expected Short fall	(0.38)
	Skewness	(0.97)
	Kurtosis	2.47

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