Biovica International Risk Adjusted Performance
BIOVIC-B | SEK 2.17 0.07 3.33% |
Biovica |
| = | 0.0492 |
ER[a] | = | Expected return on investing in Biovica International |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Biovica International Risk Adjusted Performance Peers Comparison
Biovica Risk Adjusted Performance Relative To Other Indicators
Biovica International AB is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 806.32 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Biovica International AB is roughly 806.32
Risk Adjusted Performance |
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Biovica International Technical Signals
All Biovica International Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0492 | |||
Market Risk Adjusted Performance | (0.54) | |||
Mean Deviation | 5.48 | |||
Semi Deviation | 6.4 | |||
Downside Deviation | 6.71 | |||
Coefficient Of Variation | 2074.1 | |||
Standard Deviation | 6.92 | |||
Variance | 47.91 | |||
Information Ratio | 0.0368 | |||
Jensen Alpha | 0.3641 | |||
Total Risk Alpha | (0.24) | |||
Sortino Ratio | 0.038 | |||
Treynor Ratio | (0.55) | |||
Maximum Drawdown | 39.67 | |||
Value At Risk | (10.00) | |||
Potential Upside | 9.57 | |||
Downside Variance | 45.07 | |||
Semi Variance | 40.97 | |||
Expected Short fall | (6.57) | |||
Skewness | (0.29) | |||
Kurtosis | 0.7794 |