CrossFirst Bankshares Risk Adjusted Performance

CFB Stock

USD 17.51 0.28 1.63%

CrossFirst Bankshares risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for CrossFirst Bankshares 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

CrossFirst Bankshares has current Risk Adjusted Performance of 0.0193.

RAP

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

RFR

0.0193

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

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CrossFirst Bankshares Risk Adjusted Performance Peers Comparison

CrossFirst Risk Adjusted Performance Relative To Other Indicators

CrossFirst Bankshares is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 942.81 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CrossFirst Bankshares is roughly 942.81

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CrossFirst Bankshares Technical Signals

All CrossFirst Bankshares Technical Indicators

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	Risk Adjusted Performance	0.0193
	Market Risk Adjusted Performance	0.0243
	Mean Deviation	1.64
	Semi Deviation	1.74
	Downside Deviation	1.8
	Coefficient Of Variation	6149.78
	Standard Deviation	2.55
	Variance	6.49
	Information Ratio	(0.02)
	Jensen Alpha	(0.16)
	Total Risk Alpha	(0.26)
	Sortino Ratio	(0.03)
	Treynor Ratio	0.0143
	Maximum Drawdown	18.2
	Value At Risk	(3.00)
	Potential Upside	3.9
	Downside Variance	3.24
	Semi Variance	3.03
	Expected Short fall	(2.12)
	Skewness	2.33
	Kurtosis	10.66

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