Charter Communications Risk Adjusted Performance

CHTR Stock

USD 389.12 4.28 1.11%

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

Charter Communications has current Risk Adjusted Performance of 0.0693.

RAP

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

RFR

0.0693

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

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Charter Communications Risk Adjusted Performance Peers Comparison

Charter Risk Adjusted Performance Relative To Other Indicators

Charter Communications 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 224.23 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Charter Communications is roughly 224.23

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Charter Communications Technical Signals

All Charter Communications Technical Indicators

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	Risk Adjusted Performance	0.0693
	Market Risk Adjusted Performance	0.1616
	Mean Deviation	1.64
	Semi Deviation	1.53
	Downside Deviation	1.71
	Coefficient Of Variation	1206.25
	Standard Deviation	2.41
	Variance	5.83
	Information Ratio	0.0434
	Jensen Alpha	0.083
	Total Risk Alpha	(0.08)
	Sortino Ratio	0.0614
	Treynor Ratio	0.1516
	Maximum Drawdown	15.54
	Value At Risk	(2.95)
	Potential Upside	3.63
	Downside Variance	2.91
	Semi Variance	2.33
	Expected Short fall	(1.99)
	Skewness	1.98
	Kurtosis	7.89

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