ClearSign Combustion Risk Adjusted Performance
CLIR Stock | USD 1.22 0.03 2.52% |
ClearSign |
| = | 0.1023 |
ER[a] | = | Expected return on investing in ClearSign Combustion |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
ClearSign Combustion Risk Adjusted Performance Peers Comparison
ClearSign Risk Adjusted Performance Relative To Other Indicators
ClearSign Combustion is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 395.28 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for ClearSign Combustion is roughly 395.28
Risk Adjusted Performance |
Compare ClearSign Combustion to Peers |
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ClearSign Combustion Technical Signals
All ClearSign Combustion Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.1023 | |||
Market Risk Adjusted Performance | 1.06 | |||
Mean Deviation | 4.91 | |||
Semi Deviation | 4.63 | |||
Downside Deviation | 5.08 | |||
Coefficient Of Variation | 892.94 | |||
Standard Deviation | 6.85 | |||
Variance | 46.95 | |||
Information Ratio | 0.0974 | |||
Jensen Alpha | 0.6924 | |||
Total Risk Alpha | 0.0197 | |||
Sortino Ratio | 0.1313 | |||
Treynor Ratio | 1.05 | |||
Maximum Drawdown | 40.44 | |||
Value At Risk | (6.52) | |||
Potential Upside | 16.49 | |||
Downside Variance | 25.84 | |||
Semi Variance | 21.46 | |||
Expected Short fall | (7.17) | |||
Skewness | 0.9893 | |||
Kurtosis | 2.5 |