Digihost Technology Risk Adjusted Performance
DGHI Stock | USD 3.41 0.25 6.83% |
Digihost |
| = | 0.1835 |
ER[a] | = | Expected return on investing in Digihost Technology |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Digihost Technology Risk Adjusted Performance Peers Comparison
Digihost Risk Adjusted Performance Relative To Other Indicators
Digihost Technology is rated # 2 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 214.93 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Digihost Technology is roughly 214.93
Risk Adjusted Performance |
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Digihost Technology Technical Signals
All Digihost Technology Technical Indicators
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Risk Adjusted Performance | 0.1835 | |||
Market Risk Adjusted Performance | 0.745 | |||
Mean Deviation | 7.28 | |||
Semi Deviation | 5.78 | |||
Downside Deviation | 6.52 | |||
Coefficient Of Variation | 480.96 | |||
Standard Deviation | 9.01 | |||
Variance | 81.09 | |||
Information Ratio | 0.1992 | |||
Jensen Alpha | 1.69 | |||
Total Risk Alpha | 1.12 | |||
Sortino Ratio | 0.2752 | |||
Treynor Ratio | 0.735 | |||
Maximum Drawdown | 39.44 | |||
Value At Risk | (10.18) | |||
Potential Upside | 16.35 | |||
Downside Variance | 42.48 | |||
Semi Variance | 33.44 | |||
Expected Short fall | (9.41) | |||
Skewness | 0.7798 | |||
Kurtosis | 0.8796 |