SENERELECSPGDR REGS Risk Adjusted Performance

ECEA Stock

EUR 11.00 0.00 0.00%

SENERELECSPGDR REGS risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SENERELECSPGDR REGS 1 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

SENERELECSPGDR REGS 1 has current Risk Adjusted Performance of 0.0187.

RAP

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

RFR

0.0187

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

More Info All Equity Analysis

SENERELECSPGDR REGS Risk Adjusted Performance Peers Comparison

SENERELECSPGDR Risk Adjusted Performance Relative To Other Indicators

SENERELECSPGDR REGS 1 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 939.20 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SENERELECSPGDR REGS 1 is roughly 939.20

Compare SENERELECSPGDR REGS to Peers

Predict SENERELECSPGDR REGS

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.

Explore Investing Ideas

SENERELECSPGDR REGS Technical Signals

All SENERELECSPGDR REGS Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
	Pattern Recognition
	Price Transform
	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.0187
	Market Risk Adjusted Performance	(0.11)
	Mean Deviation	1.61
	Semi Deviation	2.48
	Downside Deviation	5.08
	Coefficient Of Variation	6561.26
	Standard Deviation	3.08
	Variance	9.51
	Information Ratio	(0.02)
	Jensen Alpha	0.0681
	Total Risk Alpha	(0.40)
	Sortino Ratio	(0.01)
	Treynor Ratio	(0.12)
	Maximum Drawdown	17.56
	Value At Risk	(4.76)
	Potential Upside	5.77
	Downside Variance	25.8
	Semi Variance	6.15
	Expected Short fall	(3.58)
	Skewness	(0.08)
	Kurtosis	3.66

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC