Corning Incorporated Risk Adjusted Performance
GLW Stock | EUR 49.70 0.41 0.83% |
Corning |
| = | 0.0638 |
ER[a] | = | Expected return on investing in Corning Incorporated |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Corning Incorporated Risk Adjusted Performance Peers Comparison
Corning Risk Adjusted Performance Relative To Other Indicators
Corning Incorporated is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 229.68 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Corning Incorporated is roughly 229.68
Risk Adjusted Performance |
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Corning Incorporated Technical Signals
All Corning Incorporated Technical Indicators
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Risk Adjusted Performance | 0.0638 | |||
Market Risk Adjusted Performance | 0.2659 | |||
Mean Deviation | 1.27 | |||
Semi Deviation | 1.85 | |||
Downside Deviation | 2.05 | |||
Coefficient Of Variation | 1278.38 | |||
Standard Deviation | 2.02 | |||
Variance | 4.06 | |||
Information Ratio | 0.0757 | |||
Jensen Alpha | 0.1504 | |||
Total Risk Alpha | 0.1609 | |||
Sortino Ratio | 0.0743 | |||
Treynor Ratio | 0.2559 | |||
Maximum Drawdown | 14.65 | |||
Value At Risk | (1.92) | |||
Potential Upside | 3.36 | |||
Downside Variance | 4.21 | |||
Semi Variance | 3.41 | |||
Expected Short fall | (1.46) | |||
Skewness | (1.00) | |||
Kurtosis | 8.72 |