Corning Incorporated Risk Adjusted Performance

GLW Stock

USD 49.84 0.60 1.22%

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

Corning Incorporated has current Risk Adjusted Performance of 0.0726.

RAP

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

RFR

0.0726

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.

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Corning Incorporated Risk Adjusted Performance Peers Comparison

Corning Risk Adjusted Performance Relative To Other Indicators

Corning Incorporated 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 102.60 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Corning Incorporated is roughly 102.60

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Corning Incorporated Technical Signals

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	Cycle Indicators
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	Risk Adjusted Performance	0.0726
	Market Risk Adjusted Performance	0.3055
	Mean Deviation	1.07
	Semi Deviation	1.22
	Downside Deviation	1.31
	Coefficient Of Variation	1217.39
	Standard Deviation	1.37
	Variance	1.88
	Information Ratio	0.0605
	Jensen Alpha	0.0959
	Total Risk Alpha	0.0704
	Sortino Ratio	0.0634
	Treynor Ratio	0.2955
	Maximum Drawdown	7.45
	Value At Risk	(2.28)
	Potential Upside	2.02
	Downside Variance	1.72
	Semi Variance	1.49
	Expected Short fall	(1.15)
	Skewness	0.2845
	Kurtosis	0.8931

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