Guaranty Bancshares, Risk Adjusted Performance
GNTY Stock | USD 36.82 0.50 1.34% |
Guaranty |
| = | 0.0598 |
ER[a] | = | Expected return on investing in Guaranty Bancshares, |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Guaranty Bancshares, Risk Adjusted Performance Peers Comparison
Guaranty Risk Adjusted Performance Relative To Other Indicators
Guaranty Bancshares, is rated # 5 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 194.72 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Guaranty Bancshares, is roughly 194.72
Risk Adjusted Performance |
Compare Guaranty Bancshares, to Peers |
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Guaranty Bancshares, Technical Signals
All Guaranty Bancshares, Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0598 | |||
Market Risk Adjusted Performance | 0.0935 | |||
Mean Deviation | 1.76 | |||
Semi Deviation | 2.31 | |||
Downside Deviation | 2.39 | |||
Coefficient Of Variation | 1438.09 | |||
Standard Deviation | 2.29 | |||
Variance | 5.24 | |||
Information Ratio | 0.0094 | |||
Jensen Alpha | (0.08) | |||
Total Risk Alpha | (0.23) | |||
Sortino Ratio | 0.009 | |||
Treynor Ratio | 0.0835 | |||
Maximum Drawdown | 11.64 | |||
Value At Risk | (3.89) | |||
Potential Upside | 2.8 | |||
Downside Variance | 5.72 | |||
Semi Variance | 5.36 | |||
Expected Short fall | (1.77) | |||
Skewness | (0.02) | |||
Kurtosis | 1.44 |