H M Risk Adjusted Performance

HMSB Stock  EUR 13.47  0.20  1.51%   
H M risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for H M Hennes 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
  
H M Hennes has current Risk Adjusted Performance of 0.0754.

RAP

 = 

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

RFR

 = 
0.0754
ER[a] = Expected return on investing in H M
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

H M Risk Adjusted Performance Peers Comparison

HMSB Risk Adjusted Performance Relative To Other Indicators

H M Hennes is rated # 4 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  389.62  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for H M Hennes is roughly  389.62 
Compare H M to Peers

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