Hesai Group Risk Adjusted Performance
| HSAI Stock | | | 21.86 -0.59 -2.63% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Hesai Group's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
A Risk Adjusted Performance of 0.0099 for Hesai Group signals positive but modest risk-adjusted return. Hesai Group has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0099 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Hesai Group's Risk Adjusted Performance of 0.0099 is below the 0.05 group average. The range runs from -0.1036 (RH) to 0.1952 (CarGurus). Hesai Group's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Hesai Group and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
At
0.01 for Risk Adjusted Performance and
24.10 for Maximum Drawdown, Hesai Group's cross-indicator ratio sits almost
2,434 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Hesai Group.
Methodology, Assumptions & Data Sources
Hesai Group has a current Risk Adjusted Performance reading of 0.0099. Risk Adjusted Performance for Hesai Group is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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