HealthStream Risk Adjusted Performance
| HSTM Stock | | | USD 23.15 -1.21 -4.97% |
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 HealthStream's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The Risk Adjusted Performance of 0.0951 for HealthStream indicates positive but modest risk-adjusted return. HealthStream has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0951 | |
Risk Adjusted Performance Peers Comparison
HealthStream's Risk Adjusted Performance of 0.0951 falls above the 0.05 peer average. Values range from -0.0482 (Myriad Genetics) to 0.1709 (Day One Biopharmaceuticals), with wide dispersion across the group. HealthStream's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for HealthStream 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.
HealthStream shows nearly
93.54 of Maximum Drawdown per unit of Risk Adjusted Performance (
0.10 versus
8.90 ). This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for HealthStream.
Methodology, Assumptions & Data Sources
HealthStream's Risk Adjusted Performance currently stands at 0.0951. HealthStream's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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