Inspira Technologies Risk Adjusted Performance
IINNW Stock | USD 0.26 0.01 4.00% |
Inspira |
| = | 0.0362 |
ER[a] | = | Expected return on investing in Inspira Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Inspira Technologies Risk Adjusted Performance Peers Comparison
Inspira Risk Adjusted Performance Relative To Other Indicators
Inspira Technologies Oxy 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 4,182 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Inspira Technologies Oxy is roughly 4,182
Risk Adjusted Performance |
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Inspira Technologies Technical Signals
All Inspira Technologies Technical Indicators
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Risk Adjusted Performance | 0.0362 | |||
Market Risk Adjusted Performance | 0.183 | |||
Mean Deviation | 9.26 | |||
Semi Deviation | 11.11 | |||
Downside Deviation | 16.7 | |||
Coefficient Of Variation | 3130.43 | |||
Standard Deviation | 18.16 | |||
Variance | 329.82 | |||
Information Ratio | 0.0264 | |||
Jensen Alpha | 0.2738 | |||
Total Risk Alpha | (1.38) | |||
Sortino Ratio | 0.0288 | |||
Treynor Ratio | 0.173 | |||
Maximum Drawdown | 151.39 | |||
Value At Risk | (20.69) | |||
Potential Upside | 21.74 | |||
Downside Variance | 279.0 | |||
Semi Variance | 123.41 | |||
Expected Short fall | (15.86) | |||
Skewness | 3.33 | |||
Kurtosis | 20.75 |