Intuitive Surgical Risk Adjusted Performance
ISRG Stock | USD 536.55 11.32 2.07% |
Intuitive |
| = | 0.0885 |
ER[a] | = | Expected return on investing in Intuitive Surgical |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Intuitive Surgical Risk Adjusted Performance Peers Comparison
Intuitive Risk Adjusted Performance Relative To Other Indicators
Intuitive Surgical is rated third overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 134.95 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Intuitive Surgical is roughly 134.95
Risk Adjusted Performance |
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Intuitive Surgical Technical Signals
All Intuitive Surgical Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0885 | |||
Market Risk Adjusted Performance | 0.2872 | |||
Mean Deviation | 1.06 | |||
Semi Deviation | 0.9865 | |||
Downside Deviation | 1.11 | |||
Coefficient Of Variation | 923.26 | |||
Standard Deviation | 1.67 | |||
Variance | 2.8 | |||
Information Ratio | 0.0302 | |||
Jensen Alpha | 0.0967 | |||
Total Risk Alpha | (0.09) | |||
Sortino Ratio | 0.0455 | |||
Treynor Ratio | 0.2772 | |||
Maximum Drawdown | 11.94 | |||
Value At Risk | (1.87) | |||
Potential Upside | 2.03 | |||
Downside Variance | 1.23 | |||
Semi Variance | 0.9732 | |||
Expected Short fall | (1.27) | |||
Skewness | 3.11 | |||
Kurtosis | 17.49 |