Keysight Technologies Risk Adjusted Performance
KEYS Stock | USD 165.69 0.61 0.37% |
Keysight |
| = | 0.0413 |
ER[a] | = | Expected return on investing in Keysight Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Keysight Technologies Risk Adjusted Performance Peers Comparison
Keysight Risk Adjusted Performance Relative To Other Indicators
Keysight Technologies 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 301.15 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Keysight Technologies is roughly 301.15
Risk Adjusted Performance |
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Keysight Technologies Technical Signals
All Keysight Technologies Technical Indicators
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Risk Adjusted Performance | 0.0413 | |||
Market Risk Adjusted Performance | 0.1008 | |||
Mean Deviation | 1.3 | |||
Semi Deviation | 1.53 | |||
Downside Deviation | 1.59 | |||
Coefficient Of Variation | 2338.56 | |||
Standard Deviation | 1.86 | |||
Variance | 3.47 | |||
Information Ratio | 0.0268 | |||
Jensen Alpha | 0.0545 | |||
Total Risk Alpha | 0.0257 | |||
Sortino Ratio | 0.0315 | |||
Treynor Ratio | 0.0908 | |||
Maximum Drawdown | 12.44 | |||
Value At Risk | (2.43) | |||
Potential Upside | 2.63 | |||
Downside Variance | 2.52 | |||
Semi Variance | 2.35 | |||
Expected Short fall | (1.38) | |||
Skewness | 1.55 | |||
Kurtosis | 6.44 |