KSB Pumps Risk Adjusted Performance
| KSBP Stock | | | 196.92 -0.51 -0.26% |
This reference presents Risk Adjusted Performance data for KSB Pumps, including the current value, historical trend, and peer comparisons. The indicator updates with each completed session using end-of-day market data.
KSB Pumps Volatility and
KSB Pumps Price History offer additional context on KSB Pumps.
Current Risk Adjusted Performance Value
At 0.0476, KSB Pumps's Risk Adjusted Performance indicates positive but modest risk-adjusted return. KSB Pumps has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0476 | |
Risk Adjusted Performance Peers Comparison
KSB Pumps falls above the -0.02 peer average for Risk Adjusted Performance. Faysal Bank leads at 0.0082 while Standard Chartered Bank registers the lowest at -0.0498. KSB Pumps'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 KSB Pumps 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.
KSB Pumps's Maximum Drawdown of
18.36 runs about
385.62 times its Risk Adjusted Performance of
0.05 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for KSB Pumps.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for KSB Pumps is 0.0476. This Risk Adjusted Performance reading for KSB Pumps results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
Other Technical Indicators