Joint Stock Risk Adjusted Performance
| KSPI Stock | | | 85.90 -0.79 -0.91% |
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 Joint Stock's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.0929, Joint Stock exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. Joint Stock has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0929 | |
Risk Adjusted Performance Peers Comparison
Joint Stock's Risk Adjusted Performance of 0.0929 falls above the 0.03 peer average. Values range from -0.0712 (Klarna Group plc) to 0.1636 (Akamai Technologies), with wide dispersion across the group. Joint Stock'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 Joint Stock 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.
At
0.09 for Risk Adjusted Performance and
14.94 for Maximum Drawdown, Joint Stock's cross-indicator ratio sits almost
160.83 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Joint Stock.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Joint Stock is 0.0929. The Risk Adjusted Performance for Joint Stock is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Joint Stock operates in the financials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators