Lattice Semiconductor Risk Adjusted Performance
LSCC Stock | USD 64.42 1.03 1.62% |
Lattice |
| = | 0.0809 |
ER[a] | = | Expected return on investing in Lattice Semiconductor |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Lattice Semiconductor Risk Adjusted Performance Peers Comparison
Lattice Risk Adjusted Performance Relative To Other Indicators
Lattice Semiconductor is rated second overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 157.66 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Lattice Semiconductor is roughly 157.67
Risk Adjusted Performance |
Compare Lattice Semiconductor to Peers |
Thematic Opportunities
Explore Investment Opportunities
Lattice Semiconductor Technical Signals
All Lattice Semiconductor Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0809 | |||
Market Risk Adjusted Performance | 0.235 | |||
Mean Deviation | 2.18 | |||
Semi Deviation | 2.47 | |||
Downside Deviation | 2.7 | |||
Coefficient Of Variation | 964.6 | |||
Standard Deviation | 2.81 | |||
Variance | 7.91 | |||
Information Ratio | 0.0997 | |||
Jensen Alpha | 0.2802 | |||
Total Risk Alpha | 0.2772 | |||
Sortino Ratio | 0.1039 | |||
Treynor Ratio | 0.225 | |||
Maximum Drawdown | 12.76 | |||
Value At Risk | (3.80) | |||
Potential Upside | 4.91 | |||
Downside Variance | 7.29 | |||
Semi Variance | 6.08 | |||
Expected Short fall | (2.27) | |||
Skewness | 0.1922 | |||
Kurtosis | 0.0631 |