Manhattan Associates Risk Adjusted Performance
MANH Stock | USD 290.74 10.34 3.69% |
Manhattan |
| = | 0.0613 |
ER[a] | = | Expected return on investing in Manhattan Associates |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Manhattan Associates Risk Adjusted Performance Peers Comparison
Manhattan Risk Adjusted Performance Relative To Other Indicators
Manhattan Associates 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 171.22 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Manhattan Associates is roughly 171.22
Risk Adjusted Performance |
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Manhattan Associates Technical Signals
All Manhattan Associates Technical Indicators
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Risk Adjusted Performance | 0.0613 | |||
Market Risk Adjusted Performance | 0.0911 | |||
Mean Deviation | 1.29 | |||
Semi Deviation | 1.9 | |||
Downside Deviation | 2.04 | |||
Coefficient Of Variation | 1382.65 | |||
Standard Deviation | 1.84 | |||
Variance | 3.38 | |||
Information Ratio | 0.0012 | |||
Jensen Alpha | (0.06) | |||
Total Risk Alpha | (0.17) | |||
Sortino Ratio | 0.0011 | |||
Treynor Ratio | 0.0811 | |||
Maximum Drawdown | 10.5 | |||
Value At Risk | (2.66) | |||
Potential Upside | 2.53 | |||
Downside Variance | 4.15 | |||
Semi Variance | 3.61 | |||
Expected Short fall | (1.31) | |||
Skewness | (0.77) | |||
Kurtosis | 3.69 |