Mirion Technologies Risk Adjusted Performance
MIR Stock | USD 15.84 0.27 1.73% |
Mirion |
| = | 0.0501 |
ER[a] | = | Expected return on investing in Mirion Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Mirion Technologies Risk Adjusted Performance Peers Comparison
Mirion Risk Adjusted Performance Relative To Other Indicators
Mirion 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 494.70 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mirion Technologies is roughly 494.70
Risk Adjusted Performance |
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Mirion Technologies Technical Signals
All Mirion Technologies Technical Indicators
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Risk Adjusted Performance | 0.0501 | |||
Market Risk Adjusted Performance | 0.1639 | |||
Mean Deviation | 2.28 | |||
Semi Deviation | 4.06 | |||
Downside Deviation | 4.31 | |||
Coefficient Of Variation | 1974.1 | |||
Standard Deviation | 3.48 | |||
Variance | 12.14 | |||
Information Ratio | 0.0281 | |||
Jensen Alpha | 0.0922 | |||
Total Risk Alpha | (0.12) | |||
Sortino Ratio | 0.0227 | |||
Treynor Ratio | 0.1539 | |||
Maximum Drawdown | 24.78 | |||
Value At Risk | (3.61) | |||
Potential Upside | 4.23 | |||
Downside Variance | 18.62 | |||
Semi Variance | 16.51 | |||
Expected Short fall | (2.42) | |||
Skewness | (2.78) | |||
Kurtosis | 14.96 |