Milestone Scientific Risk Adjusted Performance
MLSS Stock | USD 1.18 0.06 5.36% |
Milestone |
| = | 0.0939 |
ER[a] | = | Expected return on investing in Milestone Scientific |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Milestone Scientific Risk Adjusted Performance Peers Comparison
Milestone Risk Adjusted Performance Relative To Other Indicators
Milestone Scientific is considered to be number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 383.32 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Milestone Scientific is roughly 383.32
Risk Adjusted Performance |
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Milestone Scientific Technical Signals
All Milestone Scientific Technical Indicators
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Risk Adjusted Performance | 0.0939 | |||
Market Risk Adjusted Performance | (0.75) | |||
Mean Deviation | 4.25 | |||
Semi Deviation | 4.34 | |||
Downside Deviation | 4.94 | |||
Coefficient Of Variation | 980.43 | |||
Standard Deviation | 6.38 | |||
Variance | 40.66 | |||
Information Ratio | 0.0973 | |||
Jensen Alpha | 0.657 | |||
Total Risk Alpha | 0.4902 | |||
Sortino Ratio | 0.1257 | |||
Treynor Ratio | (0.76) | |||
Maximum Drawdown | 35.99 | |||
Value At Risk | (7.89) | |||
Potential Upside | 9.88 | |||
Downside Variance | 24.4 | |||
Semi Variance | 18.85 | |||
Expected Short fall | (5.33) | |||
Skewness | 1.69 | |||
Kurtosis | 5.12 |