Modine Manufacturing Risk Adjusted Performance

Stocks . USA . 
Stock . Modine Manufacturing
MOD Stock  USD 140.49  0.00  0.00%   
Modine Manufacturing risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Modine Manufacturing or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Modine Manufacturing has current Risk Adjusted Performance of 0.083.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.083
ER[a] = Expected return on investing in Modine Manufacturing
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.
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Modine Manufacturing Risk Adjusted Performance Peers Comparison

Modine Risk Adjusted Performance Relative To Other Indicators

Modine Manufacturing is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  259.03  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Modine Manufacturing is roughly  259.03 
Compare Modine Manufacturing to Peers

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Modine Manufacturing Technical Signals

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Risk Adjusted Performance0.083
Market Risk Adjusted Performance0.1339
Mean Deviation2.9
Semi Deviation3.54
Downside Deviation3.78
Coefficient Of Variation1006.68
Standard Deviation4.03
Variance16.27
Information Ratio0.0757
Jensen Alpha0.1214
Total Risk Alpha(0.07)
Sortino Ratio0.0807
Treynor Ratio0.1239
Maximum Drawdown21.5
Value At Risk(5.59)
Potential Upside7.69
Downside Variance14.32
Semi Variance12.52
Expected Short fall(3.04)
Skewness0.5203
Kurtosis2.32
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