Dayamitra Telekomunikasi Risk Adjusted Performance
MTEL Stock | 670.00 5.00 0.75% |
Dayamitra |
| = | 0.0461 |
ER[a] | = | Expected return on investing in Dayamitra Telekomunikasi |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Dayamitra Telekomunikasi Risk Adjusted Performance Peers Comparison
Dayamitra Risk Adjusted Performance Relative To Other Indicators
Dayamitra Telekomunikasi PT is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 203.28 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dayamitra Telekomunikasi PT is roughly 203.28
Risk Adjusted Performance |
Compare Dayamitra Telekomunikasi to Peers |
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Dayamitra Telekomunikasi Technical Signals
All Dayamitra Telekomunikasi Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0461 | |||
Market Risk Adjusted Performance | (0.28) | |||
Mean Deviation | 1.21 | |||
Semi Deviation | 1.14 | |||
Downside Deviation | 1.49 | |||
Coefficient Of Variation | 2045.3 | |||
Standard Deviation | 1.71 | |||
Variance | 2.93 | |||
Information Ratio | 0.0029 | |||
Jensen Alpha | 0.0912 | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | 0.0033 | |||
Treynor Ratio | (0.29) | |||
Maximum Drawdown | 9.37 | |||
Value At Risk | (2.33) | |||
Potential Upside | 3.6 | |||
Downside Variance | 2.22 | |||
Semi Variance | 1.31 | |||
Expected Short fall | (1.91) | |||
Skewness | 1.23 | |||
Kurtosis | 2.54 |