Freightcar America Risk Adjusted Performance
RAIL Stock | USD 9.45 0.20 2.07% |
Freightcar |
| = | 0.1168 |
ER[a] | = | Expected return on investing in Freightcar America |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Freightcar America Risk Adjusted Performance Peers Comparison
Freightcar Risk Adjusted Performance Relative To Other Indicators
Freightcar America is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 424.06 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Freightcar America is roughly 424.06
Risk Adjusted Performance |
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Freightcar America Technical Signals
All Freightcar America Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.1168 | |||
Market Risk Adjusted Performance | 0.9016 | |||
Mean Deviation | 5.6 | |||
Semi Deviation | 7.67 | |||
Downside Deviation | 8.4 | |||
Coefficient Of Variation | 711.41 | |||
Standard Deviation | 7.67 | |||
Variance | 58.78 | |||
Information Ratio | 0.1235 | |||
Jensen Alpha | 0.923 | |||
Total Risk Alpha | (0.14) | |||
Sortino Ratio | 0.1127 | |||
Treynor Ratio | 0.8916 | |||
Maximum Drawdown | 49.53 | |||
Value At Risk | (9.73) | |||
Potential Upside | 10.76 | |||
Downside Variance | 70.59 | |||
Semi Variance | 58.84 | |||
Expected Short fall | (6.16) | |||
Skewness | (1.50) | |||
Kurtosis | 6.47 |