ReShape Lifesciences Risk Adjusted Performance
RSLS Stock | USD 0.38 0.07 22.58% |
| = | 0.0337 |
ER[a] | = | Expected return on investing in ReShape Lifesciences |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
ReShape Lifesciences Risk Adjusted Performance Peers Comparison
ReShape Risk Adjusted Performance Relative To Other Indicators
ReShape Lifesciences 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 12,266 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for ReShape Lifesciences is roughly 12,266
Risk Adjusted Performance |
Compare ReShape Lifesciences to Peers |
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ReShape Lifesciences Technical Signals
All ReShape Lifesciences Technical Indicators
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Risk Adjusted Performance | 0.0337 | |||
Market Risk Adjusted Performance | 0.1819 | |||
Mean Deviation | 15.34 | |||
Semi Deviation | 15.23 | |||
Downside Deviation | 16.06 | |||
Coefficient Of Variation | 6670.21 | |||
Standard Deviation | 45.57 | |||
Variance | 2076.39 | |||
Information Ratio | 0.0188 | |||
Jensen Alpha | 1.4 | |||
Total Risk Alpha | 5.94 | |||
Sortino Ratio | 0.0535 | |||
Treynor Ratio | 0.1719 | |||
Maximum Drawdown | 413.36 | |||
Value At Risk | (19.30) | |||
Potential Upside | 21.43 | |||
Downside Variance | 257.9 | |||
Semi Variance | 231.92 | |||
Expected Short fall | (32.28) | |||
Skewness | 6.6 | |||
Kurtosis | 49.99 |