Riverview Bancorp Risk Adjusted Performance
RVSB Stock | USD 5.58 0.03 0.53% |
Riverview |
| = | 0.1755 |
ER[a] | = | Expected return on investing in Riverview Bancorp |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Riverview Bancorp Risk Adjusted Performance Peers Comparison
Riverview Risk Adjusted Performance Relative To Other Indicators
Riverview Bancorp is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 31.06 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Riverview Bancorp is roughly 31.06
Risk Adjusted Performance |
Compare Riverview Bancorp to Peers |
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Riverview Bancorp Technical Signals
All Riverview Bancorp Technical Indicators
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Risk Adjusted Performance | 0.1755 | |||
Market Risk Adjusted Performance | 0.5007 | |||
Mean Deviation | 0.924 | |||
Semi Deviation | 0.4637 | |||
Downside Deviation | 0.9335 | |||
Coefficient Of Variation | 447.79 | |||
Standard Deviation | 1.35 | |||
Variance | 1.83 | |||
Information Ratio | 0.1306 | |||
Jensen Alpha | 0.2233 | |||
Total Risk Alpha | 0.0884 | |||
Sortino Ratio | 0.1891 | |||
Treynor Ratio | 0.4907 | |||
Maximum Drawdown | 5.45 | |||
Value At Risk | (1.49) | |||
Potential Upside | 2.73 | |||
Downside Variance | 0.8714 | |||
Semi Variance | 0.215 | |||
Expected Short fall | (1.37) | |||
Skewness | 1.6 | |||
Kurtosis | 4.15 |