Semilux International Risk Adjusted Performance
| SELX Stock | | | 0.37 -0.03 -6.88% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Semilux International's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The Risk Adjusted Performance of
-0.01 for Semilux International indicates slightly negative risk-adjusted return. Semilux International's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.01 | |
Risk Adjusted Performance Peers Comparison
Semilux International's Risk Adjusted Performance of -0.0103 falls below the 0.05 peer average. Values range from -0.0902 (Focus Universal) to 0.1897 (Nortech Systems Incorporated), with wide dispersion across the group. Semilux International's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Semilux International and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Semilux International to PeersMethodology, Assumptions & Data Sources
Semilux International's Risk Adjusted Performance currently stands at -0.01. Semilux International's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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