SINTX Technologies Risk Adjusted Performance
SINT Stock | USD 3.20 0.02 0.63% |
SINTX |
| = | 0.0521 |
ER[a] | = | Expected return on investing in SINTX Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
SINTX Technologies Risk Adjusted Performance Peers Comparison
SINTX Risk Adjusted Performance Relative To Other Indicators
SINTX Technologies is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,624 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SINTX Technologies is roughly 1,624
Risk Adjusted Performance |
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SINTX Technologies Technical Signals
All SINTX Technologies Technical Indicators
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Risk Adjusted Performance | 0.0521 | |||
Market Risk Adjusted Performance | 0.4525 | |||
Mean Deviation | 6.45 | |||
Semi Deviation | 7.55 | |||
Downside Deviation | 7.81 | |||
Coefficient Of Variation | 1949.04 | |||
Standard Deviation | 10.95 | |||
Variance | 119.92 | |||
Information Ratio | 0.0486 | |||
Jensen Alpha | 0.5273 | |||
Total Risk Alpha | 0.2938 | |||
Sortino Ratio | 0.0682 | |||
Treynor Ratio | 0.4425 | |||
Maximum Drawdown | 84.59 | |||
Value At Risk | (11.90) | |||
Potential Upside | 15.59 | |||
Downside Variance | 60.93 | |||
Semi Variance | 56.97 | |||
Expected Short fall | (7.65) | |||
Skewness | 2.18 | |||
Kurtosis | 10.3 |