Sembcorp Marine Risk Adjusted Performance
SMBMF Stock | USD 1.47 0.07 5.00% |
Sembcorp |
| = | 0.069 |
ER[a] | = | Expected return on investing in Sembcorp Marine |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Sembcorp Marine Risk Adjusted Performance Peers Comparison
Sembcorp Risk Adjusted Performance Relative To Other Indicators
Sembcorp Marine is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 610.49 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sembcorp Marine is roughly 610.49
Risk Adjusted Performance |
Compare Sembcorp Marine to Peers |
Thematic Opportunities
Explore Investment Opportunities
Sembcorp Marine Technical Signals
All Sembcorp Marine Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.069 | |||
Market Risk Adjusted Performance | (27.37) | |||
Mean Deviation | 4.36 | |||
Semi Deviation | 5.54 | |||
Downside Deviation | 10.14 | |||
Coefficient Of Variation | 1271.57 | |||
Standard Deviation | 7.06 | |||
Variance | 49.79 | |||
Information Ratio | 0.0602 | |||
Jensen Alpha | 0.5473 | |||
Total Risk Alpha | (0.57) | |||
Sortino Ratio | 0.0419 | |||
Treynor Ratio | (27.38) | |||
Maximum Drawdown | 42.12 | |||
Value At Risk | (12.82) | |||
Potential Upside | 13.14 | |||
Downside Variance | 102.84 | |||
Semi Variance | 30.73 | |||
Expected Short fall | (8.13) | |||
Skewness | (0.04) | |||
Kurtosis | 2.17 |