Suryamas Dutamakmur Risk Adjusted Performance
SMDM Stock | IDR 515.00 5.00 0.96% |
Suryamas |
| = | 0.1121 |
ER[a] | = | Expected return on investing in Suryamas Dutamakmur |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Suryamas Dutamakmur Risk Adjusted Performance Peers Comparison
Suryamas Risk Adjusted Performance Relative To Other Indicators
Suryamas Dutamakmur Tbk is currently regarded as top stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 37.47 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Suryamas Dutamakmur Tbk is roughly 37.47
Risk Adjusted Performance |
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Suryamas Dutamakmur Technical Signals
All Suryamas Dutamakmur Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.1121 | |||
Market Risk Adjusted Performance | (1.63) | |||
Mean Deviation | 0.4333 | |||
Semi Deviation | 0.2813 | |||
Downside Deviation | 0.8491 | |||
Coefficient Of Variation | 677.82 | |||
Standard Deviation | 0.6965 | |||
Variance | 0.4851 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | 0.0996 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.03) | |||
Treynor Ratio | (1.64) | |||
Maximum Drawdown | 4.2 | |||
Value At Risk | (0.96) | |||
Potential Upside | 1.22 | |||
Downside Variance | 0.7209 | |||
Semi Variance | 0.0791 | |||
Expected Short fall | (0.90) | |||
Skewness | 1.46 | |||
Kurtosis | 6.31 |