Uber Technologies Risk Adjusted Performance
| UBER Stock | | | MXN 1,378 102.90 8.07% |
The Risk Adjusted Performance profile for Uber Technologies below includes current and historical values with sector peer benchmarks. Updates incorporate the latest end-of-day price and volume observations into the calculation.
Uber Technologies Volatility paired with
Uber Technologies Price History provides supplemental context on Uber Technologies.
Current Risk Adjusted Performance Value
A Risk Adjusted Performance of 0.0179 for Uber Technologies signals positive but modest risk-adjusted return. Uber Technologies has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0179 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Uber Technologies's Risk Adjusted Performance is above the group average of 0.01. Peer readings range from -0.0479 (Monster Beverage Corp) to 0.1577 (Grupo Hotelero Santa), reflecting wide dispersion across the sector. Uber Technologies's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Uber Technologies 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.
Uber Technologies's Maximum Drawdown of
9.28 runs about
518.64 times its Risk Adjusted Performance of
0.02 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Uber Technologies.
Methodology, Assumptions & Data Sources
Uber Technologies' Risk Adjusted Performance currently stands at 0.0179. Risk Adjusted Performance for Uber Technologies is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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