Xeris Pharmaceuticals Risk Adjusted Performance

XERS Stock

USD 3.45 0.27 8.49%

Xeris Pharmaceuticals risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Xeris Pharmaceuticals or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Xeris Pharmaceuticals has current Risk Adjusted Performance of 0.0924.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0924

ER[a]	=	Expected return on investing in Xeris Pharmaceuticals
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Xeris Pharmaceuticals Risk Adjusted Performance Peers Comparison

Xeris Risk Adjusted Performance Relative To Other Indicators

Xeris Pharmaceuticals is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 131.78 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Xeris Pharmaceuticals is roughly 131.78

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Xeris Pharmaceuticals Technical Signals

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	Risk Adjusted Performance	0.0924
	Market Risk Adjusted Performance	0.2816
	Mean Deviation	1.98
	Semi Deviation	2.58
	Downside Deviation	3.16
	Coefficient Of Variation	900.68
	Standard Deviation	2.82
	Variance	7.96
	Information Ratio	0.0666
	Jensen Alpha	0.1744
	Total Risk Alpha	(0.12)
	Sortino Ratio	0.0593
	Treynor Ratio	0.2716
	Maximum Drawdown	12.18
	Value At Risk	(4.42)
	Potential Upside	4.68
	Downside Variance	10.02
	Semi Variance	6.66
	Expected Short fall	(2.30)
	Skewness	(0.12)
	Kurtosis	1.33

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