Atossa Therapeutics Risk Adjusted Performance
YAG2 Stock | 1.20 0.01 0.83% |
Atossa |
| = | 0.014 |
ER[a] | = | Expected return on investing in Atossa Therapeutics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Atossa Therapeutics Risk Adjusted Performance Peers Comparison
Atossa Risk Adjusted Performance Relative To Other Indicators
Atossa Therapeutics 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 1,282 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Atossa Therapeutics is roughly 1,282
Risk Adjusted Performance |
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Atossa Therapeutics Technical Signals
All Atossa Therapeutics Technical Indicators
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Risk Adjusted Performance | 0.014 | |||
Market Risk Adjusted Performance | 0.0301 | |||
Mean Deviation | 2.18 | |||
Semi Deviation | 2.65 | |||
Downside Deviation | 3.31 | |||
Coefficient Of Variation | 12040.41 | |||
Standard Deviation | 3.27 | |||
Variance | 10.69 | |||
Information Ratio | (0.03) | |||
Jensen Alpha | (0.09) | |||
Total Risk Alpha | (0.53) | |||
Sortino Ratio | (0.03) | |||
Treynor Ratio | 0.0201 | |||
Maximum Drawdown | 17.95 | |||
Value At Risk | (4.58) | |||
Potential Upside | 6.35 | |||
Downside Variance | 10.97 | |||
Semi Variance | 7.03 | |||
Expected Short fall | (3.15) | |||
Skewness | 0.4789 | |||
Kurtosis | 1.88 |