Prudential Financial Risk Adjusted Performance
0KRX Stock | 121.18 1.07 0.89% |
Prudential |
| = | 0.0513 |
ER[a] | = | Expected return on investing in Prudential Financial |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Prudential Financial Risk Adjusted Performance Peers Comparison
Prudential Risk Adjusted Performance Relative To Other Indicators
Prudential Financial is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 190.40 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Prudential Financial is roughly 190.40
Risk Adjusted Performance |
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Prudential Financial Technical Signals
All Prudential Financial Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0513 | |||
Market Risk Adjusted Performance | (1.08) | |||
Mean Deviation | 1.14 | |||
Semi Deviation | 1.09 | |||
Downside Deviation | 1.2 | |||
Coefficient Of Variation | 1581.97 | |||
Standard Deviation | 1.57 | |||
Variance | 2.47 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.0977 | |||
Total Risk Alpha | (0.13) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | (1.09) | |||
Maximum Drawdown | 9.77 | |||
Value At Risk | (2.03) | |||
Potential Upside | 2.63 | |||
Downside Variance | 1.44 | |||
Semi Variance | 1.19 | |||
Expected Short fall | (1.40) | |||
Skewness | 1.49 | |||
Kurtosis | 4.87 |