President Securities Risk Adjusted Performance
2855 Stock | TWD 27.20 0.25 0.91% |
President |
| = | 0.0861 |
ER[a] | = | Expected return on investing in President Securities |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
President Securities Risk Adjusted Performance Peers Comparison
President Risk Adjusted Performance Relative To Other Indicators
President Securities Corp 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 59.60 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for President Securities Corp is roughly 59.60
Risk Adjusted Performance |
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President Securities Technical Signals
All President Securities Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0861 | |||
Market Risk Adjusted Performance | 0.3589 | |||
Mean Deviation | 0.7334 | |||
Semi Deviation | 0.8473 | |||
Downside Deviation | 1.1 | |||
Coefficient Of Variation | 866.53 | |||
Standard Deviation | 0.9933 | |||
Variance | 0.9867 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.0703 | |||
Total Risk Alpha | (0.05) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.3489 | |||
Maximum Drawdown | 5.13 | |||
Value At Risk | (1.67) | |||
Potential Upside | 1.92 | |||
Downside Variance | 1.2 | |||
Semi Variance | 0.718 | |||
Expected Short fall | (0.87) | |||
Skewness | (0.14) | |||
Kurtosis | 0.6452 |