| 600030 Stock | | | 31.66 0.32 1.02% |
CITIC Securities risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for CITIC Securities Co 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
CITIC Securities Co has current Risk Adjusted Performance of 0.1818.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1818 | |
CITIC Securities Risk Adjusted Performance Peers Comparison
CITIC Risk Adjusted Performance Relative To Other Indicators
CITIC Securities Co is rated
fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
102.18 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CITIC Securities Co is roughly
102.18
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.