Aurora Optoelectronics Risk Adjusted Performance
600666 Stock | 2.50 0.03 1.19% |
Aurora |
| = | 0.1436 |
ER[a] | = | Expected return on investing in Aurora Optoelectronics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Aurora Optoelectronics Risk Adjusted Performance Peers Comparison
Aurora Risk Adjusted Performance Relative To Other Indicators
Aurora Optoelectronics Co 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 139.44 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Aurora Optoelectronics Co is roughly 139.44
Risk Adjusted Performance |
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Aurora Optoelectronics Technical Signals
All Aurora Optoelectronics Technical Indicators
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Risk Adjusted Performance | 0.1436 | |||
Market Risk Adjusted Performance | (5.33) | |||
Mean Deviation | 3.53 | |||
Semi Deviation | 3.3 | |||
Downside Deviation | 4.32 | |||
Coefficient Of Variation | 565.37 | |||
Standard Deviation | 4.72 | |||
Variance | 22.28 | |||
Information Ratio | 0.1477 | |||
Jensen Alpha | 0.8447 | |||
Total Risk Alpha | 0.0369 | |||
Sortino Ratio | 0.1614 | |||
Treynor Ratio | (5.34) | |||
Maximum Drawdown | 20.02 | |||
Value At Risk | (6.87) | |||
Potential Upside | 10.2 | |||
Downside Variance | 18.66 | |||
Semi Variance | 10.86 | |||
Expected Short fall | (4.69) | |||
Skewness | 0.3316 | |||
Kurtosis | 0.169 |