Heilongjiang Publishing Risk Adjusted Performance
605577 Stock | 16.98 0.34 1.96% |
Heilongjiang |
| = | 0.0995 |
ER[a] | = | Expected return on investing in Heilongjiang Publishing |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Heilongjiang Publishing Risk Adjusted Performance Peers Comparison
Heilongjiang Risk Adjusted Performance Relative To Other Indicators
Heilongjiang Publishing Media 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 182.68 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Heilongjiang Publishing Media is roughly 182.68
Risk Adjusted Performance |
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Heilongjiang Publishing Technical Signals
All Heilongjiang Publishing Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0995 | |||
Market Risk Adjusted Performance | (0.85) | |||
Mean Deviation | 2.54 | |||
Semi Deviation | 3.08 | |||
Downside Deviation | 3.38 | |||
Coefficient Of Variation | 788.69 | |||
Standard Deviation | 3.41 | |||
Variance | 11.63 | |||
Information Ratio | 0.0903 | |||
Jensen Alpha | 0.4783 | |||
Total Risk Alpha | (0.12) | |||
Sortino Ratio | 0.0912 | |||
Treynor Ratio | (0.86) | |||
Maximum Drawdown | 18.18 | |||
Value At Risk | (5.09) | |||
Potential Upside | 4.29 | |||
Downside Variance | 11.4 | |||
Semi Variance | 9.49 | |||
Expected Short fall | (2.75) | |||
Skewness | 0.1128 | |||
Kurtosis | 1.72 |