Handa Pharmaceuticals Risk Adjusted Performance
6620 Stock | TWD 73.70 3.40 4.41% |
Handa |
| = | 0.0365 |
ER[a] | = | Expected return on investing in Handa Pharmaceuticals |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Handa Pharmaceuticals Risk Adjusted Performance Peers Comparison
Handa Risk Adjusted Performance Relative To Other Indicators
Handa Pharmaceuticals is rated third in risk adjusted performance category among its peers. It is number one stock in maximum drawdown category among its peers reporting about 505.66 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Handa Pharmaceuticals is roughly 505.66
Risk Adjusted Performance |
Compare Handa Pharmaceuticals to Peers |
Thematic Opportunities
Explore Investment Opportunities
Handa Pharmaceuticals Technical Signals
All Handa Pharmaceuticals Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0365 | |||
Market Risk Adjusted Performance | (0.91) | |||
Mean Deviation | 2.45 | |||
Semi Deviation | 2.09 | |||
Downside Deviation | 2.25 | |||
Coefficient Of Variation | 2800.42 | |||
Standard Deviation | 4.05 | |||
Variance | 16.41 | |||
Information Ratio | 0.0278 | |||
Jensen Alpha | 0.1379 | |||
Total Risk Alpha | 0.0219 | |||
Sortino Ratio | 0.0499 | |||
Treynor Ratio | (0.92) | |||
Maximum Drawdown | 18.46 | |||
Value At Risk | (3.82) | |||
Potential Upside | 6.98 | |||
Downside Variance | 5.08 | |||
Semi Variance | 4.35 | |||
Expected Short fall | (3.99) | |||
Skewness | 2.96 | |||
Kurtosis | 12.1 |