Scepter Holdings Risk Adjusted Performance
BRZL Stock | USD 0.0007 0.0004 36.36% |
Scepter |
| = | 0.0997 |
ER[a] | = | Expected return on investing in Scepter Holdings |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Scepter Holdings Risk Adjusted Performance Peers Comparison
Scepter Risk Adjusted Performance Relative To Other Indicators
Scepter Holdings is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,130 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Scepter Holdings is roughly 1,130
Risk Adjusted Performance |
Compare Scepter Holdings to Peers |
Thematic Opportunities
Explore Investment Opportunities
Scepter Holdings Technical Signals
All Scepter Holdings 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 | 0.0997 | |||
Market Risk Adjusted Performance | 0.563 | |||
Mean Deviation | 16.06 | |||
Semi Deviation | 18.22 | |||
Downside Deviation | 28.41 | |||
Coefficient Of Variation | 848.7 | |||
Standard Deviation | 23.11 | |||
Variance | 534.16 | |||
Information Ratio | 0.1119 | |||
Jensen Alpha | 2.09 | |||
Total Risk Alpha | (1.14) | |||
Sortino Ratio | 0.091 | |||
Treynor Ratio | 0.553 | |||
Maximum Drawdown | 112.63 | |||
Value At Risk | (41.18) | |||
Potential Upside | 50.0 | |||
Downside Variance | 807.21 | |||
Semi Variance | 331.91 | |||
Expected Short fall | (24.80) | |||
Skewness | 0.1677 | |||
Kurtosis | 0.8419 |