China Railway Risk Adjusted Performance

CRWOF Stock  USD 0.50  0.00  0.00%   
China Railway risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for China Railway Group 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
  
China Railway Group has current Risk Adjusted Performance of 0.059.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.059
ER[a] = Expected return on investing in China Railway
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

China Railway Risk Adjusted Performance Peers Comparison

China Risk Adjusted Performance Relative To Other Indicators

China Railway Group is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  1,009  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for China Railway Group is roughly  1,009 
Compare China Railway to Peers

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