Hansen Technologies Risk Adjusted Performance
HSN Stock | 5.73 0.08 1.38% |
Hansen |
| = | 0.2343 |
ER[a] | = | Expected return on investing in Hansen Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Hansen Technologies Risk Adjusted Performance Peers Comparison
Hansen Risk Adjusted Performance Relative To Other Indicators
Hansen Technologies is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 37.79 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Hansen Technologies is roughly 37.79
Risk Adjusted Performance |
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Hansen Technologies Technical Signals
All Hansen Technologies Technical Indicators
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Risk Adjusted Performance | 0.2343 | |||
Market Risk Adjusted Performance | 0.7144 | |||
Mean Deviation | 1.2 | |||
Semi Deviation | 0.8505 | |||
Downside Deviation | 1.27 | |||
Coefficient Of Variation | 333.27 | |||
Standard Deviation | 1.54 | |||
Variance | 2.37 | |||
Information Ratio | 0.2193 | |||
Jensen Alpha | 0.3785 | |||
Total Risk Alpha | 0.2216 | |||
Sortino Ratio | 0.2658 | |||
Treynor Ratio | 0.7044 | |||
Maximum Drawdown | 8.85 | |||
Value At Risk | (1.58) | |||
Potential Upside | 3.07 | |||
Downside Variance | 1.61 | |||
Semi Variance | 0.7233 | |||
Expected Short fall | (1.58) | |||
Skewness | 0.3179 | |||
Kurtosis | 0.9441 |