Huddlestock Fintech Risk Adjusted Performance
HUDL Stock | NOK 0.54 0.05 10.20% |
Huddlestock |
| = | 0.0208 |
ER[a] | = | Expected return on investing in Huddlestock Fintech |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Huddlestock Fintech Risk Adjusted Performance Peers Comparison
Huddlestock Risk Adjusted Performance Relative To Other Indicators
Huddlestock Fintech As is rated # 4 in risk adjusted performance category among its peers. It is rated # 2 in maximum drawdown category among its peers reporting about 2,047 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Huddlestock Fintech As is roughly 2,047
Risk Adjusted Performance |
Compare Huddlestock Fintech to Peers |
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Huddlestock Fintech Technical Signals
All Huddlestock Fintech Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0208 | |||
Market Risk Adjusted Performance | (0.32) | |||
Mean Deviation | 4.64 | |||
Semi Deviation | 5.85 | |||
Downside Deviation | 6.49 | |||
Coefficient Of Variation | 6159.8 | |||
Standard Deviation | 6.58 | |||
Variance | 43.3 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.1372 | |||
Total Risk Alpha | (1.14) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | (0.33) | |||
Maximum Drawdown | 42.58 | |||
Value At Risk | (9.80) | |||
Potential Upside | 10.53 | |||
Downside Variance | 42.14 | |||
Semi Variance | 34.27 | |||
Expected Short fall | (5.78) | |||
Skewness | 0.0254 | |||
Kurtosis | 2.55 |