Innoviz Technologies Risk Adjusted Performance
INVZ Stock | USD 0.93 0.20 26.93% |
Innoviz |
| = | 0.0782 |
ER[a] | = | Expected return on investing in Innoviz Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Innoviz Technologies Risk Adjusted Performance Peers Comparison
Innoviz Risk Adjusted Performance Relative To Other Indicators
Innoviz Technologies is rated fifth overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 470.17 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Innoviz Technologies is roughly 470.17
Risk Adjusted Performance |
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Innoviz Technologies Technical Signals
All Innoviz Technologies Technical Indicators
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Risk Adjusted Performance | 0.0782 | |||
Market Risk Adjusted Performance | 0.258 | |||
Mean Deviation | 4.32 | |||
Semi Deviation | 3.71 | |||
Downside Deviation | 4.31 | |||
Coefficient Of Variation | 1042.47 | |||
Standard Deviation | 6.45 | |||
Variance | 41.6 | |||
Information Ratio | 0.0766 | |||
Jensen Alpha | 0.3277 | |||
Total Risk Alpha | (0.41) | |||
Sortino Ratio | 0.1148 | |||
Treynor Ratio | 0.248 | |||
Maximum Drawdown | 36.77 | |||
Value At Risk | (6.25) | |||
Potential Upside | 12.24 | |||
Downside Variance | 18.55 | |||
Semi Variance | 13.74 | |||
Expected Short fall | (6.32) | |||
Skewness | 2.11 | |||
Kurtosis | 6.82 |