International Stem Risk Adjusted Performance
ISCO Stock | USD 0.10 0.01 9.09% |
International |
| = | 0.1114 |
ER[a] | = | Expected return on investing in International Stem |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
International Stem Risk Adjusted Performance Peers Comparison
International Risk Adjusted Performance Relative To Other Indicators
International Stem Cell is rated fourth overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,491 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for International Stem Cell is roughly 1,491
Risk Adjusted Performance |
Compare International Stem to Peers |
Thematic Opportunities
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International Stem Technical Signals
All International Stem Technical Indicators
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Overlap Studies | ||
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1114 | |||
Market Risk Adjusted Performance | 0.5401 | |||
Mean Deviation | 16.16 | |||
Semi Deviation | 14.69 | |||
Downside Deviation | 28.74 | |||
Coefficient Of Variation | 783.93 | |||
Standard Deviation | 26.35 | |||
Variance | 694.14 | |||
Information Ratio | 0.1263 | |||
Jensen Alpha | 3.21 | |||
Total Risk Alpha | 2.62 | |||
Sortino Ratio | 0.1158 | |||
Treynor Ratio | 0.5301 | |||
Maximum Drawdown | 166.07 | |||
Value At Risk | (33.33) | |||
Potential Upside | 42.86 | |||
Downside Variance | 826.13 | |||
Semi Variance | 215.75 | |||
Expected Short fall | (36.69) | |||
Skewness | 1.94 | |||
Kurtosis | 7.43 |