Mirum Pharmaceuticals Risk Adjusted Performance
MIRM Stock | USD 46.22 0.43 0.92% |
Mirum |
| = | 0.0408 |
ER[a] | = | Expected return on investing in Mirum Pharmaceuticals |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Mirum Pharmaceuticals Risk Adjusted Performance Peers Comparison
Mirum Risk Adjusted Performance Relative To Other Indicators
Mirum Pharmaceuticals 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 300.23 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mirum Pharmaceuticals is roughly 300.23
Risk Adjusted Performance |
Compare Mirum Pharmaceuticals to Peers |
Thematic Opportunities
Explore Investment Opportunities
Mirum Pharmaceuticals Technical Signals
All Mirum Pharmaceuticals Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0408 | |||
Market Risk Adjusted Performance | 0.1495 | |||
Mean Deviation | 1.79 | |||
Semi Deviation | 2.41 | |||
Downside Deviation | 2.51 | |||
Coefficient Of Variation | 2251.55 | |||
Standard Deviation | 2.45 | |||
Variance | 6.0 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.0084 | |||
Total Risk Alpha | (0.31) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.1395 | |||
Maximum Drawdown | 12.25 | |||
Value At Risk | (4.31) | |||
Potential Upside | 3.88 | |||
Downside Variance | 6.3 | |||
Semi Variance | 5.81 | |||
Expected Short fall | (1.90) | |||
Skewness | (0.35) | |||
Kurtosis | 0.6608 |