Memphis Pharmaceuticals Risk Adjusted Performance
MPCI Stock | 52.25 0.47 0.89% |
Memphis |
| = | 0.0963 |
ER[a] | = | Expected return on investing in Memphis Pharmaceuticals |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Memphis Pharmaceuticals Risk Adjusted Performance Peers Comparison
Memphis Risk Adjusted Performance Relative To Other Indicators
Memphis Pharmaceuticals is regarded fifth in risk adjusted performance category among its peers. It is considered to be number one stock in maximum drawdown category among its peers reporting about 489.96 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Memphis Pharmaceuticals is roughly 489.96
Risk Adjusted Performance |
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Memphis Pharmaceuticals Technical Signals
All Memphis Pharmaceuticals Technical Indicators
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Risk Adjusted Performance | 0.0963 | |||
Market Risk Adjusted Performance | 2.29 | |||
Mean Deviation | 3.24 | |||
Semi Deviation | 2.47 | |||
Downside Deviation | 3.13 | |||
Coefficient Of Variation | 905.5 | |||
Standard Deviation | 6.41 | |||
Variance | 41.03 | |||
Information Ratio | 0.1053 | |||
Jensen Alpha | 0.6903 | |||
Total Risk Alpha | 0.5101 | |||
Sortino Ratio | 0.2154 | |||
Treynor Ratio | 2.28 | |||
Maximum Drawdown | 47.18 | |||
Value At Risk | (4.98) | |||
Potential Upside | 12.93 | |||
Downside Variance | 9.79 | |||
Semi Variance | 6.1 | |||
Expected Short fall | (4.19) | |||
Skewness | 3.57 | |||
Kurtosis | 16.9 |