Avidity Biosciences Risk Adjusted Performance
RNA Stock | USD 43.33 0.47 1.07% |
Avidity |
| = | 0.0218 |
ER[a] | = | Expected return on investing in Avidity Biosciences |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Avidity Biosciences Risk Adjusted Performance Peers Comparison
Avidity Risk Adjusted Performance Relative To Other Indicators
Avidity Biosciences 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 1,282 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Avidity Biosciences is roughly 1,282
Risk Adjusted Performance |
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Avidity Biosciences Technical Signals
All Avidity Biosciences Technical Indicators
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Risk Adjusted Performance | 0.0218 | |||
Market Risk Adjusted Performance | 0.0469 | |||
Mean Deviation | 2.92 | |||
Semi Deviation | 4.23 | |||
Downside Deviation | 4.37 | |||
Coefficient Of Variation | 5629.04 | |||
Standard Deviation | 4.2 | |||
Variance | 17.64 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | (0.14) | |||
Total Risk Alpha | (0.57) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.0369 | |||
Maximum Drawdown | 27.94 | |||
Value At Risk | (7.08) | |||
Potential Upside | 5.78 | |||
Downside Variance | 19.12 | |||
Semi Variance | 17.89 | |||
Expected Short fall | (2.99) | |||
Skewness | (0.42) | |||
Kurtosis | 2.86 |