SAB Biotherapeutics Risk Adjusted Performance
SABSW Stock | USD 0.07 0 3.85% |
SAB |
| = | 0.1794 |
ER[a] | = | Expected return on investing in SAB Biotherapeutics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
SAB Biotherapeutics Risk Adjusted Performance Peers Comparison
SAB Risk Adjusted Performance Relative To Other Indicators
SAB Biotherapeutics is currently regarded as top stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 573.11 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SAB Biotherapeutics is roughly 573.11
Risk Adjusted Performance |
Compare SAB Biotherapeutics to Peers |
Thematic Opportunities
Explore Investment Opportunities
SAB Biotherapeutics Technical Signals
All SAB Biotherapeutics 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 | 0.1794 | |||
Market Risk Adjusted Performance | (5.09) | |||
Mean Deviation | 13.35 | |||
Semi Deviation | 10.84 | |||
Downside Deviation | 17.14 | |||
Coefficient Of Variation | 450.24 | |||
Standard Deviation | 20.19 | |||
Variance | 407.58 | |||
Information Ratio | 0.2153 | |||
Jensen Alpha | 4.59 | |||
Total Risk Alpha | 1.1 | |||
Sortino Ratio | 0.2536 | |||
Treynor Ratio | (5.10) | |||
Maximum Drawdown | 102.82 | |||
Value At Risk | (24.13) | |||
Potential Upside | 52.09 | |||
Downside Variance | 293.76 | |||
Semi Variance | 117.57 | |||
Expected Short fall | (23.35) | |||
Skewness | 1.15 | |||
Kurtosis | 2.29 |