Unisplendour Corp Risk Adjusted Performance
000938 Stock | 24.94 0.03 0.12% |
Unisplendour |
| = | 0.1038 |
ER[a] | = | Expected return on investing in Unisplendour Corp |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Unisplendour Corp Risk Adjusted Performance Peers Comparison
Unisplendour Risk Adjusted Performance Relative To Other Indicators
Unisplendour Corp 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 153.80 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Unisplendour Corp is roughly 153.80
Risk Adjusted Performance |
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Unisplendour Corp Technical Signals
All Unisplendour Corp Technical Indicators
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Risk Adjusted Performance | 0.1038 | |||
Market Risk Adjusted Performance | (16.71) | |||
Mean Deviation | 2.44 | |||
Semi Deviation | 2.58 | |||
Downside Deviation | 3.02 | |||
Coefficient Of Variation | 797.56 | |||
Standard Deviation | 3.43 | |||
Variance | 11.74 | |||
Information Ratio | 0.0888 | |||
Jensen Alpha | 0.4225 | |||
Total Risk Alpha | (0.1) | |||
Sortino Ratio | 0.1007 | |||
Treynor Ratio | (16.72) | |||
Maximum Drawdown | 15.96 | |||
Value At Risk | (5.62) | |||
Potential Upside | 8.06 | |||
Downside Variance | 9.13 | |||
Semi Variance | 6.67 | |||
Expected Short fall | (2.69) | |||
Skewness | 0.6426 | |||
Kurtosis | 1.07 |