Sanichi Technology Risk Adjusted Performance

Stocks . Malaysia . 
Stock . Sanichi Technology Bhd
0133 Stock   0.13  0.01  7.14%   
Sanichi Technology risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Sanichi Technology Bhd or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Sanichi Technology Bhd has current Risk Adjusted Performance of 0.184.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.184
ER[a] = Expected return on investing in Sanichi Technology
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.
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Sanichi Technology Risk Adjusted Performance Peers Comparison

Sanichi Risk Adjusted Performance Relative To Other Indicators

Sanichi Technology Bhd is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  7,790  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sanichi Technology Bhd is roughly  7,790 
Compare Sanichi Technology to Peers

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Sanichi Technology Technical Signals

All Sanichi Technology Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.184
Market Risk Adjusted Performance2.78
Mean Deviation109.15
Semi Deviation26.94
Downside Deviation54.34
Coefficient Of Variation455.18
Standard Deviation240.93
Variance58045.78
Information Ratio0.2196
Jensen Alpha52.5
Total Risk Alpha46.17
Sortino Ratio0.9736
Treynor Ratio2.77
Maximum Drawdown1433.33
Value At Risk(90.00)
Potential Upside566.67
Downside Variance2952.29
Semi Variance725.73
Expected Short fall(370.40)
Skewness4.28
Kurtosis18.86
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