Weikeng Industrial Risk Adjusted Performance

3033 Stock

TWD 33.75 0.40 1.17%

Weikeng Industrial risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Weikeng Industrial Co 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

Weikeng Industrial Co has current Risk Adjusted Performance of 0.0177.

RAP

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

RFR

0.0177

ER[a]	=	Expected return on investing in Weikeng Industrial
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Weikeng Industrial Risk Adjusted Performance Peers Comparison

Weikeng Risk Adjusted Performance Relative To Other Indicators

Weikeng Industrial Co is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 315.07 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Weikeng Industrial Co is roughly 315.07

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Weikeng Industrial Technical Signals

All Weikeng Industrial 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	0.0177
	Market Risk Adjusted Performance	0.0375
	Mean Deviation	0.8095
	Semi Deviation	0.8312
	Downside Deviation	0.9674
	Coefficient Of Variation	5034.9
	Standard Deviation	1.09
	Variance	1.18
	Information Ratio	(0.07)
	Jensen Alpha	(0.03)
	Total Risk Alpha	(0.12)
	Sortino Ratio	(0.08)
	Treynor Ratio	0.0275
	Maximum Drawdown	5.58
	Value At Risk	(1.68)
	Potential Upside	2.15
	Downside Variance	0.9358
	Semi Variance	0.6909
	Expected Short fall	(1.18)
	Skewness	0.6609
	Kurtosis	0.7968

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