SILEON AB Risk Adjusted Performance

7PN1 Stock

EUR 0.49 0.00 0.00%

SILEON AB risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SILEON AB ON 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

SILEON AB ON has current Risk Adjusted Performance of 0.2849.

RAP

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

RFR

0.2849

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

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SILEON AB Risk Adjusted Performance Peers Comparison

SILEON Risk Adjusted Performance Relative To Other Indicators

SILEON AB ON 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 146,014 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SILEON AB ON is roughly 146,014

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SILEON AB Technical Signals

All SILEON AB Technical Indicators

	Cycle Indicators
	Math Operators
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	Risk Adjusted Performance	0.2849
	Market Risk Adjusted Performance	25.46
	Mean Deviation	4082.93
	Semi Deviation	332.86
	Downside Deviation	66.54
	Coefficient Of Variation	290.02
	Standard Deviation	7013.02
	Variance	4.918246254E7
	Information Ratio	0.3448
	Jensen Alpha	2416.03
	Total Risk Alpha	2222.91
	Sortino Ratio	36.34
	Treynor Ratio	25.45
	Maximum Drawdown	41599.5
	Value At Risk	(99.26)
	Potential Upside	14500.0
	Downside Variance	4427.71
	Semi Variance	110794.17
	Expected Short fall	(6,441)
	Skewness	3.72
	Kurtosis	15.95

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