Armada Mercantile Risk Adjusted Performance

AAMTF Stock

USD 0.22 0.00 0.00%

Armada Mercantile risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Armada Mercantile 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

Armada Mercantile has current Risk Adjusted Performance of 0.0449.

RAP

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

RFR

0.0449

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

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Armada Mercantile Risk Adjusted Performance Peers Comparison

Armada Risk Adjusted Performance Relative To Other Indicators

Armada Mercantile is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 3,288 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Armada Mercantile is roughly 3,288

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Armada Mercantile Technical Signals

All Armada Mercantile Technical Indicators

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	Risk Adjusted Performance	0.0449
	Market Risk Adjusted Performance	0.5405
	Mean Deviation	7.37
	Semi Deviation	9.49
	Downside Deviation	25.45
	Coefficient Of Variation	2004.82
	Standard Deviation	18.58
	Variance	345.2
	Information Ratio	0.0493
	Jensen Alpha	0.9148
	Total Risk Alpha	0.8878
	Sortino Ratio	0.036
	Treynor Ratio	0.5305
	Maximum Drawdown	147.62
	Value At Risk	(23.08)
	Potential Upside	20.0
	Downside Variance	647.86
	Semi Variance	89.98
	Expected Short fall	(31.34)
	Skewness	3.54
	Kurtosis	22.13

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