Embotelladora Andina Risk Adjusted Performance
AKOB Stock | EUR 16.90 0.20 1.20% |
Embotelladora |
| = | 0.0391 |
ER[a] | = | Expected return on investing in Embotelladora Andina |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Embotelladora Andina Risk Adjusted Performance Peers Comparison
Embotelladora Risk Adjusted Performance Relative To Other Indicators
Embotelladora Andina SA is rated third in risk adjusted performance category among its peers. It is number one stock in maximum drawdown category among its peers reporting about 592.05 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Embotelladora Andina SA is roughly 592.05
Risk Adjusted Performance |
Compare Embotelladora Andina to Peers |
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Embotelladora Andina Technical Signals
All Embotelladora Andina Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0391 | |||
Market Risk Adjusted Performance | (1.87) | |||
Mean Deviation | 1.98 | |||
Semi Deviation | 2.66 | |||
Downside Deviation | 3.33 | |||
Coefficient Of Variation | 2517.06 | |||
Standard Deviation | 3.09 | |||
Variance | 9.54 | |||
Information Ratio | 0.0293 | |||
Jensen Alpha | 0.114 | |||
Total Risk Alpha | 0.0267 | |||
Sortino Ratio | 0.0272 | |||
Treynor Ratio | (1.88) | |||
Maximum Drawdown | 23.15 | |||
Value At Risk | (3.87) | |||
Potential Upside | 4.38 | |||
Downside Variance | 11.09 | |||
Semi Variance | 7.07 | |||
Expected Short fall | (2.45) | |||
Skewness | 0.7755 | |||
Kurtosis | 6.7 |