Alandsbanken Abp Risk Adjusted Performance
ALBAV Stock | EUR 38.60 0.40 1.03% |
Alandsbanken |
| = | 0.1119 |
ER[a] | = | Expected return on investing in Alandsbanken Abp |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Alandsbanken Abp Risk Adjusted Performance Peers Comparison
Alandsbanken Risk Adjusted Performance Relative To Other Indicators
Alandsbanken Abp A 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 55.10 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Alandsbanken Abp A is roughly 55.10
Risk Adjusted Performance |
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Alandsbanken Abp Technical Signals
All Alandsbanken Abp Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.1119 | |||
Market Risk Adjusted Performance | (1.17) | |||
Mean Deviation | 0.9695 | |||
Semi Deviation | 0.7234 | |||
Downside Deviation | 1.02 | |||
Coefficient Of Variation | 659.37 | |||
Standard Deviation | 1.29 | |||
Variance | 1.67 | |||
Information Ratio | 0.1431 | |||
Jensen Alpha | 0.1863 | |||
Total Risk Alpha | 0.1841 | |||
Sortino Ratio | 0.1807 | |||
Treynor Ratio | (1.18) | |||
Maximum Drawdown | 6.17 | |||
Value At Risk | (1.99) | |||
Potential Upside | 2.94 | |||
Downside Variance | 1.05 | |||
Semi Variance | 0.5234 | |||
Expected Short fall | (1.59) | |||
Skewness | 0.7859 | |||
Kurtosis | 0.8849 |