Centurion Acquisition Risk Adjusted Performance
ALFUW Stock | 0.12 0.01 9.09% |
Centurion |
| = | 0.0549 |
ER[a] | = | Expected return on investing in Centurion Acquisition |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Centurion Acquisition Risk Adjusted Performance Peers Comparison
Centurion Risk Adjusted Performance Relative To Other Indicators
Centurion Acquisition Corp 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 1,434 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Centurion Acquisition Corp is roughly 1,434
Risk Adjusted Performance |
Compare Centurion Acquisition to Peers |
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Centurion Acquisition Technical Signals
All Centurion Acquisition Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0549 | |||
Market Risk Adjusted Performance | (0.15) | |||
Mean Deviation | 6.25 | |||
Semi Deviation | 7.28 | |||
Downside Deviation | 13.86 | |||
Coefficient Of Variation | 1589.76 | |||
Standard Deviation | 10.97 | |||
Variance | 120.28 | |||
Information Ratio | 0.0538 | |||
Jensen Alpha | 1.06 | |||
Total Risk Alpha | (0.68) | |||
Sortino Ratio | 0.0426 | |||
Treynor Ratio | (0.16) | |||
Maximum Drawdown | 78.71 | |||
Value At Risk | (12.00) | |||
Potential Upside | 11.76 | |||
Downside Variance | 192.0 | |||
Semi Variance | 53.06 | |||
Expected Short fall | (13.55) | |||
Skewness | 1.31 | |||
Kurtosis | 6.63 |