AmeriServ Financial Risk Adjusted Performance
ASRV Stock | USD 2.83 0.02 0.71% |
AmeriServ |
| = | 0.0486 |
ER[a] | = | Expected return on investing in AmeriServ Financial |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
AmeriServ Financial Risk Adjusted Performance Peers Comparison
AmeriServ Risk Adjusted Performance Relative To Other Indicators
AmeriServ Financial is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 245.47 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for AmeriServ Financial is roughly 245.47
Risk Adjusted Performance |
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AmeriServ Financial Technical Signals
All AmeriServ Financial Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0486 | |||
Market Risk Adjusted Performance | 0.5366 | |||
Mean Deviation | 1.77 | |||
Semi Deviation | 1.77 | |||
Downside Deviation | 2.09 | |||
Coefficient Of Variation | 1737.63 | |||
Standard Deviation | 2.43 | |||
Variance | 5.9 | |||
Information Ratio | 0.0063 | |||
Jensen Alpha | 0.1016 | |||
Total Risk Alpha | (0.26) | |||
Sortino Ratio | 0.0073 | |||
Treynor Ratio | 0.5266 | |||
Maximum Drawdown | 11.93 | |||
Value At Risk | (3.01) | |||
Potential Upside | 4.59 | |||
Downside Variance | 4.35 | |||
Semi Variance | 3.12 | |||
Expected Short fall | (2.47) | |||
Skewness | 0.7845 | |||
Kurtosis | 0.878 |