Begistics Public Risk Adjusted Performance
B Stock | THB 0.08 0.01 14.29% |
Begistics |
| = | 0.035 |
ER[a] | = | Expected return on investing in Begistics Public |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Begistics Public Risk Adjusted Performance Peers Comparison
Begistics Risk Adjusted Performance Relative To Other Indicators
Begistics Public is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,071 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Begistics Public is roughly 1,071
Risk Adjusted Performance |
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Begistics Public Technical Signals
All Begistics Public Technical Indicators
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Risk Adjusted Performance | 0.035 | |||
Market Risk Adjusted Performance | (1.46) | |||
Mean Deviation | 3.52 | |||
Semi Deviation | 4.54 | |||
Downside Deviation | 12.18 | |||
Coefficient Of Variation | 3051.9 | |||
Standard Deviation | 6.84 | |||
Variance | 46.85 | |||
Information Ratio | 0.0262 | |||
Jensen Alpha | 0.2193 | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | 0.0147 | |||
Treynor Ratio | (1.47) | |||
Maximum Drawdown | 37.5 | |||
Value At Risk | (11.11) | |||
Potential Upside | 14.29 | |||
Downside Variance | 148.25 | |||
Semi Variance | 20.58 | |||
Expected Short fall | (14.73) | |||
Skewness | 0.8123 | |||
Kurtosis | 2.68 |