BrainChip Holdings Risk Adjusted Performance
BCHPY Stock | USD 6.65 0.17 2.62% |
BrainChip |
| = | 0.0961 |
ER[a] | = | Expected return on investing in BrainChip Holdings |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
BrainChip Holdings Risk Adjusted Performance Peers Comparison
BrainChip Risk Adjusted Performance Relative To Other Indicators
BrainChip Holdings 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 519.78 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for BrainChip Holdings is roughly 519.78
Risk Adjusted Performance |
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BrainChip Holdings Technical Signals
All BrainChip Holdings Technical Indicators
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Risk Adjusted Performance | 0.0961 | |||
Market Risk Adjusted Performance | (10.60) | |||
Mean Deviation | 5.01 | |||
Semi Deviation | 4.92 | |||
Downside Deviation | 8.1 | |||
Coefficient Of Variation | 912.83 | |||
Standard Deviation | 8.16 | |||
Variance | 66.63 | |||
Information Ratio | 0.106 | |||
Jensen Alpha | 0.8858 | |||
Total Risk Alpha | 0.6879 | |||
Sortino Ratio | 0.1068 | |||
Treynor Ratio | (10.61) | |||
Maximum Drawdown | 49.95 | |||
Value At Risk | (12.15) | |||
Potential Upside | 14.73 | |||
Downside Variance | 65.56 | |||
Semi Variance | 24.23 | |||
Expected Short fall | (8.35) | |||
Skewness | 1.55 | |||
Kurtosis | 5.18 |