BrightView Holdings Risk Adjusted Performance
BV Stock | USD 16.96 0.16 0.93% |
BrightView |
| = | 0.0526 |
ER[a] | = | Expected return on investing in BrightView Holdings |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
BrightView Holdings Risk Adjusted Performance Peers Comparison
BrightView Risk Adjusted Performance Relative To Other Indicators
BrightView Holdings 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 378.55 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for BrightView Holdings is roughly 378.55
Risk Adjusted Performance |
Compare BrightView Holdings to Peers |
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BrightView Holdings Technical Signals
All BrightView Holdings Technical Indicators
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Risk Adjusted Performance | 0.0526 | |||
Market Risk Adjusted Performance | 0.0847 | |||
Mean Deviation | 1.6 | |||
Semi Deviation | 2.66 | |||
Downside Deviation | 2.82 | |||
Coefficient Of Variation | 1683.31 | |||
Standard Deviation | 2.6 | |||
Variance | 6.74 | |||
Information Ratio | 0.0111 | |||
Jensen Alpha | (0.08) | |||
Total Risk Alpha | (0.25) | |||
Sortino Ratio | 0.0102 | |||
Treynor Ratio | 0.0747 | |||
Maximum Drawdown | 19.91 | |||
Value At Risk | (2.88) | |||
Potential Upside | 3.55 | |||
Downside Variance | 7.93 | |||
Semi Variance | 7.1 | |||
Expected Short fall | (1.79) | |||
Skewness | (1.80) | |||
Kurtosis | 11.19 |