Preferred Commerce Risk Adjusted Performance
CELV Stock | USD 3.48 0.67 23.84% |
Preferred |
| = | 0.3134 |
ER[a] | = | Expected return on investing in Preferred Commerce |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Preferred Commerce Risk Adjusted Performance Peers Comparison
Preferred Risk Adjusted Performance Relative To Other Indicators
Preferred Commerce 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 340.35 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Preferred Commerce is roughly 340.35
Risk Adjusted Performance |
Compare Preferred Commerce to Peers |
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Preferred Commerce Technical Signals
All Preferred Commerce Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.3134 | |||
Market Risk Adjusted Performance | 5.53 | |||
Mean Deviation | 12.32 | |||
Semi Deviation | 8.67 | |||
Downside Deviation | 17.42 | |||
Coefficient Of Variation | 263.14 | |||
Standard Deviation | 17.2 | |||
Variance | 295.71 | |||
Information Ratio | 0.3774 | |||
Jensen Alpha | 6.48 | |||
Total Risk Alpha | 5.78 | |||
Sortino Ratio | 0.3725 | |||
Treynor Ratio | 5.52 | |||
Maximum Drawdown | 106.67 | |||
Value At Risk | (16.67) | |||
Potential Upside | 42.11 | |||
Downside Variance | 303.55 | |||
Semi Variance | 75.12 | |||
Expected Short fall | (17.83) | |||
Skewness | 0.9809 | |||
Kurtosis | 2.74 |