Dynavax Technologies Risk Adjusted Performance
DVAX Stock | USD 12.91 0.25 1.97% |
Dynavax |
| = | 0.0833 |
ER[a] | = | Expected return on investing in Dynavax Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Dynavax Technologies Risk Adjusted Performance Peers Comparison
Dynavax Risk Adjusted Performance Relative To Other Indicators
Dynavax Technologies is rated # 2 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 204.67 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dynavax Technologies is roughly 204.67
Risk Adjusted Performance |
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Dynavax Technologies Technical Signals
All Dynavax Technologies Technical Indicators
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Risk Adjusted Performance | 0.0833 | |||
Market Risk Adjusted Performance | 0.2297 | |||
Mean Deviation | 1.74 | |||
Semi Deviation | 2.16 | |||
Downside Deviation | 2.37 | |||
Coefficient Of Variation | 1002.84 | |||
Standard Deviation | 2.44 | |||
Variance | 5.96 | |||
Information Ratio | 0.0484 | |||
Jensen Alpha | 0.1109 | |||
Total Risk Alpha | (0.13) | |||
Sortino Ratio | 0.0499 | |||
Treynor Ratio | 0.2197 | |||
Maximum Drawdown | 17.05 | |||
Value At Risk | (2.93) | |||
Potential Upside | 3.69 | |||
Downside Variance | 5.6 | |||
Semi Variance | 4.67 | |||
Expected Short fall | (1.88) | |||
Skewness | (0.02) | |||
Kurtosis | 3.52 |