Dawson Geophysical Risk Adjusted Performance
DWSN Stock | USD 1.29 0.01 0.78% |
Dawson |
| = | 0.0124 |
ER[a] | = | Expected return on investing in Dawson Geophysical |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Dawson Geophysical Risk Adjusted Performance Peers Comparison
Dawson Risk Adjusted Performance Relative To Other Indicators
Dawson Geophysical 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 1,281 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dawson Geophysical is roughly 1,281
Risk Adjusted Performance |
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Dawson Geophysical Technical Signals
All Dawson Geophysical Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0124 | |||
Market Risk Adjusted Performance | (0.02) | |||
Mean Deviation | 2.89 | |||
Semi Deviation | 3.66 | |||
Downside Deviation | 4.2 | |||
Coefficient Of Variation | 18209.95 | |||
Standard Deviation | 3.76 | |||
Variance | 14.14 | |||
Information Ratio | 0.0171 | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | 0.2465 | |||
Sortino Ratio | 0.0153 | |||
Treynor Ratio | (0.03) | |||
Maximum Drawdown | 15.88 | |||
Value At Risk | (5.88) | |||
Potential Upside | 6.52 | |||
Downside Variance | 17.67 | |||
Semi Variance | 13.37 | |||
Expected Short fall | (3.22) | |||
Skewness | (0.13) | |||
Kurtosis | (0.12) |