Consolidated Edison Risk Adjusted Performance
EDC Stock | EUR 95.94 0.54 0.57% |
Consolidated |
| = | 0.0327 |
ER[a] | = | Expected return on investing in Consolidated Edison |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Consolidated Edison Risk Adjusted Performance Peers Comparison
Consolidated Risk Adjusted Performance Relative To Other Indicators
Consolidated Edison is rated # 3 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 246.76 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Consolidated Edison is roughly 246.76
Risk Adjusted Performance |
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Consolidated Edison Technical Signals
All Consolidated Edison Technical Indicators
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Risk Adjusted Performance | 0.0327 | |||
Market Risk Adjusted Performance | (1.12) | |||
Mean Deviation | 1.08 | |||
Semi Deviation | 1.17 | |||
Downside Deviation | 1.21 | |||
Coefficient Of Variation | 2686.96 | |||
Standard Deviation | 1.47 | |||
Variance | 2.17 | |||
Information Ratio | 0.0715 | |||
Jensen Alpha | 0.0424 | |||
Total Risk Alpha | 0.164 | |||
Sortino Ratio | 0.0867 | |||
Treynor Ratio | (1.13) | |||
Maximum Drawdown | 8.07 | |||
Value At Risk | (2.10) | |||
Potential Upside | 2.64 | |||
Downside Variance | 1.48 | |||
Semi Variance | 1.38 | |||
Expected Short fall | (1.24) | |||
Skewness | 1.04 | |||
Kurtosis | 2.75 |