Eguana Technologies Risk Adjusted Performance
EGT Stock | CAD 0.01 0.01 50.00% |
Eguana |
| = | 0.1348 |
ER[a] | = | Expected return on investing in Eguana Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Eguana Technologies Risk Adjusted Performance Peers Comparison
Eguana Risk Adjusted Performance Relative To Other Indicators
Eguana Technologies is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,113 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Eguana Technologies is roughly 1,113
Risk Adjusted Performance |
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Eguana Technologies Technical Signals
All Eguana Technologies Technical Indicators
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Risk Adjusted Performance | 0.1348 | |||
Market Risk Adjusted Performance | 9.2 | |||
Mean Deviation | 25.62 | |||
Semi Deviation | 20.98 | |||
Downside Deviation | 52.7 | |||
Coefficient Of Variation | 686.67 | |||
Standard Deviation | 41.62 | |||
Variance | 1731.93 | |||
Information Ratio | 0.1467 | |||
Jensen Alpha | 6.09 | |||
Total Risk Alpha | 8.66 | |||
Sortino Ratio | 0.1158 | |||
Treynor Ratio | 9.19 | |||
Maximum Drawdown | 150.0 | |||
Value At Risk | (50.00) | |||
Potential Upside | 100.0 | |||
Downside Variance | 2777.78 | |||
Semi Variance | 440.26 | |||
Expected Short fall | (100.00) | |||
Skewness | 1.25 | |||
Kurtosis | 1.35 |