Employers Holdings Risk Adjusted Performance
EIG Stock | USD 50.37 0.42 0.83% |
Employers |
| = | 0.0045 |
ER[a] | = | Expected return on investing in Employers Holdings |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Employers Holdings Risk Adjusted Performance Peers Comparison
Employers Risk Adjusted Performance Relative To Other Indicators
Employers Holdings 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 1,248 of Maximum Drawdown per Risk Adjusted Performance.
Risk Adjusted Performance |
Compare Employers Holdings to Peers |
Thematic Opportunities
Explore Investment Opportunities
Employers Holdings Technical Signals
All Employers Holdings 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 | 0.0045 | |||
Market Risk Adjusted Performance | (0.01) | |||
Mean Deviation | 0.9208 | |||
Semi Deviation | 1.15 | |||
Downside Deviation | 1.19 | |||
Coefficient Of Variation | 47070.23 | |||
Standard Deviation | 1.16 | |||
Variance | 1.36 | |||
Information Ratio | 0.0397 | |||
Jensen Alpha | 0.0158 | |||
Total Risk Alpha | 0.0655 | |||
Sortino Ratio | 0.039 | |||
Treynor Ratio | (0.02) | |||
Maximum Drawdown | 5.62 | |||
Value At Risk | (2.11) | |||
Potential Upside | 1.97 | |||
Downside Variance | 1.41 | |||
Semi Variance | 1.32 | |||
Expected Short fall | (0.95) | |||
Skewness | 0.0743 | |||
Kurtosis | 0.2798 |