Bakrieland Development Risk Adjusted Performance

ELTY Stock

IDR 12.00 1.00 7.69%

Bakrieland Development risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Bakrieland Development Tbk or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Bakrieland Development Tbk has current Risk Adjusted Performance of 0.0904.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0904

ER[a]	=	Expected return on investing in Bakrieland Development
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Bakrieland Development Risk Adjusted Performance Peers Comparison

Bakrieland Risk Adjusted Performance Relative To Other Indicators

Bakrieland Development Tbk 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 215.09 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Bakrieland Development Tbk is roughly 215.09

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Bakrieland Development Technical Signals

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	Risk Adjusted Performance	0.0904
	Market Risk Adjusted Performance	(4.19)
	Mean Deviation	4.24
	Semi Deviation	4.05
	Downside Deviation	6.92
	Coefficient Of Variation	936.72
	Standard Deviation	5.45
	Variance	29.75
	Information Ratio	0.0838
	Jensen Alpha	0.588
	Total Risk Alpha	(0.25)
	Sortino Ratio	0.066
	Treynor Ratio	(4.20)
	Maximum Drawdown	19.44
	Value At Risk	(7.69)
	Potential Upside	9.09
	Downside Variance	47.9
	Semi Variance	16.43
	Expected Short fall	(7.59)
	Skewness	0.0986
	Kurtosis	(1.01)

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