ESGL Holdings Risk Adjusted Performance
ESGLW Stock | 0.01 0 8.13% |
ESGL |
| = | 0.0289 |
ER[a] | = | Expected return on investing in ESGL Holdings |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
ESGL Holdings Risk Adjusted Performance Peers Comparison
ESGL Risk Adjusted Performance Relative To Other Indicators
ESGL Holdings Limited is rated # 2 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 2,867 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for ESGL Holdings Limited is roughly 2,867
Risk Adjusted Performance |
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ESGL Holdings Technical Signals
All ESGL Holdings Technical Indicators
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Risk Adjusted Performance | 0.0289 | |||
Market Risk Adjusted Performance | (0.40) | |||
Mean Deviation | 8.93 | |||
Semi Deviation | 11.53 | |||
Downside Deviation | 15.49 | |||
Coefficient Of Variation | 4408.23 | |||
Standard Deviation | 14.69 | |||
Variance | 215.7 | |||
Information Ratio | 0.0257 | |||
Jensen Alpha | 0.2808 | |||
Total Risk Alpha | 1.24 | |||
Sortino Ratio | 0.0243 | |||
Treynor Ratio | (0.41) | |||
Maximum Drawdown | 82.86 | |||
Value At Risk | (24.12) | |||
Potential Upside | 31.3 | |||
Downside Variance | 239.79 | |||
Semi Variance | 132.87 | |||
Expected Short fall | (15.07) | |||
Skewness | 0.509 | |||
Kurtosis | 2.79 |