Inovio Pharmaceuticals Risk Adjusted Performance
INO Stock | USD 1.73 0.03 1.70% |
Inovio |
| = | 0.0096 |
ER[a] | = | Expected return on investing in Inovio Pharmaceuticals |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Inovio Pharmaceuticals Risk Adjusted Performance Peers Comparison
Inovio Risk Adjusted Performance Relative To Other Indicators
Inovio Pharmaceuticals is currently regarded as number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 2,912 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Inovio Pharmaceuticals is roughly 2,912
Risk Adjusted Performance |
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Inovio Pharmaceuticals Technical Signals
All Inovio Pharmaceuticals Technical Indicators
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Risk Adjusted Performance | 0.0096 | |||
Market Risk Adjusted Performance | 0.0076 | |||
Mean Deviation | 3.19 | |||
Semi Deviation | 3.73 | |||
Downside Deviation | 4.12 | |||
Coefficient Of Variation | 57302.9 | |||
Standard Deviation | 4.6 | |||
Variance | 21.13 | |||
Information Ratio | 0.0113 | |||
Jensen Alpha | 0.0426 | |||
Total Risk Alpha | 0.2863 | |||
Sortino Ratio | 0.0126 | |||
Treynor Ratio | (0) | |||
Maximum Drawdown | 27.96 | |||
Value At Risk | (7.07) | |||
Potential Upside | 7.69 | |||
Downside Variance | 16.96 | |||
Semi Variance | 13.91 | |||
Expected Short fall | (4.06) | |||
Skewness | 1.03 | |||
Kurtosis | 3.28 |