Israel Acquisitions Risk Adjusted Performance
ISRL Stock | USD 11.56 0.16 1.40% |
Israel |
| = | 0.0587 |
ER[a] | = | Expected return on investing in Israel Acquisitions |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Israel Acquisitions Risk Adjusted Performance Peers Comparison
Israel Risk Adjusted Performance Relative To Other Indicators
Israel Acquisitions Corp is rated third overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 50.78 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Israel Acquisitions Corp is roughly 50.78
Risk Adjusted Performance |
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Thematic Opportunities
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Israel Acquisitions Technical Signals
All Israel Acquisitions Technical Indicators
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Risk Adjusted Performance | 0.0587 | |||
Market Risk Adjusted Performance | (0.93) | |||
Mean Deviation | 0.2843 | |||
Semi Deviation | 0.2616 | |||
Downside Deviation | 0.579 | |||
Coefficient Of Variation | 1153.76 | |||
Standard Deviation | 0.4888 | |||
Variance | 0.2389 | |||
Information Ratio | 0.0561 | |||
Jensen Alpha | 0.0325 | |||
Total Risk Alpha | 0.0291 | |||
Sortino Ratio | 0.0474 | |||
Treynor Ratio | (0.94) | |||
Maximum Drawdown | 2.98 | |||
Value At Risk | (0.69) | |||
Potential Upside | 0.6189 | |||
Downside Variance | 0.3352 | |||
Semi Variance | 0.0684 | |||
Expected Short fall | (0.51) | |||
Skewness | 1.29 | |||
Kurtosis | 5.37 |