Mitsubishi Electric Risk Adjusted Performance
MIELF Stock | USD 20.00 1.00 5.26% |
Mitsubishi |
| = | 0.0991 |
ER[a] | = | Expected return on investing in Mitsubishi Electric |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Mitsubishi Electric Risk Adjusted Performance Peers Comparison
Mitsubishi Risk Adjusted Performance Relative To Other Indicators
Mitsubishi Electric is considered to be 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 187.42 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mitsubishi Electric is roughly 187.42
Risk Adjusted Performance |
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Mitsubishi Electric Technical Signals
All Mitsubishi Electric Technical Indicators
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Risk Adjusted Performance | 0.0991 | |||
Market Risk Adjusted Performance | (0.38) | |||
Mean Deviation | 2.2 | |||
Semi Deviation | 2.16 | |||
Downside Deviation | 3.66 | |||
Coefficient Of Variation | 937.02 | |||
Standard Deviation | 3.5 | |||
Variance | 12.25 | |||
Information Ratio | 0.1192 | |||
Jensen Alpha | 0.3137 | |||
Total Risk Alpha | 0.5831 | |||
Sortino Ratio | 0.1141 | |||
Treynor Ratio | (0.39) | |||
Maximum Drawdown | 18.57 | |||
Value At Risk | (4.48) | |||
Potential Upside | 9.36 | |||
Downside Variance | 13.39 | |||
Semi Variance | 4.68 | |||
Expected Short fall | (4.64) | |||
Skewness | 0.9762 | |||
Kurtosis | 2.51 |