NORTHEAST UTILITIES Risk Adjusted Performance
NWJ Stock | EUR 59.00 1.50 2.48% |
NORTHEAST |
| = | 0.0198 |
ER[a] | = | Expected return on investing in NORTHEAST UTILITIES |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
NORTHEAST UTILITIES Risk Adjusted Performance Peers Comparison
NORTHEAST Risk Adjusted Performance Relative To Other Indicators
NORTHEAST UTILITIES is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 295.09 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for NORTHEAST UTILITIES is roughly 295.09
Risk Adjusted Performance |
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NORTHEAST UTILITIES Technical Signals
All NORTHEAST UTILITIES Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0198 | |||
Market Risk Adjusted Performance | (1.36) | |||
Mean Deviation | 0.7858 | |||
Semi Deviation | 1.04 | |||
Downside Deviation | 1.66 | |||
Coefficient Of Variation | 4641.51 | |||
Standard Deviation | 1.14 | |||
Variance | 1.3 | |||
Information Ratio | (0.09) | |||
Jensen Alpha | 0.0158 | |||
Total Risk Alpha | (0.16) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | (1.37) | |||
Maximum Drawdown | 5.84 | |||
Value At Risk | (1.69) | |||
Potential Upside | 1.71 | |||
Downside Variance | 2.74 | |||
Semi Variance | 1.08 | |||
Expected Short fall | (1.15) | |||
Skewness | (0.55) | |||
Kurtosis | 1.3 |