New HopeLimited Risk Adjusted Performance
OD8 Stock | EUR 2.95 0.03 1.03% |
New |
| = | 0.1072 |
ER[a] | = | Expected return on investing in New HopeLimited |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
New HopeLimited Risk Adjusted Performance Peers Comparison
New Risk Adjusted Performance Relative To Other Indicators
New Hope is regarded fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 139.56 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for New Hope is roughly 139.56
Risk Adjusted Performance |
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New HopeLimited Technical Signals
All New HopeLimited Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1072 | |||
Market Risk Adjusted Performance | (2.90) | |||
Mean Deviation | 1.93 | |||
Semi Deviation | 2.14 | |||
Downside Deviation | 2.58 | |||
Coefficient Of Variation | 731.48 | |||
Standard Deviation | 2.58 | |||
Variance | 6.63 | |||
Information Ratio | 0.0793 | |||
Jensen Alpha | 0.3583 | |||
Total Risk Alpha | (0.14) | |||
Sortino Ratio | 0.0792 | |||
Treynor Ratio | (2.91) | |||
Maximum Drawdown | 14.96 | |||
Value At Risk | (3.53) | |||
Potential Upside | 4.55 | |||
Downside Variance | 6.65 | |||
Semi Variance | 4.59 | |||
Expected Short fall | (2.22) | |||
Skewness | (0.04) | |||
Kurtosis | 1.45 |