Paragon Technologies Risk Adjusted Performance
PGNT Stock | USD 8.00 0.16 2.04% |
Paragon |
| = | 0.0655 |
ER[a] | = | Expected return on investing in Paragon Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Paragon Technologies Risk Adjusted Performance Peers Comparison
Paragon Risk Adjusted Performance Relative To Other Indicators
Paragon Technologies 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 274.05 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Paragon Technologies is roughly 274.05
Risk Adjusted Performance |
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Paragon Technologies Technical Signals
All Paragon Technologies Technical Indicators
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Risk Adjusted Performance | 0.0655 | |||
Market Risk Adjusted Performance | 0.2186 | |||
Mean Deviation | 2.03 | |||
Semi Deviation | 2.35 | |||
Downside Deviation | 4.87 | |||
Coefficient Of Variation | 1255.58 | |||
Standard Deviation | 3.6 | |||
Variance | 12.95 | |||
Information Ratio | 0.0451 | |||
Jensen Alpha | 0.1248 | |||
Total Risk Alpha | (0.29) | |||
Sortino Ratio | 0.0333 | |||
Treynor Ratio | 0.2086 | |||
Maximum Drawdown | 17.95 | |||
Value At Risk | (5.00) | |||
Potential Upside | 8.72 | |||
Downside Variance | 23.71 | |||
Semi Variance | 5.52 | |||
Expected Short fall | (4.23) | |||
Skewness | 1.06 | |||
Kurtosis | 4.12 |