Propanc Biopharma Risk Adjusted Performance
PPCB Stock | USD 0.0003 0.00 0.00% |
Propanc |
| = | 0.0707 |
ER[a] | = | Expected return on investing in Propanc Biopharma |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Propanc Biopharma Risk Adjusted Performance Peers Comparison
Propanc Risk Adjusted Performance Relative To Other Indicators
Propanc Biopharma 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 1,768 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Propanc Biopharma is roughly 1,768
Risk Adjusted Performance |
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Propanc Biopharma Technical Signals
All Propanc Biopharma Technical Indicators
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Risk Adjusted Performance | 0.0707 | |||
Market Risk Adjusted Performance | 0.7927 | |||
Mean Deviation | 12.18 | |||
Semi Deviation | 12.48 | |||
Downside Deviation | 29.7 | |||
Coefficient Of Variation | 1345.35 | |||
Standard Deviation | 22.08 | |||
Variance | 487.65 | |||
Information Ratio | 0.0744 | |||
Jensen Alpha | 1.66 | |||
Total Risk Alpha | 1.95 | |||
Sortino Ratio | 0.0553 | |||
Treynor Ratio | 0.7827 | |||
Maximum Drawdown | 125.0 | |||
Value At Risk | (33.33) | |||
Potential Upside | 50.0 | |||
Downside Variance | 881.94 | |||
Semi Variance | 155.82 | |||
Expected Short fall | (46.30) | |||
Skewness | 1.69 | |||
Kurtosis | 5.69 |