Retail Estates Risk Adjusted Performance
RET Stock | EUR 60.20 0.20 0.33% |
Retail |
| = | 0.0225 |
ER[a] | = | Expected return on investing in Retail Estates |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Retail Estates Risk Adjusted Performance Peers Comparison
Retail Risk Adjusted Performance Relative To Other Indicators
Retail Estates is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 205.19 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Retail Estates is roughly 205.19
Risk Adjusted Performance |
Compare Retail Estates to Peers |
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Retail Estates Technical Signals
All Retail Estates Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0225 | |||
Market Risk Adjusted Performance | 0.2128 | |||
Mean Deviation | 0.6706 | |||
Semi Deviation | 0.9041 | |||
Downside Deviation | 1.04 | |||
Coefficient Of Variation | 3598.6 | |||
Standard Deviation | 0.9297 | |||
Variance | 0.8644 | |||
Information Ratio | 0.0117 | |||
Jensen Alpha | 0.0154 | |||
Total Risk Alpha | 0.0096 | |||
Sortino Ratio | 0.0105 | |||
Treynor Ratio | 0.2028 | |||
Maximum Drawdown | 4.62 | |||
Value At Risk | (1.23) | |||
Potential Upside | 1.23 | |||
Downside Variance | 1.08 | |||
Semi Variance | 0.8173 | |||
Expected Short fall | (0.74) | |||
Skewness | (0.42) | |||
Kurtosis | 2.53 |