Arcadia Biosciences Risk Adjusted Performance

RKDA Stock

USD 2.79 0.03 1.09%

Arcadia Biosciences risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Arcadia Biosciences or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Arcadia Biosciences has current Risk Adjusted Performance of 0.0303.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0303

ER[a]	=	Expected return on investing in Arcadia Biosciences
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Arcadia Biosciences Risk Adjusted Performance Peers Comparison

Arcadia Risk Adjusted Performance Relative To Other Indicators

Arcadia Biosciences is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,630 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Arcadia Biosciences is roughly 1,630

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Arcadia Biosciences Technical Signals

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	Risk Adjusted Performance	0.0303
	Market Risk Adjusted Performance	0.0785
	Mean Deviation	4.18
	Semi Deviation	6.43
	Downside Deviation	7.34
	Coefficient Of Variation	3566.29
	Standard Deviation	6.69
	Variance	44.78
	Information Ratio	0.0075
	Jensen Alpha	(0.15)
	Total Risk Alpha	(0.94)
	Sortino Ratio	0.0068
	Treynor Ratio	0.0685
	Maximum Drawdown	49.4
	Value At Risk	(12.63)
	Potential Upside	10.64
	Downside Variance	53.86
	Semi Variance	41.35
	Expected Short fall	(4.78)
	Skewness	(0.17)
	Kurtosis	4.8

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