Sensient Technologies Risk Adjusted Performance

SXT Stock

USD 73.60 0.25 0.34%

Sensient Technologies risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Sensient Technologies 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

Sensient Technologies has current Risk Adjusted Performance of 0.019.

RAP

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

RFR

0.019

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

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Sensient Technologies Risk Adjusted Performance Peers Comparison

Sensient Risk Adjusted Performance Relative To Other Indicators

Sensient Technologies is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 590.71 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sensient Technologies is roughly 590.71

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Sensient Technologies Technical Signals

All Sensient Technologies Technical Indicators

	Cycle Indicators
	Math Operators
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	Risk Adjusted Performance	0.019
	Market Risk Adjusted Performance	0.0289
	Mean Deviation	1.12
	Semi Deviation	1.87
	Downside Deviation	1.94
	Coefficient Of Variation	6046.83
	Standard Deviation	1.64
	Variance	2.7
	Information Ratio	0.0432
	Jensen Alpha	0.066
	Total Risk Alpha	0.1201
	Sortino Ratio	0.0365
	Treynor Ratio	0.0189
	Maximum Drawdown	11.22
	Value At Risk	(1.93)
	Potential Upside	2.33
	Downside Variance	3.77
	Semi Variance	3.5
	Expected Short fall	(1.11)
	Skewness	(1.54)
	Kurtosis	6.41

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