Transimex Transportation Risk Adjusted Performance

TOT Stock

19,300 600.00 3.21%

Transimex Transportation risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Transimex Transportation JSC 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

Transimex Transportation JSC has current Risk Adjusted Performance of 0.0785.

RAP

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

RFR

0.0785

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

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Transimex Transportation Risk Adjusted Performance Peers Comparison

Transimex Risk Adjusted Performance Relative To Other Indicators

Transimex Transportation JSC 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 185.80 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Transimex Transportation JSC is roughly 185.80

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Transimex Transportation Technical Signals

All Transimex Transportation Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
	Pattern Recognition
	Price Transform
	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.0785
	Market Risk Adjusted Performance	(0.47)
	Mean Deviation	1.35
	Semi Deviation	1.71
	Downside Deviation	2.4
	Coefficient Of Variation	1183.03
	Standard Deviation	2.12
	Variance	4.49
	Information Ratio	0.1052
	Jensen Alpha	0.1501
	Total Risk Alpha	0.3021
	Sortino Ratio	0.093
	Treynor Ratio	(0.48)
	Maximum Drawdown	14.59
	Value At Risk	(3.35)
	Potential Upside	3.37
	Downside Variance	5.75
	Semi Variance	2.91
	Expected Short fall	(1.90)
	Skewness	0.2313
	Kurtosis	3.76

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