Verizon Communications Risk Adjusted Performance
VZ Stock | USD 44.93 0.03 0.07% |
Verizon |
| = | 0.1314 |
ER[a] | = | Expected return on investing in Verizon Communications |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Verizon Communications Risk Adjusted Performance Peers Comparison
Verizon Risk Adjusted Performance Relative To Other Indicators
Verizon Communications 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 81.58 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Verizon Communications is roughly 81.58
Risk Adjusted Performance |
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Verizon Communications Technical Signals
All Verizon Communications Technical Indicators
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Risk Adjusted Performance | 0.1314 | |||
Market Risk Adjusted Performance | 1.76 | |||
Mean Deviation | 0.9837 | |||
Semi Deviation | 1.32 | |||
Downside Deviation | 1.59 | |||
Coefficient Of Variation | 674.3 | |||
Standard Deviation | 1.46 | |||
Variance | 2.15 | |||
Information Ratio | 0.1782 | |||
Jensen Alpha | 0.2136 | |||
Total Risk Alpha | 0.299 | |||
Sortino Ratio | 0.1641 | |||
Treynor Ratio | 1.75 | |||
Maximum Drawdown | 10.72 | |||
Value At Risk | (1.93) | |||
Potential Upside | 2.63 | |||
Downside Variance | 2.53 | |||
Semi Variance | 1.73 | |||
Expected Short fall | (1.08) | |||
Skewness | (1.16) | |||
Kurtosis | 6.74 |