Waldencast Acquisition Risk Adjusted Performance
WALD Stock | USD 3.38 0.09 2.74% |
Waldencast |
| = | 0.0506 |
ER[a] | = | Expected return on investing in Waldencast Acquisition |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Waldencast Acquisition Risk Adjusted Performance Peers Comparison
Waldencast Risk Adjusted Performance Relative To Other Indicators
Waldencast Acquisition Corp is rated fifth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 459.62 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Waldencast Acquisition Corp is roughly 459.62
Risk Adjusted Performance |
Compare Waldencast Acquisition to Peers |
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Waldencast Acquisition Technical Signals
All Waldencast Acquisition Technical Indicators
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Risk Adjusted Performance | 0.0506 | |||
Market Risk Adjusted Performance | 0.1074 | |||
Mean Deviation | 3.24 | |||
Semi Deviation | 3.51 | |||
Downside Deviation | 3.95 | |||
Coefficient Of Variation | 1806.34 | |||
Standard Deviation | 4.42 | |||
Variance | 19.56 | |||
Information Ratio | 0.0242 | |||
Jensen Alpha | (0.07) | |||
Total Risk Alpha | (0.50) | |||
Sortino Ratio | 0.0271 | |||
Treynor Ratio | 0.0974 | |||
Maximum Drawdown | 23.26 | |||
Value At Risk | (5.94) | |||
Potential Upside | 6.4 | |||
Downside Variance | 15.61 | |||
Semi Variance | 12.32 | |||
Expected Short fall | (3.81) | |||
Skewness | 0.8755 | |||
Kurtosis | 1.71 |