Carpenter Technology Risk Adjusted Performance

XTY Stock

EUR 168.00 2.00 1.18%

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

Carpenter Technology has current Risk Adjusted Performance of 0.1301.

RAP

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

RFR

0.1301

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

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Carpenter Technology Risk Adjusted Performance Peers Comparison

Carpenter Risk Adjusted Performance Relative To Other Indicators

Carpenter Technology 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 122.46 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Carpenter Technology is roughly 122.46

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Carpenter Technology Technical Signals

All Carpenter Technology Technical Indicators

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	Risk Adjusted Performance	0.1301
	Market Risk Adjusted Performance	0.2934
	Mean Deviation	2.09
	Semi Deviation	2.19
	Downside Deviation	2.6
	Coefficient Of Variation	591.22
	Standard Deviation	2.91
	Variance	8.46
	Information Ratio	0.1347
	Jensen Alpha	0.3288
	Total Risk Alpha	0.1205
	Sortino Ratio	0.1507
	Treynor Ratio	0.2834
	Maximum Drawdown	15.93
	Value At Risk	(4.14)
	Potential Upside	5.52
	Downside Variance	6.76
	Semi Variance	4.77
	Expected Short fall	(2.59)
	Skewness	0.7281
	Kurtosis	1.89

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