ZTO EXPRESS Risk Adjusted Performance

ZTOB Stock  EUR 18.80  0.10  0.53%   
ZTO EXPRESS risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for ZTO EXPRESS 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
  
ZTO EXPRESS has current Risk Adjusted Performance of 0.0085.

RAP

 = 

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

RFR

 = 
0.0085
ER[a] = Expected return on investing in ZTO EXPRESS
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

ZTO EXPRESS Risk Adjusted Performance Peers Comparison

ZTO Risk Adjusted Performance Relative To Other Indicators

ZTO EXPRESS is rated below average in risk adjusted performance category among its peers. It is rated second in maximum drawdown category among its peers reporting about  2,583  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for ZTO EXPRESS is roughly  2,583 
Compare ZTO EXPRESS to Peers

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