Ingersoll Rand Risk Adjusted Performance
IR Stock | USD 86.72 6.13 6.60% |
Ingersoll |
| = | 0.1217 |
ER[a] | = | Expected return on investing in Ingersoll Rand |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Ingersoll Rand Risk Adjusted Performance Peers Comparison
Ingersoll Risk Adjusted Performance Relative To Other Indicators
Ingersoll Rand is currently regarded as number one stock in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 47.00 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ingersoll Rand is roughly 47.00
Risk Adjusted Performance |
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Ingersoll Rand Technical Signals
All Ingersoll Rand Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1217 | |||
Market Risk Adjusted Performance | 0.1986 | |||
Mean Deviation | 0.9962 | |||
Semi Deviation | 0.767 | |||
Downside Deviation | 0.9293 | |||
Coefficient Of Variation | 550.18 | |||
Standard Deviation | 1.22 | |||
Variance | 1.49 | |||
Information Ratio | 0.1366 | |||
Jensen Alpha | 0.1613 | |||
Total Risk Alpha | 0.1263 | |||
Sortino Ratio | 0.1797 | |||
Treynor Ratio | 0.1886 | |||
Maximum Drawdown | 5.72 | |||
Value At Risk | (1.40) | |||
Potential Upside | 2.32 | |||
Downside Variance | 0.8635 | |||
Semi Variance | 0.5883 | |||
Expected Short fall | (1.32) | |||
Skewness | 0.2522 | |||
Kurtosis | (0.27) |