Melhus Sparebank Risk Adjusted Performance
MELG Stock | NOK 156.00 1.00 0.65% |
Melhus |
| = | 0.0543 |
ER[a] | = | Expected return on investing in Melhus Sparebank |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Melhus Sparebank Risk Adjusted Performance Peers Comparison
Melhus Risk Adjusted Performance Relative To Other Indicators
Melhus Sparebank is considered to be 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 99.34 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Melhus Sparebank is roughly 99.34
Risk Adjusted Performance |
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Melhus Sparebank Technical Signals
All Melhus Sparebank Technical Indicators
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Risk Adjusted Performance | 0.0543 | |||
Market Risk Adjusted Performance | 0.7157 | |||
Mean Deviation | 0.5566 | |||
Semi Deviation | 0.7005 | |||
Downside Deviation | 1.44 | |||
Coefficient Of Variation | 1216.19 | |||
Standard Deviation | 0.8914 | |||
Variance | 0.7947 | |||
Information Ratio | (0.02) | |||
Jensen Alpha | 0.0556 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.7057 | |||
Maximum Drawdown | 5.39 | |||
Value At Risk | (1.82) | |||
Potential Upside | 1.8 | |||
Downside Variance | 2.07 | |||
Semi Variance | 0.4907 | |||
Expected Short fall | (0.95) | |||
Skewness | (0.26) | |||
Kurtosis | 2.93 |