GeneFerm Biotechnology Risk Adjusted Performance
1796 Stock | TWD 65.10 0.10 0.15% |
GeneFerm |
| = | 0.017 |
ER[a] | = | Expected return on investing in GeneFerm Biotechnology |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
GeneFerm Biotechnology Risk Adjusted Performance Peers Comparison
GeneFerm Risk Adjusted Performance Relative To Other Indicators
GeneFerm Biotechnology Co is rated below average in risk adjusted performance category among its peers. It is rated third in maximum drawdown category among its peers reporting about 912.46 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for GeneFerm Biotechnology Co is roughly 912.46
Risk Adjusted Performance |
Compare GeneFerm Biotechnology to Peers |
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GeneFerm Biotechnology Technical Signals
All GeneFerm Biotechnology Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.017 | |||
Market Risk Adjusted Performance | 0.0697 | |||
Mean Deviation | 1.43 | |||
Semi Deviation | 2.57 | |||
Downside Deviation | 2.74 | |||
Coefficient Of Variation | 6478.45 | |||
Standard Deviation | 2.35 | |||
Variance | 5.52 | |||
Information Ratio | 0.0188 | |||
Jensen Alpha | 0.0342 | |||
Total Risk Alpha | 0.0934 | |||
Sortino Ratio | 0.0161 | |||
Treynor Ratio | 0.0597 | |||
Maximum Drawdown | 15.51 | |||
Value At Risk | (4.82) | |||
Potential Upside | 2.94 | |||
Downside Variance | 7.52 | |||
Semi Variance | 6.58 | |||
Expected Short fall | (1.22) | |||
Skewness | 0.7084 | |||
Kurtosis | 5.11 |