DigiAsia Corp Risk Adjusted Performance
FAASW Stock | 0.12 0.01 7.69% |
DigiAsia |
| = | 0.108 |
ER[a] | = | Expected return on investing in DigiAsia Corp |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
DigiAsia Corp Risk Adjusted Performance Peers Comparison
DigiAsia Risk Adjusted Performance Relative To Other Indicators
DigiAsia Corp is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 947.55 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for DigiAsia Corp is roughly 947.55
Risk Adjusted Performance |
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DigiAsia Corp Technical Signals
All DigiAsia Corp Technical Indicators
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Risk Adjusted Performance | 0.108 | |||
Market Risk Adjusted Performance | 0.5966 | |||
Mean Deviation | 14.38 | |||
Semi Deviation | 12.88 | |||
Downside Deviation | 15.81 | |||
Coefficient Of Variation | 698.75 | |||
Standard Deviation | 19.49 | |||
Variance | 379.73 | |||
Information Ratio | 0.1391 | |||
Jensen Alpha | 2.46 | |||
Total Risk Alpha | 0.8669 | |||
Sortino Ratio | 0.1715 | |||
Treynor Ratio | 0.5866 | |||
Maximum Drawdown | 102.34 | |||
Value At Risk | (22.41) | |||
Potential Upside | 41.57 | |||
Downside Variance | 249.94 | |||
Semi Variance | 165.89 | |||
Expected Short fall | (20.80) | |||
Skewness | 0.7305 | |||
Kurtosis | 0.9583 |