Bank Victoria Related Correlations
BVIC Stock | IDR 80.00 3.00 3.90% |
Correlations
0.72 | 0.62 | 0.22 | 0.66 | BKSW | ||
0.72 | 0.88 | 0.11 | 0.82 | BABP | ||
0.62 | 0.88 | 0.22 | 0.83 | BNBA | ||
0.22 | 0.11 | 0.22 | 0.18 | BACA | ||
0.66 | 0.82 | 0.83 | 0.18 | INPC | ||
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Bank Stock performing well and Bank Victoria Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Bank Victoria's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
BKSW | 1.85 | (0.32) | 0.00 | 0.47 | 0.00 | 6.90 | 18.00 | |||
BABP | 1.15 | (0.28) | 0.00 | 0.63 | 0.00 | 1.96 | 6.93 | |||
BNBA | 1.33 | (0.24) | 0.00 | 0.57 | 0.00 | 2.42 | 8.16 | |||
BACA | 0.18 | (0.01) | (0.09) | 0.02 | 0.24 | 0.77 | 1.53 | |||
INPC | 1.12 | (0.27) | 0.00 | (0.52) | 0.00 | 2.78 | 10.61 |