ALLIANCE PHARMA Related Correlations
DVL Stock | EUR 0.39 0.01 2.50% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between ALLIANCE Stock performing well and ALLIANCE PHARMA 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 ALLIANCE PHARMA'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
MEL | 1.33 | 0.27 | 0.12 | 1.52 | 1.30 | 2.92 | 12.72 | |||
EA1 | 3.57 | 0.41 | 0.05 | (1.13) | 4.00 | 10.24 | 19.85 | |||
MEL | 1.65 | 0.21 | 0.09 | 0.54 | 1.65 | 3.34 | 17.12 | |||
CZH | 1.37 | 0.12 | 0.00 | (0.19) | 1.61 | 2.80 | 12.15 | |||
GG7 | 1.37 | 0.67 | 0.39 | (1.06) | 0.51 | 3.91 | 8.48 | |||
3FNA | 2.61 | 0.51 | 0.09 | (0.22) | 2.56 | 7.89 | 24.73 | |||
P4Q | 2.30 | 0.51 | 0.13 | (0.45) | 2.31 | 5.56 | 11.82 | |||
PL0 | 1.10 | 0.23 | 0.07 | (0.45) | 1.25 | 2.61 | 6.82 |