Sumber Energi Related Correlations
ITMA Stock | IDR 880.00 25.00 2.76% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Sumber Stock performing well and Sumber Energi 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 Sumber Energi'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
UNIC | 0.96 | (0.07) | 0.00 | 1.85 | 0.00 | 2.22 | 6.72 | |||
TOTO | 0.50 | (0.12) | 0.00 | 0.78 | 0.00 | 0.88 | 3.61 | |||
PICO | 1.75 | (0.69) | 0.00 | (1.66) | 0.00 | 3.00 | 20.82 | |||
TRST | 0.53 | (0.10) | 0.00 | 1.22 | 0.00 | 0.85 | 7.64 | |||
LMSH | 0.71 | (0.11) | 0.00 | 1.91 | 0.00 | 2.72 | 9.80 |