Panram International Risk Adjusted Performance
8088 Stock | TWD 44.50 0.45 1.02% |
Panram |
| = | 0.02 |
ER[a] | = | Expected return on investing in Panram International |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Panram International Risk Adjusted Performance Peers Comparison
Panram Risk Adjusted Performance Relative To Other Indicators
Panram International is rated fourth in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 601.26 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Panram International is roughly 601.27
Risk Adjusted Performance |
Compare Panram International to Peers |
Thematic Opportunities
Explore Investment Opportunities
Panram International Technical Signals
All Panram International Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.02 | |||
Market Risk Adjusted Performance | (0.20) | |||
Mean Deviation | 1.72 | |||
Semi Deviation | 1.93 | |||
Downside Deviation | 2.03 | |||
Coefficient Of Variation | 4950.89 | |||
Standard Deviation | 2.38 | |||
Variance | 5.66 | |||
Information Ratio | (0.02) | |||
Jensen Alpha | 0.0522 | |||
Total Risk Alpha | (0.26) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | (0.21) | |||
Maximum Drawdown | 12.03 | |||
Value At Risk | (3.75) | |||
Potential Upside | 4.91 | |||
Downside Variance | 4.1 | |||
Semi Variance | 3.71 | |||
Expected Short fall | (2.01) | |||
Skewness | 0.9443 | |||
Kurtosis | 1.78 |