What is risk-adjusted return and how do I measure it in today's market?Before comparing or considering investments, it is better to perform a risk-adjusted return calculation that will adjust the returns according to how risky the investments are. The riskier they are, the more the returns are lowered before any comparison. Technically risk refers to mean volatility, which measures how returns vary over a given period of time. An investment or a portfolio that grows steadily has low risk, and another investment with a value that jumps up and down unpredictably has high risk.
To create risk and return landscape specify valid comma-separated symbols and hit Analyze Watchlist button.
Please note, the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX) have recently merged. Although Macroaxis has implemented solutions to handle this transition gracefully, you may still find some securities that may not be fully transferred from one exchange to another.
In the context of Modern Portfolio Theory, risk-return relation is the theoretical association between the return expected from investment and the amount of risk assumed in that investment. The more return investor expects from the market, the more risk must be undertaken to achieve that return.
|Stock Correlations||Equity Ratings|
|Horizon||30 Days Login to change|
Daily Expected Return (%)
Assets Rated by Market Efficiency
|Efficiency (Sharpe Ratio)||Risk (Volatility)||Expected Return||Current Price|
Technical Analysis of Total Daily Returns
|Risk Adjusted Performance||0.0||Market Risk Adjusted Performance||0.0|
|Mean Deviation||0.0||Semi Deviation||0.0|
|Downside Deviation||0.0||Coefficient Of Variation||0.0|
|Information Ratio||0.0||Jensen Alpha||0.0|
|Total Risk Alpha||0.0||Sortino Ratio||0.0|
|Treynor Ratio||0.0||Maximum Drawdown||0.0|
|Value At Risk||0.0||Potential Upside||0.0|
|Downside Variance||0.0||Semi Variance||0.0|
|Expected Short fall||0.0||Skewness||0.0|
|Kurtosis||0.0||Cryptocurrency Directory||Correlation Matrix|