Nishoku Technology Related Correlations
3679 Stock | TWD 122.00 0.50 0.41% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Nishoku Stock performing well and Nishoku Technology 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 Nishoku Technology'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
3376 | 3.45 | 0.41 | 0.08 | 2.28 | 3.72 | 9.73 | 19.97 | |||
3596 | 1.45 | 0.04 | (0.02) | 0.62 | 1.53 | 3.51 | 8.92 | |||
3044 | 1.76 | (0.03) | (0.02) | 0.04 | 2.14 | 3.41 | 14.49 | |||
1582 | 1.67 | 0.21 | 0.08 | 0.51 | 1.74 | 4.99 | 13.77 | |||
3533 | 2.28 | 0.45 | 0.14 | 1.25 | 2.34 | 6.25 | 17.53 |