Guangdong Investment Related Correlations
GGDVY Stock | USD 22.45 0.11 0.49% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Guangdong Pink Sheet performing well and Guangdong Investment 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 Guangdong Investment'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
AWK | 1.10 | (0.25) | 0.00 | (0.18) | 0.00 | 1.69 | 6.04 | |||
CWT | 1.19 | (0.20) | 0.00 | (0.11) | 0.00 | 2.39 | 6.86 | |||
MSEX | 1.74 | (0.49) | 0.00 | (0.30) | 0.00 | 3.19 | 9.30 | |||
AWR | 1.03 | (0.28) | 0.00 | (0.23) | 0.00 | 1.92 | 6.05 | |||
YORW | 1.07 | (0.18) | 0.00 | (0.10) | 0.00 | 1.89 | 6.53 |