AptaBio Therapeutics Risk Adjusted Performance
293780 Stock | 6,630 570.00 7.92% |
AptaBio |
| = | 0.0581 |
ER[a] | = | Expected return on investing in AptaBio Therapeutics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
AptaBio Therapeutics Risk Adjusted Performance Peers Comparison
AptaBio Risk Adjusted Performance Relative To Other Indicators
AptaBio Therapeutics is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 568.71 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for AptaBio Therapeutics is roughly 568.71
Risk Adjusted Performance |
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AptaBio Therapeutics Technical Signals
All AptaBio Therapeutics Technical Indicators
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Risk Adjusted Performance | 0.0581 | |||
Market Risk Adjusted Performance | (0.51) | |||
Mean Deviation | 2.9 | |||
Semi Deviation | 2.53 | |||
Downside Deviation | 2.87 | |||
Coefficient Of Variation | 1260.42 | |||
Standard Deviation | 5.03 | |||
Variance | 25.28 | |||
Information Ratio | 0.0785 | |||
Jensen Alpha | 0.3848 | |||
Total Risk Alpha | 0.4342 | |||
Sortino Ratio | 0.1372 | |||
Treynor Ratio | (0.52) | |||
Maximum Drawdown | 33.04 | |||
Value At Risk | (3.93) | |||
Potential Upside | 6.44 | |||
Downside Variance | 8.26 | |||
Semi Variance | 6.38 | |||
Expected Short fall | (3.35) | |||
Skewness | 3.54 | |||
Kurtosis | 17.55 |