Alibaba Group Mean Deviation 
BABA  USA Stock  Trending 
Symbol 
 =  1.08 
SUM  =  Summation notation 
RET DEV  =  Sum of return deviations of Alibaba Group 
N  =  Number of calculation points for selected time horizon 
Mean Deviation Comparison
Alibaba Group Holding Limited is rated below average in mean deviation category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 5.45 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for Alibaba Group Holding Limited is roughly 5.45
Mean Deviation 

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Alibaba Group Technical Signals
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Risk Adjusted Performance  0.1307  
Market Risk Adjusted Performance  0.2683  
Mean Deviation  1.08  
Semi Deviation  0.8359  
Downside Deviation  1.24  
Coefficient Of Variation  381.87  
Standard Deviation  1.37  
Variance  1.87  
Information Ratio  0.1734  
Jensen Alpha  0.1985  
Total Risk Alpha  0.0285  
Sortino Ratio  0.1907  
Treynor Ratio  0.2583  
Maximum Drawdown  5.89  
Value At Risk  (1.84)  
Potential Upside  2.97  
Downside Variance  1.54  
Semi Variance  0.6987  
Expected Short fall  (1.23)  
Skewness  0.1326  
Kurtosis  (0.10) 