BigBearai Holdings Risk Adjusted Performance
BBAI Stock | USD 1.69 0.02 1.17% |
BigBearai |
| = | 0.0342 |
ER[a] | = | Expected return on investing in BigBearai Holdings |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
BigBearai Holdings Risk Adjusted Performance Peers Comparison
BigBearai Risk Adjusted Performance Relative To Other Indicators
BigBearai Holdings is rated fifth in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 2,041 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for BigBearai Holdings is roughly 2,041
Risk Adjusted Performance |
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BigBearai Holdings Technical Signals
All BigBearai Holdings Technical Indicators
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Risk Adjusted Performance | 0.0342 | |||
Market Risk Adjusted Performance | 0.0922 | |||
Mean Deviation | 6.28 | |||
Semi Deviation | 6.96 | |||
Downside Deviation | 7.26 | |||
Coefficient Of Variation | 2513.49 | |||
Standard Deviation | 9.55 | |||
Variance | 91.14 | |||
Information Ratio | 0.0298 | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.94) | |||
Sortino Ratio | 0.0392 | |||
Treynor Ratio | 0.0822 | |||
Maximum Drawdown | 69.8 | |||
Value At Risk | (9.43) | |||
Potential Upside | 17.8 | |||
Downside Variance | 52.69 | |||
Semi Variance | 48.44 | |||
Expected Short fall | (9.01) | |||
Skewness | 1.05 | |||
Kurtosis | 5.48 |