CVS Health Risk Adjusted Performance |
| CVS Health Corporation -- USA Stock | USD 65.86 0.75 1.13% |
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CVS Health Corporation has current Risk Adjusted Performance of 0.15. | Symbol | Refresh |
CVS Health |
| = | 0.15 |
| ER[a] | = | Expected return on investing in CVS Health |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| STD[b] | = | Standard Deviation of selected market or benchmark. |
Risk Adjusted Performance Comparison
CVS Health Corporation is rated below average in risk adjusted performance category among related companies. It is rated below average in maximum drawdown category among related companies .
| Risk Adjusted Performance | ... |
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| Risk Adjusted Performance | 0.15 | ||
| Market Risk Adjusted Performance | 16.51 | ||
| Mean Deviation | 1.27 | ||
| Coefficient Of Variation | 1,132 | ||
| Standard Deviation | 1.6 | ||
| Variance | 2.57 | ||
| Information Ratio | 0.074087 | ||
| Jensen Alpha | 0.15 | ||
| Total Risk Alpha | 0.12 | ||
| Treynor Ratio | 16.5 | ||
| Maximum Drawdown | 5.46 | ||
| Value At Risk | 1.98 | ||
| Potential Upside | 2.72 | ||
| Skewness | 0.7325 | ||
| Kurtosis | 0.3107 |