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CVS Health Risk Adjusted Performance

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Stock CVS Health Corporation
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CVS -- USA Stock  

Fiscal Quarter End: March 31, 2020  

CVS Health risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for CVS Health Corporation or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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CVS Health Corporation has current Risk Adjusted Performance of (0.09).
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
(0.09)
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.
More About Risk Adjusted Performance | All Equity Analysis

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 .
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CVS Health Technical Signals

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Risk Adjusted Performance(0.09)
Market Risk Adjusted Performance(0.59)
Mean Deviation1.02
Coefficient Of Variation(999.46)
Standard Deviation1.39
Variance1.93
Information Ratio(0.10)
Jensen Alpha(0.15)
Total Risk Alpha(0.14)
Treynor Ratio(0.60)
Maximum Drawdown6.29
Value At Risk(2.41)
Potential Upside1.78
Skewness(0.43)
Kurtosis2.07
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