CVS Health Risk Adjusted Performance |
| CVS -- USA Stock | USD 74.18 0.35 0.47% |
The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available 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
| Symbol | Refresh |
CVS Health |
| = | 0.07 |
| 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 second in maximum drawdown category among related companies .
| Risk Adjusted Performance | ... |
| Compare CVS Health to competition |
Thematic Opportunities
Explore Investment Opportunities
CVS Health Technical Signals
All CVS Health Technical Indicators
| Cycle Indicators | |
| Math Operators | |
| Math Transform | |
| Momentum Indicators | |
| Overlap Studies | |
| Pattern Recognition | |
| Price Transform | |
| Statistic Functions | |
| Volatility Indicators | |
| Volume Indicators |
| Risk Adjusted Performance | 0.07 | ||
| Market Risk Adjusted Performance | 0.84 | ||
| Mean Deviation | 1.77 | ||
| Coefficient Of Variation | 1,374 | ||
| Standard Deviation | 3.21 | ||
| Variance | 10.28 | ||
| Information Ratio | 0.022011 | ||
| Jensen Alpha | 0.19 | ||
| Total Risk Alpha | 0.2657 | ||
| Treynor Ratio | 0.85 | ||
| Maximum Drawdown | 12.9 | ||
| Value At Risk | 4.38 | ||
| Potential Upside | 2.37 | ||
| Skewness | 0.82 | ||
| Kurtosis | 6.66 |
Search macroaxis.com