Tarsus PharmaceuticalsI Risk Adjusted Performance
TARS Stock | USD 32.76 0.95 2.82% |
Tarsus |
| = | 0.1025 |
ER[a] | = | Expected return on investing in Tarsus PharmaceuticalsI |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Tarsus PharmaceuticalsI Risk Adjusted Performance Peers Comparison
Tarsus Risk Adjusted Performance Relative To Other Indicators
Tarsus PharmaceuticalsInc is rated third in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 261.13 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Tarsus PharmaceuticalsInc is roughly 261.13
Risk Adjusted Performance |
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Tarsus PharmaceuticalsI Technical Signals
All Tarsus PharmaceuticalsI Technical Indicators
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Risk Adjusted Performance | 0.1025 | |||
Market Risk Adjusted Performance | 0.2346 | |||
Mean Deviation | 3.07 | |||
Semi Deviation | 2.66 | |||
Downside Deviation | 2.97 | |||
Coefficient Of Variation | 663.41 | |||
Standard Deviation | 4.2 | |||
Variance | 17.66 | |||
Information Ratio | 0.1281 | |||
Jensen Alpha | 0.3867 | |||
Total Risk Alpha | 0.0485 | |||
Sortino Ratio | 0.1815 | |||
Treynor Ratio | 0.2246 | |||
Maximum Drawdown | 26.77 | |||
Value At Risk | (5.54) | |||
Potential Upside | 7.31 | |||
Downside Variance | 8.79 | |||
Semi Variance | 7.07 | |||
Expected Short fall | (4.11) | |||
Skewness | 1.19 | |||
Kurtosis | 3.73 |