Westlake Chemical Risk Adjusted Performance
WLK Stock | USD 149.90 0.54 0.36% |
Westlake |
| = | 0.0538 |
ER[a] | = | Expected return on investing in Westlake Chemical |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Westlake Chemical Risk Adjusted Performance Peers Comparison
Westlake Risk Adjusted Performance Relative To Other Indicators
Westlake Chemical is rated second in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 186.53 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Westlake Chemical is roughly 186.53
Risk Adjusted Performance |
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Westlake Chemical Technical Signals
All Westlake Chemical Technical Indicators
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Risk Adjusted Performance | 0.0538 | |||
Market Risk Adjusted Performance | 0.0953 | |||
Mean Deviation | 1.29 | |||
Semi Deviation | 1.83 | |||
Downside Deviation | 1.99 | |||
Coefficient Of Variation | 1319.81 | |||
Standard Deviation | 1.8 | |||
Variance | 3.24 | |||
Information Ratio | 0.0228 | |||
Jensen Alpha | (0.000031) | |||
Total Risk Alpha | (0.12) | |||
Sortino Ratio | 0.0206 | |||
Treynor Ratio | 0.0853 | |||
Maximum Drawdown | 10.04 | |||
Value At Risk | (2.73) | |||
Potential Upside | 2.47 | |||
Downside Variance | 3.96 | |||
Semi Variance | 3.35 | |||
Expected Short fall | (1.38) | |||
Skewness | (1.32) | |||
Kurtosis | 4.88 |