Banco Bradesco Related Correlations
BBD Stock | ARS 2,793 23.50 0.83% |
Correlations
0.85 | 0.77 | 0.83 | 0.7 | 0.33 | TECO2 | ||
0.85 | 0.72 | 0.74 | 0.79 | 0.5 | AGRO | ||
0.77 | 0.72 | 0.9 | 0.44 | 0.42 | TGSU2 | ||
0.83 | 0.74 | 0.9 | 0.51 | 0.35 | TRAN | ||
0.7 | 0.79 | 0.44 | 0.51 | 0.52 | X | ||
0.33 | 0.5 | 0.42 | 0.35 | 0.52 | BA-C | ||
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Risk-Adjusted Indicators
There is a big difference between Banco Stock performing well and Banco Bradesco Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Banco Bradesco's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
TECO2 | 3.26 | 0.06 | 0.02 | 0.14 | 3.65 | 8.08 | 19.16 | |||
AGRO | 4.15 | (0.06) | 0.00 | 1.98 | 0.00 | 8.44 | 20.97 | |||
TGSU2 | 3.20 | 0.01 | 0.01 | 0.10 | 3.41 | 6.85 | 15.14 | |||
TRAN | 3.07 | (0.16) | 0.00 | (0.03) | 0.00 | 6.22 | 18.90 | |||
X | 2.14 | (0.37) | 0.00 | 0.83 | 0.00 | 4.03 | 20.78 | |||
BA-C | 2.69 | (0.63) | 0.00 | 2.68 | 0.00 | 3.88 | 52.37 |