Vestas Wind Related Correlations
VWDRY Stock | USD 8.66 0.32 3.84% |
Correlations
0.94 | 0.12 | 0.86 | 0.85 | 0.4 | GE | ||
0.94 | 0.26 | 0.97 | 0.94 | 0.54 | ETN | ||
0.12 | 0.26 | 0.26 | 0.3 | 0.59 | ITW | ||
0.86 | 0.97 | 0.26 | 0.94 | 0.53 | PH | ||
0.85 | 0.94 | 0.3 | 0.94 | 0.57 | EMR | ||
0.4 | 0.54 | 0.59 | 0.53 | 0.57 | ATLPF | ||
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Risk-Adjusted Indicators
There is a big difference between Vestas Pink Sheet performing well and Vestas Wind 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 Vestas Wind'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
GE | 1.33 | 0.58 | 0.41 | 0.50 | 0.81 | 4.39 | 9.89 | |||
ETN | 1.09 | 0.28 | 0.23 | 0.31 | 0.84 | 2.26 | 11.18 | |||
ITW | 0.66 | (0.09) | 0.00 | (0.04) | 0.00 | 1.07 | 3.43 | |||
PH | 0.92 | 0.12 | 0.18 | 0.16 | 0.58 | 2.03 | 9.08 | |||
EMR | 0.81 | 0.19 | 0.14 | 0.84 | 0.64 | 1.50 | 12.09 | |||
ATLPF | 1.17 | 0.11 | 0.00 | (0.29) | 1.97 | 4.60 | 17.73 |