Brogent Technologies Risk Adjusted Performance
5263 Stock | TWD 126.00 2.50 2.02% |
Brogent |
| = | 0.0611 |
ER[a] | = | Expected return on investing in Brogent Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Brogent Technologies Risk Adjusted Performance Peers Comparison
Brogent Risk Adjusted Performance Relative To Other Indicators
Brogent Technologies is rated fifth in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 217.10 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Brogent Technologies is roughly 217.10
Risk Adjusted Performance |
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Brogent Technologies Technical Signals
All Brogent Technologies Technical Indicators
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Risk Adjusted Performance | 0.0611 | |||
Market Risk Adjusted Performance | 0.3814 | |||
Mean Deviation | 1.38 | |||
Semi Deviation | 1.09 | |||
Downside Deviation | 1.41 | |||
Coefficient Of Variation | 1153.73 | |||
Standard Deviation | 2.06 | |||
Variance | 4.26 | |||
Information Ratio | 0.0434 | |||
Jensen Alpha | 0.1328 | |||
Total Risk Alpha | (0.09) | |||
Sortino Ratio | 0.0636 | |||
Treynor Ratio | 0.3714 | |||
Maximum Drawdown | 13.27 | |||
Value At Risk | (1.95) | |||
Potential Upside | 3.56 | |||
Downside Variance | 1.99 | |||
Semi Variance | 1.19 | |||
Expected Short fall | (2.46) | |||
Skewness | 2.02 | |||
Kurtosis | 6.57 |