Deciphera Pharmaceuticals Risk Adjusted Performance

DCPH Stock

USD 25.36 0.09 0.36%

Deciphera Pharmaceuticals risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Deciphera Pharmaceuticals LLC or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Deciphera Pharmaceuticals LLC has current Risk Adjusted Performance of 0.09.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.09

ER[a]	=	Expected return on investing in Deciphera Pharmaceuticals
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

More Info All Equity Analysis

Deciphera Pharmaceuticals Risk Adjusted Performance Peers Comparison

Deciphera Risk Adjusted Performance Relative To Other Indicators

Deciphera Pharmaceuticals LLC is rated below average in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 199.35 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Deciphera Pharmaceuticals LLC is roughly 199.35

Compare Deciphera Pharmaceuticals to Peers

Predict Deciphera Pharmaceuticals

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.

Explore Investing Ideas

Deciphera Pharmaceuticals Technical Signals

All Deciphera Pharmaceuticals Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
	Pattern Recognition
	Price Transform
	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.09
	Market Risk Adjusted Performance	0.4379
	Mean Deviation	3.55
	Semi Deviation	1.97
	Downside Deviation	2.6
	Coefficient Of Variation	794.87
	Standard Deviation	9.39
	Variance	88.25
	Information Ratio	0.1195
	Jensen Alpha	1.04
	Total Risk Alpha	0.4478
	Sortino Ratio	0.4322
	Treynor Ratio	0.4279
	Maximum Drawdown	17.94
	Value At Risk	(4.32)
	Potential Upside	5.21
	Downside Variance	6.75
	Semi Variance	3.89
	Expected Short fall	(5.03)
	Skewness	6.94
	Kurtosis	53.14

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC