Esquire Financial Market Risk Adjusted Performance

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Stock Esquire Financial Holdings
<div class='circular--portrait' style='background:#0D52D1;color: white;font-size:3em;padding-top: 35px;;'>ESQ</div>
ESQ -- USA Stock  

USD 24.69  1.11  4.71%

Esquire Financial market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Esquire Financial Holdings 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
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Esquire Financial Holdings has current Market Risk Adjusted Performance of (0.27).
MRAP 
 = 
ER[a] + (1/BETA - 1) 
X 
ER[a] - RFR) 
 = 
(0.27)
ER[a] =   Expected return on investing in Esquire Financial
RFR =   Risk Free Rate of return. Typically T-Bill Rate
BETA =   Beta of the asset with market or selected benchmark.
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Market Risk Adjusted Performance Comparison

Esquire Financial Holdings is rated below average in market risk adjusted performance category among related companies. It is rated # 2 in maximum drawdown category among related companies .
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Esquire Financial Technical Signals

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Risk Adjusted Performance0.0332
Market Risk Adjusted Performance(0.27)
Mean Deviation1.22
Semi Deviation1.58
Downside Deviation1.69
Coefficient Of Variation1840.41
Standard Deviation1.74
Variance3.03
Information Ratio(0.01913)
Jensen Alpha0.1195
Total Risk Alpha(0.35)
Sortino Ratio(0.01971)
Treynor Ratio(0.28)
Maximum Drawdown11.07
Value At Risk(2.43)
Potential Upside2.89
Downside Variance2.85
Semi Variance2.49
Expected Short fall(1.28)
Skewness0.2927
Kurtosis2.49
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