Highwoods Properties Risk Adjusted Performance
HIW Stock | USD 25.68 0.08 0.31% |
Highwoods |
| = | 0.0849 |
ER[a] | = | Expected return on investing in Highwoods Properties |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Highwoods Properties Risk Adjusted Performance Peers Comparison
Highwoods Risk Adjusted Performance Relative To Other Indicators
Highwoods Properties is rated # 2 in risk adjusted performance category among related companies. It is rated # 3 in maximum drawdown category among related companies reporting about 156.59 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Highwoods Properties is roughly 156.59
Risk Adjusted Performance |
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Highwoods Properties Technical Signals
All Highwoods Properties Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0849 | |||
Market Risk Adjusted Performance | 0.1334 | |||
Mean Deviation | 1.63 | |||
Semi Deviation | 2.1 | |||
Downside Deviation | 2.33 | |||
Coefficient Of Variation | 802.82 | |||
Standard Deviation | 2.2 | |||
Variance | 4.83 | |||
Information Ratio | 0.084 | |||
Jensen Alpha | 0.0944 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | 0.079 | |||
Treynor Ratio | 0.1234 | |||
Maximum Drawdown | 13.29 | |||
Value At Risk | (3.54) | |||
Potential Upside | 4.35 | |||
Downside Variance | 5.45 | |||
Semi Variance | 4.42 | |||
Expected Short fall | (1.68) | |||
Skewness | (0.21) | |||
Kurtosis | 1.54 |