Taiwan Semiconductor Risk Adjusted Performance

TSFA Stock  EUR 124.20  0.20  0.16%   
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Taiwan Semiconductor Manufacturing has current Risk Adjusted Performance of 0.0818.

RAP

 = 

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

RFR

 = 
0.0818
ER[a] = Expected return on investing in Taiwan Semiconductor
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Taiwan Semiconductor Risk Adjusted Performance Peers Comparison

Taiwan Risk Adjusted Performance Relative To Other Indicators

Taiwan Semiconductor Manufacturing is currently regarded as top stock in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  165.29  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Taiwan Semiconductor Manufacturing is roughly  165.29 
Compare Taiwan Semiconductor to Peers

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