Precision BioSciences Risk Adjusted Performance
DTIL Stock | USD 5.15 0.15 3.00% |
Precision | Build AI portfolio with Precision Stock |
| = | 0.0125 |
ER[a] | = | Expected return on investing in Precision BioSciences |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Precision BioSciences Risk Adjusted Performance Peers Comparison
Precision Risk Adjusted Performance Relative To Other Indicators
Precision BioSciences is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,354 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Precision BioSciences is roughly 1,354
Risk Adjusted Performance |
Compare Precision BioSciences to Peers |
Thematic Opportunities
Explore Investment Opportunities
Precision BioSciences Technical Signals
All Precision BioSciences 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 | 0.0125 | |||
Market Risk Adjusted Performance | 0.0162 | |||
Mean Deviation | 3.05 | |||
Semi Deviation | 3.85 | |||
Downside Deviation | 3.91 | |||
Coefficient Of Variation | 16936.94 | |||
Standard Deviation | 3.8 | |||
Variance | 14.46 | |||
Information Ratio | (0.05) | |||
Jensen Alpha | (0.39) | |||
Total Risk Alpha | (0.97) | |||
Sortino Ratio | (0.05) | |||
Treynor Ratio | 0.0062 | |||
Maximum Drawdown | 16.93 | |||
Value At Risk | (7.22) | |||
Potential Upside | 6.77 | |||
Downside Variance | 15.29 | |||
Semi Variance | 14.8 | |||
Expected Short fall | (3.17) | |||
Skewness | (0.19) | |||
Kurtosis | (0.20) |