International Paper Risk Adjusted Performance

IP Stock

USD 57.58 1.11 1.97%

International Paper risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for International Paper 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

International Paper has current Risk Adjusted Performance of 0.1293.

RAP

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

RFR

0.1293

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

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International Paper Risk Adjusted Performance Peers Comparison

International Risk Adjusted Performance Relative To Other Indicators

International Paper is rated third overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 116.35 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for International Paper is roughly 116.35

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International Paper Technical Signals

All International Paper Technical Indicators

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	Risk Adjusted Performance	0.1293
	Market Risk Adjusted Performance	1.6
	Mean Deviation	1.29
	Semi Deviation	0.9964
	Downside Deviation	1.27
	Coefficient Of Variation	613.61
	Standard Deviation	2.12
	Variance	4.49
	Information Ratio	0.1126
	Jensen Alpha	0.315
	Total Risk Alpha	0.0633
	Sortino Ratio	0.1881
	Treynor Ratio	1.59
	Maximum Drawdown	15.04
	Value At Risk	(2.23)
	Potential Upside	2.53
	Downside Variance	1.61
	Semi Variance	0.9928
	Expected Short fall	(1.57)
	Skewness	3.53
	Kurtosis	20.85

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