JinkoSolar Holding Risk Adjusted Performance
JKS Stock | USD 22.51 0.87 4.02% |
JinkoSolar |
| = | 0.0671 |
ER[a] | = | Expected return on investing in JinkoSolar Holding |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
JinkoSolar Holding Risk Adjusted Performance Peers Comparison
JinkoSolar Risk Adjusted Performance Relative To Other Indicators
JinkoSolar Holding is currently regarded as number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 540.14 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for JinkoSolar Holding is roughly 540.14
Risk Adjusted Performance |
Compare JinkoSolar Holding to Peers |
Thematic Opportunities
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JinkoSolar Holding Technical Signals
All JinkoSolar Holding Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0671 | |||
Market Risk Adjusted Performance | (1.13) | |||
Mean Deviation | 4.54 | |||
Semi Deviation | 6.06 | |||
Downside Deviation | 6.41 | |||
Coefficient Of Variation | 1314.25 | |||
Standard Deviation | 6.32 | |||
Variance | 39.95 | |||
Information Ratio | 0.0554 | |||
Jensen Alpha | 0.521 | |||
Total Risk Alpha | (0.52) | |||
Sortino Ratio | 0.0547 | |||
Treynor Ratio | (1.14) | |||
Maximum Drawdown | 36.24 | |||
Value At Risk | (7.53) | |||
Potential Upside | 9.45 | |||
Downside Variance | 41.04 | |||
Semi Variance | 36.7 | |||
Expected Short fall | (4.88) | |||
Skewness | (0.17) | |||
Kurtosis | 2.19 |