Interlink Electronics Risk Adjusted Performance
LINK Stock | USD 5.84 0.55 8.61% |
Interlink | Build AI portfolio with Interlink Stock |
| = | 0.0524 |
ER[a] | = | Expected return on investing in Interlink Electronics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Interlink Electronics Risk Adjusted Performance Peers Comparison
Interlink Risk Adjusted Performance Relative To Other Indicators
Interlink Electronics 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 737.19 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Interlink Electronics is roughly 737.19
Risk Adjusted Performance |
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Interlink Electronics Technical Signals
All Interlink Electronics Technical Indicators
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Risk Adjusted Performance | 0.0524 | |||
Market Risk Adjusted Performance | 0.5361 | |||
Mean Deviation | 4.58 | |||
Semi Deviation | 5.75 | |||
Downside Deviation | 6.27 | |||
Coefficient Of Variation | 1790.21 | |||
Standard Deviation | 6.89 | |||
Variance | 47.47 | |||
Information Ratio | 0.0406 | |||
Jensen Alpha | 0.3072 | |||
Total Risk Alpha | (0.47) | |||
Sortino Ratio | 0.0447 | |||
Treynor Ratio | 0.5261 | |||
Maximum Drawdown | 38.63 | |||
Value At Risk | (9.60) | |||
Potential Upside | 10.78 | |||
Downside Variance | 39.26 | |||
Semi Variance | 33.09 | |||
Expected Short fall | (5.26) | |||
Skewness | 0.7808 | |||
Kurtosis | 3.18 |