LightPath Technologies Risk Adjusted Performance
LPTH Stock | USD 3.05 0.01 0.33% |
LightPath | Build AI portfolio with LightPath Stock |
| = | 0.248 |
ER[a] | = | Expected return on investing in LightPath Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
LightPath Technologies Risk Adjusted Performance Peers Comparison
LightPath Risk Adjusted Performance Relative To Other Indicators
LightPath Technologies 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 94.37 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for LightPath Technologies is roughly 94.37
Risk Adjusted Performance |
Compare LightPath Technologies to Peers |
Thematic Opportunities
Explore Investment Opportunities
LightPath Technologies Technical Signals
All LightPath Technologies 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 | 0.248 | |||
Market Risk Adjusted Performance | 0.6757 | |||
Mean Deviation | 4.02 | |||
Semi Deviation | 4.08 | |||
Downside Deviation | 4.75 | |||
Coefficient Of Variation | 676.27 | |||
Standard Deviation | 5.16 | |||
Variance | 26.64 | |||
Information Ratio | 0.1262 | |||
Jensen Alpha | 0.6381 | |||
Total Risk Alpha | 0.4313 | |||
Sortino Ratio | 0.1371 | |||
Treynor Ratio | 0.6657 | |||
Maximum Drawdown | 23.4 | |||
Value At Risk | (8.17) | |||
Potential Upside | 9.13 | |||
Downside Variance | 22.6 | |||
Semi Variance | 16.67 | |||
Expected Short fall | (4.76) | |||
Skewness | 0.2854 | |||
Kurtosis | 0.2517 |