Ventyx Biosciences Risk Adjusted Performance
VTYX Stock | USD 2.54 0.09 3.67% |
Ventyx |
| = | 0.0097 |
ER[a] | = | Expected return on investing in Ventyx Biosciences |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Ventyx Biosciences Risk Adjusted Performance Peers Comparison
Ventyx Risk Adjusted Performance Relative To Other Indicators
Ventyx 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 3,352 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ventyx Biosciences is roughly 3,352
Risk Adjusted Performance |
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Ventyx Biosciences Technical Signals
All Ventyx Biosciences Technical Indicators
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Risk Adjusted Performance | 0.0097 | |||
Market Risk Adjusted Performance | 0.0092 | |||
Mean Deviation | 3.32 | |||
Semi Deviation | 5.15 | |||
Downside Deviation | 5.68 | |||
Coefficient Of Variation | 62796.48 | |||
Standard Deviation | 5.0 | |||
Variance | 25.01 | |||
Information Ratio | (0.02) | |||
Jensen Alpha | (0.22) | |||
Total Risk Alpha | (0.56) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | (0.0008) | |||
Maximum Drawdown | 32.52 | |||
Value At Risk | (7.14) | |||
Potential Upside | 6.96 | |||
Downside Variance | 32.23 | |||
Semi Variance | 26.53 | |||
Expected Short fall | (3.55) | |||
Skewness | (0.91) | |||
Kurtosis | 6.37 |