Casio Computer Market Risk Adjusted Performance
| CSIOY Stock | USD 89.70 0.15 0.17% |
| = | 0.8909 |
| ER[a] | = | Expected return on investing in Casio Computer |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Casio Computer Co is rated third in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about 23.65 of Maximum Drawdown per Market Risk Adjusted Performance. At 23.65 , Casio Computer Co's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Market Risk Adjusted Performance |
Other Technical Indicators
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| Risk Adjusted Performance | 0.0547 | |||
| Market Risk Adjusted Performance | 0.8909 | |||
| Mean Deviation | 1.62 | |||
| Semi Deviation | 2.6 | |||
| Downside Deviation | 3.58 | |||
| Coefficient Of Variation | 1686.19 | |||
| Standard Deviation | 2.75 | |||
| Variance | 7.57 | |||
| Information Ratio | 0.0914 | |||
| Jensen Alpha | 0.1703 | |||
| Total Risk Alpha | 0.4905 | |||
| Sortino Ratio | 0.0703 | |||
| Treynor Ratio | 0.8809 | |||
| Maximum Drawdown | 21.07 | |||
| Value At Risk | -3.55 | |||
| Potential Upside | 4.22 | |||
| Downside Variance | 12.81 | |||
| Semi Variance | 6.78 | |||
| Expected Short fall | -1.77 | |||
| Skewness | -0.15 | |||
| Kurtosis | 6.08 |