PennyMac Finl Unknown Indicator
| PFSI Stock | USD 87.64 0.43 0.49% |
Other 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 | -0.08 | |||
| Market Risk Adjusted Performance | -0.47 | |||
| Mean Deviation | 2.1 | |||
| Coefficient Of Variation | -946.70 | |||
| Standard Deviation | 4.63 | |||
| Variance | 21.45 | |||
| Information Ratio | -0.09 | |||
| Jensen Alpha | -0.41 | |||
| Total Risk Alpha | 0.0016 | |||
| Treynor Ratio | -0.48 | |||
| Maximum Drawdown | 39.66 | |||
| Value At Risk | -4.29 | |||
| Potential Upside | 2.97 | |||
| Skewness | -5.56 | |||
| Kurtosis | 39.4 |