SolarEdge Technologies Risk Adjusted Performance
SEDG Stock | USD 25.62 1.95 7.07% |
SolarEdge | Build AI portfolio with SolarEdge Stock |
| = | 0.2251 |
ER[a] | = | Expected return on investing in SolarEdge Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
SolarEdge Technologies Risk Adjusted Performance Peers Comparison
SolarEdge Risk Adjusted Performance Relative To Other Indicators
SolarEdge Technologies is currently regarded as top stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 254.45 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for SolarEdge Technologies is roughly 254.45
Risk Adjusted Performance |
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SolarEdge Technologies Technical Signals
All SolarEdge Technologies Technical Indicators
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Risk Adjusted Performance | 0.2251 | |||
Market Risk Adjusted Performance | 0.6035 | |||
Mean Deviation | 6.36 | |||
Semi Deviation | 8.74 | |||
Downside Deviation | 9.74 | |||
Coefficient Of Variation | 638.46 | |||
Standard Deviation | 9.12 | |||
Variance | 83.15 | |||
Information Ratio | 0.1297 | |||
Jensen Alpha | 0.8549 | |||
Total Risk Alpha | (0.14) | |||
Sortino Ratio | 0.1214 | |||
Treynor Ratio | 0.5935 | |||
Maximum Drawdown | 57.28 | |||
Value At Risk | (8.84) | |||
Potential Upside | 16.23 | |||
Downside Variance | 94.88 | |||
Semi Variance | 76.32 | |||
Expected Short fall | (7.05) | |||
Skewness | (0.88) | |||
Kurtosis | 3.45 |