Stag Industrial Risk Adjusted Performance

SW6 Stock   33.19  -0.04  -0.12%   
Observed values used to calculate the Risk Adjusted Performance technical indicator for Stag Industrial. Values may reflect normalized price or volume observations.
Stag Industrial has current Risk Adjusted Performance of 0.0244.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0244
ER[a] = Expected return on investing in Stag Industrial
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Stag Industrial is rated below average in risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding 286.32 of Maximum Drawdown per Risk Adjusted Performance. For Stag Industrial, Maximum Drawdown stands at 286.32 times Risk Adjusted Performance
Compare Stag Industrial to Peers

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