Invesco SAMPP Unknown Indicator
| XMVM Etf | USD 64.11 -0.89 -1.37% |
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 | -0.0032 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.6909 | |||
| Coefficient Of Variation | -18,231 | |||
| Standard Deviation | 0.8938 | |||
| Variance | 0.7989 | |||
| Information Ratio | 0.029 | |||
| Jensen Alpha | 0.0175 | |||
| Total Risk Alpha | 0.0313 | |||
| Treynor Ratio | -0.02 | |||
| Maximum Drawdown | 4.34 | |||
| Value At Risk | -1.50 | |||
| Potential Upside | 1.53 | |||
| Skewness | 0.249 | |||
| Kurtosis | 0.465 |