Northpointe Bancshares, Risk Adjusted Performance

Stocks . USA . 
Stock . Northpointe Bancshares,
NPB Stock   16.74  0.23  1.39%   
Northpointe Bancshares, risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Northpointe Bancshares, or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
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Northpointe Bancshares, has current Risk Adjusted Performance of 0.0693.

RAP

 = 

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

RFR

 = 
0.0693
ER[a] = Expected return on investing in Northpointe Bancshares,
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.
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Northpointe Bancshares, Risk Adjusted Performance Peers Comparison

Northpointe Risk Adjusted Performance Relative To Other Indicators

Northpointe Bancshares, is considered to be number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  129.00  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Northpointe Bancshares, is roughly  129.00 
Compare Northpointe Bancshares, to Peers

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Northpointe Bancshares, Technical Signals

All Northpointe Bancshares, Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
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Statistic Functions
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Volume Indicators
Risk Adjusted Performance0.0693
Market Risk Adjusted Performance(1.38)
Mean Deviation1.37
Semi Deviation1.72
Downside Deviation1.87
Coefficient Of Variation1018.84
Standard Deviation1.8
Variance3.24
Information Ratio0.051
Jensen Alpha0.1758
Total Risk Alpha(0.04)
Sortino Ratio0.0492
Treynor Ratio(1.39)
Maximum Drawdown8.94
Value At Risk(3.49)
Potential Upside3.04
Downside Variance3.48
Semi Variance2.95
Expected Short fall(1.45)
Skewness(0.18)
Kurtosis0.4217
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