Universal Electronics Risk Adjusted Performance
UEIC Stock | USD 11.22 0.03 0.27% |
Universal |
| = | 0.0967 |
ER[a] | = | Expected return on investing in Universal Electronics |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Universal Electronics Risk Adjusted Performance Peers Comparison
Universal Risk Adjusted Performance Relative To Other Indicators
Universal Electronics is rated first in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 116.73 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Universal Electronics is roughly 116.73
Risk Adjusted Performance |
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Universal Electronics Technical Signals
All Universal Electronics Technical Indicators
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Risk Adjusted Performance | 0.0967 | |||
Market Risk Adjusted Performance | 2.14 | |||
Mean Deviation | 2.0 | |||
Semi Deviation | 2.12 | |||
Downside Deviation | 2.51 | |||
Coefficient Of Variation | 721.57 | |||
Standard Deviation | 2.66 | |||
Variance | 7.07 | |||
Information Ratio | 0.1178 | |||
Jensen Alpha | 0.351 | |||
Total Risk Alpha | 0.1719 | |||
Sortino Ratio | 0.1249 | |||
Treynor Ratio | 2.13 | |||
Maximum Drawdown | 11.29 | |||
Value At Risk | (3.37) | |||
Potential Upside | 4.95 | |||
Downside Variance | 6.3 | |||
Semi Variance | 4.48 | |||
Expected Short fall | (2.35) | |||
Skewness | 0.1769 | |||
Kurtosis | 0.6661 |