Penn National Risk Adjusted Performance

PENN
 Stock
  

USD 33.97  0.21  0.61%   

Penn National risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Penn National Gaming 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
  
Penn National Gaming has current Risk Adjusted Performance of 0.0863.
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.0863
ER[a] = Expected return on investing in Penn National
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Penn National Risk Adjusted Performance Peers Comparison

Penn National Risk Adjusted Performance Relative To Other Indicators

Penn National Gaming is regarded fifth in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  170.01  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Penn National Gaming is roughly  170.01 
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