Tokyo Electric Power Co Holdings (TKECF)

2.894 0.00 (0.00%) USD  |  OTCM  |  Jan 07, 16:00
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Tokyo Electric Power Co Holdings Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Historical Sharpe Ratio (5Y) Benchmarks

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Chubu Electric Power Co Inc Upgrade
Kansai Electric Power Co Inc Upgrade
Tohoku Electric Power Co Inc --
Electric Power Development Co Ltd --
Kyushu Electric Power Co Inc --

Historical Sharpe Ratio (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade