MIELY: Mitsubishi Electric Corporation
Performance
MIELY +12.60%
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Summary
MIELY at a glance
MIELY returned +12.60% over the past year. Its worst drop in that year was -33.81%, smaller than 49% of stocks on Redstone, and its Sharpe ratio of 0.40 beats 45% of stocks on Redstone.
Current Drawdown
-25.68%
Rolling Volatility
55.11%
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Metrics
Risk Indicators
Alpha0.08%
Beta1.68x
Sharpe0.40
Sortino0.61
Omega1.07
Calmar0.37
Martin1.16
Profile
About MIELY
- Sector
- Industrials
Comparisons