Metalrgica Riosulense Risk Adjusted Performance
RSUL4 Preferred Stock | BRL 78.98 1.48 1.91% |
Metalrgica |
| = | 0.0119 |
ER[a] | = | Expected return on investing in Metalrgica Riosulense |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Metalrgica Riosulense Risk Adjusted Performance Peers Comparison
Metalrgica Risk Adjusted Performance Relative To Other Indicators
Metalrgica Riosulense SA is currently regarded as top stock in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 872.87 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Metalrgica Riosulense SA is roughly 872.87
Risk Adjusted Performance |
Compare Metalrgica Riosulense to Peers |
Thematic Opportunities
Explore Investment Opportunities
Metalrgica Riosulense Technical Signals
All Metalrgica Riosulense Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0119 | |||
Market Risk Adjusted Performance | 0.0201 | |||
Mean Deviation | 1.49 | |||
Semi Deviation | 2.28 | |||
Downside Deviation | 2.44 | |||
Coefficient Of Variation | 12769.44 | |||
Standard Deviation | 2.06 | |||
Variance | 4.25 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | (0.04) | |||
Total Risk Alpha | (0.26) | |||
Sortino Ratio | (0.03) | |||
Treynor Ratio | 0.0101 | |||
Maximum Drawdown | 10.39 | |||
Value At Risk | (4.13) | |||
Potential Upside | 3.1 | |||
Downside Variance | 5.96 | |||
Semi Variance | 5.18 | |||
Expected Short fall | (1.46) | |||
Skewness | (0.70) | |||
Kurtosis | 1.17 |