Compania Minera Risk Adjusted Performance

ATACOBC1

0.04 0 8.70%

Compania Minera risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Compania Minera Atacocha 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

Compania Minera Atacocha has current Risk Adjusted Performance of 0.0325.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0325

ER[a]	=	Expected return on investing in Compania Minera
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Compania Minera Risk Adjusted Performance Peers Comparison

Compania Risk Adjusted Performance Relative To Other Indicators

Compania Minera Atacocha is rated third in risk adjusted performance category among its peers. It is number one stock in maximum drawdown category among its peers reporting about 1,270 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Compania Minera Atacocha is roughly 1,270

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Compania Minera Technical Signals

All Compania Minera Technical Indicators

	Cycle Indicators
	Math Operators
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	Momentum Indicators
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	Risk Adjusted Performance	0.0325
	Market Risk Adjusted Performance	(0.32)
	Mean Deviation	2.76
	Semi Deviation	4.79
	Downside Deviation	13.37
	Coefficient Of Variation	3061.79
	Standard Deviation	6.68
	Variance	44.62
	Information Ratio	0.014
	Jensen Alpha	0.2796
	Total Risk Alpha	(0.85)
	Sortino Ratio	0.007
	Treynor Ratio	(0.33)
	Maximum Drawdown	41.27
	Value At Risk	(6.12)
	Potential Upside	10.42
	Downside Variance	178.86
	Semi Variance	22.96
	Expected Short fall	(8.51)
	Skewness	0.7387
	Kurtosis	11.43

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