Metro Mining Risk Adjusted Performance
MMI Stock | 0.06 0 3.28% |
Metro |
| = | 0.0823 |
ER[a] | = | Expected return on investing in Metro Mining |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Metro Mining Risk Adjusted Performance Peers Comparison
Metro Risk Adjusted Performance Relative To Other Indicators
Metro Mining is considered to be number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 158.32 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Metro Mining is roughly 158.32
Risk Adjusted Performance |
Compare Metro Mining to Peers |
Thematic Opportunities
Explore Investment Opportunities
Metro Mining Technical Signals
All Metro Mining 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 | 0.0823 | |||
Market Risk Adjusted Performance | 2.5 | |||
Mean Deviation | 2.2 | |||
Semi Deviation | 2.09 | |||
Downside Deviation | 2.9 | |||
Coefficient Of Variation | 1109.82 | |||
Standard Deviation | 2.79 | |||
Variance | 7.78 | |||
Information Ratio | 0.0543 | |||
Jensen Alpha | 0.2326 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | 0.0522 | |||
Treynor Ratio | 2.49 | |||
Maximum Drawdown | 13.03 | |||
Value At Risk | (3.77) | |||
Potential Upside | 5.45 | |||
Downside Variance | 8.41 | |||
Semi Variance | 4.35 | |||
Expected Short fall | (3.40) | |||
Skewness | 0.2413 | |||
Kurtosis | (0.32) |