Minerals Technologies Risk Adjusted Performance

MNK Stock

EUR 71.00 0.50 0.71%

Minerals Technologies risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Minerals Technologies 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

Minerals Technologies has current Risk Adjusted Performance of 0.0366.

RAP

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

RFR

0.0366

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

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Minerals Technologies Risk Adjusted Performance Peers Comparison

Minerals Risk Adjusted Performance Relative To Other Indicators

Minerals Technologies is regarded fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 255.99 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Minerals Technologies is roughly 255.99

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Minerals Technologies Technical Signals

All Minerals Technologies Technical Indicators

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	Risk Adjusted Performance	0.0366
	Market Risk Adjusted Performance	(0.14)
	Mean Deviation	1.46
	Semi Deviation	1.6
	Downside Deviation	1.85
	Coefficient Of Variation	2603.68
	Standard Deviation	1.97
	Variance	3.88
	Information Ratio	0.0244
	Jensen Alpha	0.0735
	Total Risk Alpha	0.0224
	Sortino Ratio	0.0261
	Treynor Ratio	(0.15)
	Maximum Drawdown	9.37
	Value At Risk	(2.71)
	Potential Upside	4.08
	Downside Variance	3.41
	Semi Variance	2.57
	Expected Short fall	(1.74)
	Skewness	0.805
	Kurtosis	1.22

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