Minerals Technologies Risk Adjusted Performance
MTX Stock | USD 82.43 2.53 3.17% |
Minerals |
| = | 0.0626 |
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. |
Minerals Technologies Risk Adjusted Performance Peers Comparison
Minerals Risk Adjusted Performance Relative To Other Indicators
Minerals Technologies is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 190.11 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Minerals Technologies is roughly 190.11
Risk Adjusted Performance |
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Minerals Technologies Technical Signals
All Minerals Technologies Technical Indicators
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Risk Adjusted Performance | 0.0626 | |||
Market Risk Adjusted Performance | 0.0756 | |||
Mean Deviation | 1.28 | |||
Semi Deviation | 1.32 | |||
Downside Deviation | 1.46 | |||
Coefficient Of Variation | 1326.04 | |||
Standard Deviation | 1.81 | |||
Variance | 3.26 | |||
Information Ratio | 0.0226 | |||
Jensen Alpha | (0.04) | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | 0.028 | |||
Treynor Ratio | 0.0656 | |||
Maximum Drawdown | 11.9 | |||
Value At Risk | (2.51) | |||
Potential Upside | 2.46 | |||
Downside Variance | 2.12 | |||
Semi Variance | 1.74 | |||
Expected Short fall | (1.45) | |||
Skewness | 1.68 | |||
Kurtosis | 7.69 |