PrairieSky Royalty Risk Adjusted Performance
PREKF Stock | USD 21.11 0.19 0.91% |
PrairieSky |
| = | 0.045 |
ER[a] | = | Expected return on investing in PrairieSky Royalty |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
PrairieSky Royalty Risk Adjusted Performance Peers Comparison
PrairieSky Risk Adjusted Performance Relative To Other Indicators
PrairieSky Royalty 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 160.94 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for PrairieSky Royalty is roughly 160.94
Risk Adjusted Performance |
Compare PrairieSky Royalty to Peers |
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PrairieSky Royalty Technical Signals
All PrairieSky Royalty Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.045 | |||
Market Risk Adjusted Performance | 0.2199 | |||
Mean Deviation | 1.14 | |||
Semi Deviation | 1.48 | |||
Downside Deviation | 1.68 | |||
Coefficient Of Variation | 1911.19 | |||
Standard Deviation | 1.54 | |||
Variance | 2.37 | |||
Information Ratio | (0.03) | |||
Jensen Alpha | 0.0301 | |||
Total Risk Alpha | (0.17) | |||
Sortino Ratio | (0.03) | |||
Treynor Ratio | 0.2099 | |||
Maximum Drawdown | 7.24 | |||
Value At Risk | (2.81) | |||
Potential Upside | 3.15 | |||
Downside Variance | 2.81 | |||
Semi Variance | 2.2 | |||
Expected Short fall | (1.18) | |||
Skewness | (0.08) | |||
Kurtosis | 0.3079 |