Meteoric Resources Risk Adjusted Performance
RNF Stock | EUR 0.07 0 6.47% |
Meteoric |
| = | 0.0528 |
ER[a] | = | Expected return on investing in Meteoric Resources |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Meteoric Resources Risk Adjusted Performance Peers Comparison
Meteoric Risk Adjusted Performance Relative To Other Indicators
Meteoric Resources NL is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 1,320 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Meteoric Resources NL is roughly 1,320
Risk Adjusted Performance |
Compare Meteoric Resources to Peers |
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Meteoric Resources Technical Signals
All Meteoric Resources Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0528 | |||
Market Risk Adjusted Performance | 0.489 | |||
Mean Deviation | 6.89 | |||
Semi Deviation | 8.78 | |||
Downside Deviation | 16.67 | |||
Coefficient Of Variation | 1763.62 | |||
Standard Deviation | 12.25 | |||
Variance | 150.16 | |||
Information Ratio | 0.0465 | |||
Jensen Alpha | 0.5199 | |||
Total Risk Alpha | (1.16) | |||
Sortino Ratio | 0.0342 | |||
Treynor Ratio | 0.479 | |||
Maximum Drawdown | 69.68 | |||
Value At Risk | (22.14) | |||
Potential Upside | 26.36 | |||
Downside Variance | 278.03 | |||
Semi Variance | 77.14 | |||
Expected Short fall | (15.85) | |||
Skewness | 0.5291 | |||
Kurtosis | 2.76 |