South32 Risk Adjusted Performance
| SHTLF Pink Sheet | | | USD 3.10 -0.03 -0.96% |
The Risk Adjusted Performance for South32 is detailed below with current readings, historical data points, and sector comparisons. Signal relevance varies with the instrument's liquidity and prevailing market conditions.
South32 Volatility together with
South32 Price History extends the research frame for South32.
Current Risk Adjusted Performance Value
A Risk Adjusted Performance of 0.0364 for South32 signals positive but modest risk-adjusted return. South32 has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0364 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, South32's Risk Adjusted Performance is below the group average of 0.08. Peer readings range from -0.0711 (Svenska Cellulosa Aktiebolaget) to 0.1987 (Yara International ASA), reflecting wide dispersion across the sector. South32's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for South32 and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
South32 records a Risk Adjusted Performance of
0.04 and a Maximum Drawdown of
21.18 , yielding roughly
581.95 units of Maximum Drawdown per Risk Adjusted Performance. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for South32.
Methodology, Assumptions & Data Sources
South32's Risk Adjusted Performance currently stands at 0.0364. Risk Adjusted Performance for South32 is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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