Regulus Resources Stock Market Value

Regulus Resources appears to be relatively risky, given 3 months investment horizon. Regulus Resources maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the firm had a 0.23 % return per unit of risk over the last 3 months. By analyzing Regulus Resources' technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please evaluate Regulus Resources' Coefficient Of Variation of 546.59, semi deviation of 2.45, and Risk Adjusted Performance of 0.1471 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Regulus Resources holds a performance score of 18. The company holds a Beta of 0.64, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Regulus Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Regulus Resources is expected to be smaller as well. Please check Regulus Resources' total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Regulus Resources' historical price patterns will revert.