PotlatchDeltic Corp Risk Adjusted Performance
PCH Stock | USD 45.96 0.71 1.57% |
PotlatchDeltic |
| = | 0.0804 |
ER[a] | = | Expected return on investing in PotlatchDeltic Corp |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
PotlatchDeltic Corp Risk Adjusted Performance Peers Comparison
PotlatchDeltic Risk Adjusted Performance Relative To Other Indicators
PotlatchDeltic Corp is considered to be number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 118.45 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for PotlatchDeltic Corp is roughly 118.45
Risk Adjusted Performance |
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PotlatchDeltic Corp Technical Signals
All PotlatchDeltic Corp Technical Indicators
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Risk Adjusted Performance | 0.0804 | |||
Market Risk Adjusted Performance | 0.2281 | |||
Mean Deviation | 1.3 | |||
Semi Deviation | 1.4 | |||
Downside Deviation | 1.5 | |||
Coefficient Of Variation | 982.81 | |||
Standard Deviation | 1.68 | |||
Variance | 2.81 | |||
Information Ratio | 0.0928 | |||
Jensen Alpha | 0.1568 | |||
Total Risk Alpha | 0.1492 | |||
Sortino Ratio | 0.1038 | |||
Treynor Ratio | 0.2181 | |||
Maximum Drawdown | 9.52 | |||
Value At Risk | (2.09) | |||
Potential Upside | 2.76 | |||
Downside Variance | 2.25 | |||
Semi Variance | 1.95 | |||
Expected Short fall | (1.60) | |||
Skewness | (0.23) | |||
Kurtosis | 1.48 |