Procore Technologies Risk Adjusted Performance
PCOR Stock | USD 81.45 1.19 1.48% |
Procore |
| = | 0.1668 |
ER[a] | = | Expected return on investing in Procore Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Procore Technologies Risk Adjusted Performance Peers Comparison
Procore Risk Adjusted Performance Relative To Other Indicators
Procore Technologies is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 59.27 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Procore Technologies is roughly 59.27
Risk Adjusted Performance |
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Procore Technologies Technical Signals
All Procore Technologies Technical Indicators
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Risk Adjusted Performance | 0.1668 | |||
Market Risk Adjusted Performance | 0.2736 | |||
Mean Deviation | 1.72 | |||
Semi Deviation | 1.38 | |||
Downside Deviation | 1.73 | |||
Coefficient Of Variation | 478.58 | |||
Standard Deviation | 2.3 | |||
Variance | 5.31 | |||
Information Ratio | 0.1546 | |||
Jensen Alpha | 0.2652 | |||
Total Risk Alpha | 0.1246 | |||
Sortino Ratio | 0.2055 | |||
Treynor Ratio | 0.2636 | |||
Maximum Drawdown | 9.89 | |||
Value At Risk | (2.47) | |||
Potential Upside | 4.79 | |||
Downside Variance | 3.01 | |||
Semi Variance | 1.89 | |||
Expected Short fall | (2.11) | |||
Skewness | 0.6735 | |||
Kurtosis | 0.8528 |