Wallbridge Mining Risk Adjusted Performance
WLBMF Stock | USD 0.04 0 6.50% |
Wallbridge |
| = | 0.0139 |
ER[a] | = | Expected return on investing in Wallbridge Mining |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Wallbridge Mining Risk Adjusted Performance Peers Comparison
Wallbridge Risk Adjusted Performance Relative To Other Indicators
Wallbridge Mining is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 2,878 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Wallbridge Mining is roughly 2,878
Risk Adjusted Performance |
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Wallbridge Mining Technical Signals
All Wallbridge Mining Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0139 | |||
Market Risk Adjusted Performance | (0.04) | |||
Mean Deviation | 3.31 | |||
Semi Deviation | 5.56 | |||
Downside Deviation | 16.01 | |||
Coefficient Of Variation | 15655.12 | |||
Standard Deviation | 7.69 | |||
Variance | 59.18 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.1155 | |||
Total Risk Alpha | (1.00) | |||
Sortino Ratio | (0) | |||
Treynor Ratio | (0.05) | |||
Maximum Drawdown | 40.0 | |||
Value At Risk | (16.67) | |||
Potential Upside | 20.0 | |||
Downside Variance | 256.3 | |||
Semi Variance | 30.88 | |||
Expected Short fall | (15.67) | |||
Skewness | 0.2991 | |||
Kurtosis | 3.34 |