Alpha and Beta Analysis
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 | (alpha) | = | 0.05 |  | (beta) | = | 0.78 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.1331 | Jensen Alpha 0.0474 | Total Risk Alpha (0.14) | Sortino Ratio (0.0002) | Treynor Ratio 0.2686 |
Royal Probability Of Bankruptcy
Royal Bank of Canada has less than 17.7937 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Royal Market Performance
88% of all equities and portfolios perform better than Royal Bank of Canada. Compared with the overall equity markets, risk-adjusted returns on investments in Royal Bank of Canada are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days. |
Royal Return and Market MediaThe median price of Royal for the period between Tue, Apr 23, 2013 and Thu, May 23, 2013 is 60.49 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 0.97, arithmetic mean of 60.37, and mean deviation of 0.74. The Stock received substential amount of media coverage during this period.
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