Wetzel SA Related Correlations
MWET4 Preferred Stock | BRL 5.29 0.06 1.15% |
Correlations
0.62 | 0.05 | 0.46 | 0.74 | TXRX4 | ||
0.62 | 0.22 | 0.78 | 0.91 | TELB4 | ||
0.05 | 0.22 | 0.02 | 0.24 | RCSL4 | ||
0.46 | 0.78 | 0.02 | 0.68 | PTNT4 | ||
0.74 | 0.91 | 0.24 | 0.68 | CTNM4 | ||
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Risk-Adjusted Indicators
There is a big difference between Wetzel Preferred Stock performing well and Wetzel SA Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Wetzel SA's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
TXRX4 | 3.76 | (0.06) | 0.00 | 0.01 | 4.36 | 9.24 | 51.50 | |||
TELB4 | 1.46 | (0.35) | 0.00 | (14.18) | 0.00 | 2.79 | 9.60 | |||
RCSL4 | 3.65 | (0.43) | 0.00 | (1.13) | 0.00 | 7.25 | 38.09 | |||
PTNT4 | 1.02 | (0.12) | 0.00 | (0.40) | 0.00 | 2.07 | 8.97 | |||
CTNM4 | 1.78 | (0.49) | 0.00 | 2.25 | 0.00 | 4.35 | 11.90 |