Worley Parsons Related Correlations
WYGPY Stock | USD 10.65 0.03 0.28% |
Correlations
0.72 | 0.71 | 0.74 | 0.87 | 0.81 | 0.85 | FI | ||
0.72 | 0.87 | 0.89 | 0.8 | 0.82 | 0.8 | SLB | ||
0.71 | 0.87 | 0.91 | 0.82 | 0.92 | 0.85 | HAL | ||
0.74 | 0.89 | 0.91 | 0.88 | 0.94 | 0.9 | BKR | ||
0.87 | 0.8 | 0.82 | 0.88 | 0.94 | 0.94 | TS | ||
0.81 | 0.82 | 0.92 | 0.94 | 0.94 | 0.94 | FTI | ||
0.85 | 0.8 | 0.85 | 0.9 | 0.94 | 0.94 | WFRD | ||
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Risk-Adjusted Indicators
There is a big difference between Worley Pink Sheet performing well and Worley Parsons 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 Worley Parsons' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FI | 0.73 | 0.03 | 0.03 | 0.11 | 0.89 | 1.59 | 4.08 | |||
SLB | 1.04 | (0.03) | (0.02) | 0.05 | 1.69 | 2.24 | 9.73 | |||
HAL | 1.07 | 0.17 | 0.13 | 0.27 | 1.00 | 2.54 | 7.47 | |||
BKR | 1.06 | 0.01 | 0.00 | 0.10 | 1.40 | 2.29 | 6.48 | |||
TS | 1.03 | 0.19 | 0.17 | 0.25 | 0.88 | 2.20 | 10.05 | |||
FTI | 1.43 | 0.42 | 0.25 | 0.61 | 1.13 | 3.49 | 10.18 | |||
WFRD | 1.92 | 0.25 | 0.09 | 0.34 | 2.46 | 4.79 | 14.47 |