Precision Drilling Risk Adjusted Performance
PDS Stock | USD 68.44 2.61 3.96% |
Precision |
| = | 0.0954 |
ER[a] | = | Expected return on investing in Precision Drilling |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Precision Drilling Risk Adjusted Performance Peers Comparison
Precision Risk Adjusted Performance Relative To Other Indicators
Precision Drilling is regarded second in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 114.29 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Precision Drilling is roughly 114.29
Risk Adjusted Performance |
Compare Precision Drilling to Peers |
Thematic Opportunities
Explore Investment Opportunities
Precision Drilling Technical Signals
All Precision Drilling Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0954 | |||
Market Risk Adjusted Performance | 0.2424 | |||
Mean Deviation | 1.79 | |||
Semi Deviation | 1.84 | |||
Downside Deviation | 1.99 | |||
Coefficient Of Variation | 699.57 | |||
Standard Deviation | 2.36 | |||
Variance | 5.56 | |||
Information Ratio | 0.1051 | |||
Jensen Alpha | 0.2155 | |||
Total Risk Alpha | 0.0236 | |||
Sortino Ratio | 0.1242 | |||
Treynor Ratio | 0.2324 | |||
Maximum Drawdown | 10.9 | |||
Value At Risk | (2.97) | |||
Potential Upside | 4.39 | |||
Downside Variance | 3.98 | |||
Semi Variance | 3.38 | |||
Expected Short fall | (2.07) | |||
Skewness | 0.4842 | |||
Kurtosis | 0.7959 |