KAT Exploration Risk Adjusted Performance

KATX Stock

USD 0.0002 0.0001 33.33%

KAT Exploration risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for KAT Exploration or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

KAT Exploration has current Risk Adjusted Performance of 0.0456.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0456

ER[a]	=	Expected return on investing in KAT Exploration
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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KAT Exploration Risk Adjusted Performance Peers Comparison

KAT Risk Adjusted Performance Relative To Other Indicators

KAT Exploration 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 1,827 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for KAT Exploration is roughly 1,827

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KAT Exploration Technical Signals

All KAT Exploration 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	0.0456
	Market Risk Adjusted Performance	0.2942
	Mean Deviation	14.43
	Semi Deviation	14.79
	Downside Deviation	26.21
	Coefficient Of Variation	2017.27
	Standard Deviation	20.89
	Variance	436.22
	Information Ratio	0.0448
	Jensen Alpha	0.7003
	Total Risk Alpha	(1.57)
	Sortino Ratio	0.0357
	Treynor Ratio	0.2842
	Maximum Drawdown	83.33
	Value At Risk	(33.33)
	Potential Upside	33.33
	Downside Variance	687.15
	Semi Variance	218.83
	Expected Short fall	(32.78)
	Skewness	0.4937
	Kurtosis	(0.07)

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