Ready Capital Risk Adjusted Performance
RCB Stock | USD 24.35 0.01 0.04% |
Ready |
| = | 0.0547 |
ER[a] | = | Expected return on investing in Ready Capital |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Ready Capital Risk Adjusted Performance Peers Comparison
Ready Risk Adjusted Performance Relative To Other Indicators
Ready Capital is currently regarded as top stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 28.95 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ready Capital is roughly 28.95
Risk Adjusted Performance |
Compare Ready Capital to Peers |
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Ready Capital Technical Signals
All Ready Capital Technical Indicators
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Volume Indicators |
Risk Adjusted Performance | 0.0547 | |||
Market Risk Adjusted Performance | (0.69) | |||
Mean Deviation | 0.2505 | |||
Semi Deviation | 0.2972 | |||
Downside Deviation | 0.3821 | |||
Coefficient Of Variation | 1104.97 | |||
Standard Deviation | 0.3469 | |||
Variance | 0.1204 | |||
Information Ratio | (0.20) | |||
Jensen Alpha | 0.0241 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.18) | |||
Treynor Ratio | (0.70) | |||
Maximum Drawdown | 1.58 | |||
Value At Risk | (0.57) | |||
Potential Upside | 0.5345 | |||
Downside Variance | 0.146 | |||
Semi Variance | 0.0883 | |||
Expected Short fall | (0.26) | |||
Skewness | (0.06) | |||
Kurtosis | 0.8913 |