Whitecap Resources Risk Adjusted Performance
WCP Stock | CAD 10.23 0.05 0.49% |
Whitecap |
| = | 0.0122 |
ER[a] | = | Expected return on investing in Whitecap Resources |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Whitecap Resources Risk Adjusted Performance Peers Comparison
Whitecap Risk Adjusted Performance Relative To Other Indicators
Whitecap Resources is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 620.60 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Whitecap Resources is roughly 620.60
Risk Adjusted Performance |
Compare Whitecap Resources to Peers |
Thematic Opportunities
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Whitecap Resources Technical Signals
All Whitecap Resources Technical Indicators
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Risk Adjusted Performance | 0.0122 | |||
Market Risk Adjusted Performance | 0.1438 | |||
Mean Deviation | 1.28 | |||
Semi Deviation | 1.87 | |||
Downside Deviation | 2.02 | |||
Coefficient Of Variation | 11143.45 | |||
Standard Deviation | 1.63 | |||
Variance | 2.64 | |||
Information Ratio | (0.08) | |||
Jensen Alpha | 2.0E-4 | |||
Total Risk Alpha | (0.27) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.1338 | |||
Maximum Drawdown | 7.57 | |||
Value At Risk | (2.96) | |||
Potential Upside | 2.29 | |||
Downside Variance | 4.07 | |||
Semi Variance | 3.49 | |||
Expected Short fall | (1.19) | |||
Skewness | (0.65) | |||
Kurtosis | 0.1641 |