Do you mean RR=0 or RR=1? If RR = 0 there aren't cases of disease among the exposed to the factor, so the factor can be considered as protective. If RR=1 the incidence among the exposed to the factor is equal to the incidence among the non-exposed, that is, the incidence of the disease in the study population does not change in the presence or absence of the factor; therefore, the factor is not associated with the disease.
Do you mean RR=0 or RR=1? If RR = 0 there aren't cases of disease among the exposed to the factor, so the factor can be considered as protective. If RR=1 the incidence among the exposed to the factor is equal to the incidence among the non-exposed, that is, the incidence of the disease in the study population does not change in the presence or absence of the factor; therefore, the factor is not associated with the disease.
When RR = 1 or the Confidence Interval include 1, there is not statistical association. Then, when RR is higher than 1 and it is significant, it is a risk factor, on the other hand, if RR is lower than 1 and also significant, it a protective factor. RR=0 is a very rare situation, because when you try to compare two groups and one of them have no cases is impossible to make the calculation of RR. In any case, if RR=0 we could say that the analized factor is an extremely protective factor.