Fonciere Lyonnaise Risk Adjusted Performance

FLY Stock

EUR 73.00 0.20 0.27%

Fonciere Lyonnaise risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Fonciere Lyonnaise 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

Fonciere Lyonnaise has current Risk Adjusted Performance of 0.0755.

RAP

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

RFR

0.0755

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

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Fonciere Lyonnaise Risk Adjusted Performance Peers Comparison

Fonciere Risk Adjusted Performance Relative To Other Indicators

Fonciere Lyonnaise is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 142.07 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fonciere Lyonnaise is roughly 142.07

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Fonciere Lyonnaise Technical Signals

All Fonciere Lyonnaise Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
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	Statistic Functions
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	Risk Adjusted Performance	0.0755
	Market Risk Adjusted Performance	0.1497
	Mean Deviation	0.7789
	Semi Deviation	0.7096
	Downside Deviation	1.09
	Coefficient Of Variation	1027.12
	Standard Deviation	1.49
	Variance	2.22
	Information Ratio	0.0139
	Jensen Alpha	0.0244
	Total Risk Alpha	(0.10)
	Sortino Ratio	0.019
	Treynor Ratio	0.1397
	Maximum Drawdown	10.73
	Value At Risk	(1.35)
	Potential Upside	2.46
	Downside Variance	1.19
	Semi Variance	0.5035
	Expected Short fall	(1.17)
	Skewness	3.76
	Kurtosis	22.62

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