La-Z-Boy Incorporated Risk Adjusted Performance
| LAZ Stock | EUR 40.80 0.00 0.00% |
La-Z-Boy |
| = | 0.0522 |
| ER[a] | = | Expected return on investing in La-Z-Boy Incorporated |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| STD[b] | = | Standard Deviation of selected market or benchmark. |
La-Z-Boy Incorporated Risk Adjusted Performance Peers Comparison
La-Z-Boy Risk Adjusted Performance Relative To Other Indicators
La Z Boy Incorporated is rated third overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 139.45 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for La Z Boy Incorporated is roughly 139.45
Risk Adjusted Performance |
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La-Z-Boy Incorporated Technical Signals
All La-Z-Boy Incorporated Technical Indicators
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| Risk Adjusted Performance | 0.0522 | |||
| Market Risk Adjusted Performance | 0.5285 | |||
| Mean Deviation | 1.26 | |||
| Semi Deviation | 1.37 | |||
| Downside Deviation | 1.69 | |||
| Coefficient Of Variation | 1685.96 | |||
| Standard Deviation | 1.64 | |||
| Variance | 2.68 | |||
| Information Ratio | 0.0268 | |||
| Jensen Alpha | 0.0799 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.026 | |||
| Treynor Ratio | 0.5185 | |||
| Maximum Drawdown | 7.28 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 2.22 | |||
| Downside Variance | 2.85 | |||
| Semi Variance | 1.88 | |||
| Expected Short fall | (1.53) | |||
| Skewness | 0.4467 | |||
| Kurtosis | 0.4766 |