L3Harris Technologies Risk Adjusted Performance
0L3H Stock | 240.11 2.33 0.96% |
L3Harris |
| = | 0.0366 |
ER[a] | = | Expected return on investing in L3Harris Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
L3Harris Technologies Risk Adjusted Performance Peers Comparison
L3Harris Risk Adjusted Performance Relative To Other Indicators
L3Harris Technologies is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 252.75 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for L3Harris Technologies is roughly 252.75
Risk Adjusted Performance |
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L3Harris Technologies Technical Signals
All L3Harris Technologies Technical Indicators
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Risk Adjusted Performance | 0.0366 | |||
Market Risk Adjusted Performance | 3.55 | |||
Mean Deviation | 0.9637 | |||
Semi Deviation | 1.31 | |||
Downside Deviation | 1.46 | |||
Coefficient Of Variation | 2381.18 | |||
Standard Deviation | 1.4 | |||
Variance | 1.96 | |||
Information Ratio | (0.05) | |||
Jensen Alpha | 0.0472 | |||
Total Risk Alpha | (0.16) | |||
Sortino Ratio | (0.04) | |||
Treynor Ratio | 3.54 | |||
Maximum Drawdown | 9.25 | |||
Value At Risk | (1.81) | |||
Potential Upside | 2.16 | |||
Downside Variance | 2.12 | |||
Semi Variance | 1.71 | |||
Expected Short fall | (1.02) | |||
Skewness | (0.56) | |||
Kurtosis | 3.78 |