Essilor International Risk Adjusted Performance
ESLOY Stock | USD 121.58 0.69 0.57% |
Essilor |
| = | 0.0273 |
ER[a] | = | Expected return on investing in Essilor International |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Essilor International Risk Adjusted Performance Peers Comparison
Essilor Risk Adjusted Performance Relative To Other Indicators
Essilor International SA is rated # 2 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 189.29 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Essilor International SA is roughly 189.29
Risk Adjusted Performance |
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Essilor International Technical Signals
All Essilor International Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0273 | |||
Market Risk Adjusted Performance | 0.2025 | |||
Mean Deviation | 0.8456 | |||
Semi Deviation | 0.974 | |||
Downside Deviation | 1.04 | |||
Coefficient Of Variation | 3169.6 | |||
Standard Deviation | 1.12 | |||
Variance | 1.26 | |||
Information Ratio | (0.09) | |||
Jensen Alpha | 0.0086 | |||
Total Risk Alpha | (0.16) | |||
Sortino Ratio | (0.1) | |||
Treynor Ratio | 0.1925 | |||
Maximum Drawdown | 5.17 | |||
Value At Risk | (1.88) | |||
Potential Upside | 1.75 | |||
Downside Variance | 1.07 | |||
Semi Variance | 0.9487 | |||
Expected Short fall | (1.00) | |||
Skewness | 0.231 | |||
Kurtosis | 0.3398 |