Fosun International Risk Adjusted Performance

FOSUF Stock

USD 0.55 0.10 22.22%

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

Fosun International has current Risk Adjusted Performance of 0.0431.

RAP

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

RFR

0.0431

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

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Fosun International Risk Adjusted Performance Peers Comparison

Fosun Risk Adjusted Performance Relative To Other Indicators

Fosun International 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 1,939 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fosun International is roughly 1,939

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Fosun International Technical Signals

All Fosun International Technical Indicators

	Cycle Indicators
	Math Operators
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	Risk Adjusted Performance	0.0431
	Market Risk Adjusted Performance	(0.30)
	Mean Deviation	4.35
	Semi Deviation	5.07
	Downside Deviation	9.76
	Coefficient Of Variation	2176.82
	Standard Deviation	9.96
	Variance	99.25
	Information Ratio	0.0472
	Jensen Alpha	0.4147
	Total Risk Alpha	0.7586
	Sortino Ratio	0.0482
	Treynor Ratio	(0.31)
	Maximum Drawdown	83.57
	Value At Risk	(10.00)
	Potential Upside	9.43
	Downside Variance	95.19
	Semi Variance	25.66
	Expected Short fall	(10.71)
	Skewness	4.12
	Kurtosis	26.84

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