OReilly Automotive Risk Adjusted Performance
OM6 Stock | EUR 1,160 16.50 1.40% |
OReilly |
| = | 0.1357 |
ER[a] | = | Expected return on investing in OReilly Automotive |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
OReilly Automotive Risk Adjusted Performance Peers Comparison
OReilly Risk Adjusted Performance Relative To Other Indicators
OReilly Automotive is regarded second in risk adjusted performance category among its peers. It is rated below average in maximum drawdown category among its peers reporting about 43.99 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for OReilly Automotive is roughly 43.99
Risk Adjusted Performance |
Compare OReilly Automotive to Peers |
Thematic Opportunities
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OReilly Automotive Technical Signals
All OReilly Automotive Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1357 | |||
Market Risk Adjusted Performance | 0.2974 | |||
Mean Deviation | 1.16 | |||
Semi Deviation | 0.9468 | |||
Downside Deviation | 1.15 | |||
Coefficient Of Variation | 604.3 | |||
Standard Deviation | 1.47 | |||
Variance | 2.17 | |||
Information Ratio | 0.1436 | |||
Jensen Alpha | 0.2156 | |||
Total Risk Alpha | 0.1924 | |||
Sortino Ratio | 0.1833 | |||
Treynor Ratio | 0.2874 | |||
Maximum Drawdown | 5.97 | |||
Value At Risk | (1.99) | |||
Potential Upside | 3.35 | |||
Downside Variance | 1.33 | |||
Semi Variance | 0.8963 | |||
Expected Short fall | (1.48) | |||
Skewness | 0.5837 | |||
Kurtosis | (0.01) |