Aristocrat Leisure Risk Adjusted Performance
ALL Stock | 67.06 0.09 0.13% |
Aristocrat |
| = | 0.2193 |
ER[a] | = | Expected return on investing in Aristocrat Leisure |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Aristocrat Leisure Risk Adjusted Performance Peers Comparison
Aristocrat Risk Adjusted Performance Relative To Other Indicators
Aristocrat Leisure is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 23.62 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Aristocrat Leisure is roughly 23.62
Risk Adjusted Performance |
Compare Aristocrat Leisure to Peers |
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Aristocrat Leisure Technical Signals
All Aristocrat Leisure Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.2193 | |||
Market Risk Adjusted Performance | 5.03 | |||
Mean Deviation | 0.9528 | |||
Semi Deviation | 0.8637 | |||
Downside Deviation | 1.26 | |||
Coefficient Of Variation | 354.65 | |||
Standard Deviation | 1.23 | |||
Variance | 1.51 | |||
Information Ratio | 0.1773 | |||
Jensen Alpha | 0.3284 | |||
Total Risk Alpha | 0.1457 | |||
Sortino Ratio | 0.1728 | |||
Treynor Ratio | 5.02 | |||
Maximum Drawdown | 5.18 | |||
Value At Risk | (1.97) | |||
Potential Upside | 2.12 | |||
Downside Variance | 1.59 | |||
Semi Variance | 0.746 | |||
Expected Short fall | (1.06) | |||
Skewness | (0.34) | |||
Kurtosis | 0.1643 |