Alstom SA Risk Adjusted Performance

AOMFF Stock  USD 21.97  0.23  1.04%   
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Alstom SA has current Risk Adjusted Performance of 0.0599.

RAP

 = 

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

RFR

 = 
0.0599
ER[a] = Expected return on investing in Alstom SA
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Alstom SA Risk Adjusted Performance Peers Comparison

Alstom Risk Adjusted Performance Relative To Other Indicators

Alstom SA is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  290.20  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Alstom SA is roughly  290.20 
Compare Alstom SA to Peers

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