EPR Properties Risk Adjusted Performance
EPR-PC Preferred Stock | USD 21.24 0.02 0.09% |
EPR |
| = | 0.0286 |
ER[a] | = | Expected return on investing in EPR Properties |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
EPR Properties Risk Adjusted Performance Peers Comparison
EPR Risk Adjusted Performance Relative To Other Indicators
EPR Properties is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 125.10 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for EPR Properties is roughly 125.10
Risk Adjusted Performance |
Compare EPR Properties to Peers |
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EPR Properties Technical Signals
All EPR Properties Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0286 | |||
Market Risk Adjusted Performance | 0.1062 | |||
Mean Deviation | 0.7401 | |||
Semi Deviation | 0.8863 | |||
Downside Deviation | 0.9505 | |||
Coefficient Of Variation | 2825.87 | |||
Standard Deviation | 0.9095 | |||
Variance | 0.8272 | |||
Information Ratio | (0.08) | |||
Jensen Alpha | (0.0007) | |||
Total Risk Alpha | (0.1) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | 0.0962 | |||
Maximum Drawdown | 3.58 | |||
Value At Risk | (1.52) | |||
Potential Upside | 1.44 | |||
Downside Variance | 0.9034 | |||
Semi Variance | 0.7855 | |||
Expected Short fall | (0.77) | |||
Skewness | (0.13) | |||
Kurtosis | (0.57) |