Diamondrock Hospitality Risk Adjusted Performance

Stocks . Germany . 
Stock . Diamondrock Hospitality Co
HBO Stock   8.60  0.15  1.71%   
Diamondrock Hospitality risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Diamondrock Hospitality Co 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
  
Diamondrock Hospitality Co has current Risk Adjusted Performance of 0.097.

RAP

 = 

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

RFR

 = 
0.097
ER[a] = Expected return on investing in Diamondrock Hospitality
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.
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Diamondrock Hospitality Risk Adjusted Performance Peers Comparison

Diamondrock Risk Adjusted Performance Relative To Other Indicators

Diamondrock Hospitality Co is one of the top stocks in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  108.84  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Diamondrock Hospitality Co is roughly  108.84 
Compare Diamondrock Hospitality to Peers

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Diamondrock Hospitality Technical Signals

All Diamondrock Hospitality Technical Indicators

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Math Operators
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Risk Adjusted Performance0.097
Market Risk Adjusted Performance0.1472
Mean Deviation1.23
Semi Deviation1.15
Downside Deviation1.64
Coefficient Of Variation841.06
Standard Deviation1.81
Variance3.29
Information Ratio0.0468
Jensen Alpha0.0247
Total Risk Alpha(0.08)
Sortino Ratio0.0519
Treynor Ratio0.1372
Maximum Drawdown10.56
Value At Risk(2.38)
Potential Upside3.09
Downside Variance2.67
Semi Variance1.33
Expected Short fall(1.72)
Skewness1.56
Kurtosis5.28
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