Fonciere Inea Risk Adjusted Performance
INEA Stock | EUR 31.40 0.50 1.57% |
Fonciere |
| = | 0.0751 |
ER[a] | = | Expected return on investing in Fonciere Inea |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Fonciere Inea Risk Adjusted Performance Peers Comparison
Fonciere Risk Adjusted Performance Relative To Other Indicators
Fonciere Inea is rated second overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 38.51 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Fonciere Inea is roughly 38.51
Risk Adjusted Performance |
Compare Fonciere Inea to Peers |
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Fonciere Inea Technical Signals
All Fonciere Inea Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0751 | |||
Market Risk Adjusted Performance | 0.2078 | |||
Mean Deviation | 0.4198 | |||
Semi Deviation | 0.4003 | |||
Downside Deviation | 0.8065 | |||
Coefficient Of Variation | 997.65 | |||
Standard Deviation | 0.6498 | |||
Variance | 0.4222 | |||
Information Ratio | (0.10) | |||
Jensen Alpha | 0.0215 | |||
Total Risk Alpha | (0.05) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | 0.1978 | |||
Maximum Drawdown | 2.89 | |||
Value At Risk | (0.97) | |||
Potential Upside | 0.9804 | |||
Downside Variance | 0.6504 | |||
Semi Variance | 0.1603 | |||
Expected Short fall | (0.69) | |||
Skewness | 1.01 | |||
Kurtosis | 5.19 |