Lennox International Market Risk Adjusted Performance

LII Stock  USD 657.69  7.09  1.09%   
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Lennox International has current Market Risk Adjusted Performance of 0.3699.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.3699
ER[a] = Expected return on investing in Lennox International
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Lennox International Market Risk Adjusted Performance Peers Comparison

Lennox Market Risk Adjusted Performance Relative To Other Indicators

Lennox International is rated second overall in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  20.14  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Lennox International is roughly  20.14 
Compare Lennox International to Peers

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