L’Oreal Co Market Risk Adjusted Performance
| LRLCY Stock | | | USD 91.52 0.21 0.23% |
L’Oreal Co market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for LOreal Co ADR 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
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LOreal Co ADR has current Market Risk Adjusted Performance of 0.1099.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1099 | |
| ER[a] | = | Expected return on investing in L’Oreal Co |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
L’Oreal Co Market Risk Adjusted Performance Peers Comparison
L’Oreal Market Risk Adjusted Performance Relative To Other Indicators
LOreal Co ADR is rated
fifth overall in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
71.49 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for LOreal Co ADR is roughly
71.49
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