FirstService Corp Risk Adjusted Performance
FSV Stock | USD 197.54 1.20 0.60% |
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| = | 0.1162 |
ER[a] | = | Expected return on investing in FirstService Corp |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
FirstService Corp Risk Adjusted Performance Peers Comparison
FirstService Risk Adjusted Performance Relative To Other Indicators
FirstService Corp is rated # 5 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 91.20 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for FirstService Corp is roughly 91.20
Risk Adjusted Performance |
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FirstService Corp Technical Signals
All FirstService Corp Technical Indicators
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Risk Adjusted Performance | 0.1162 | |||
Market Risk Adjusted Performance | 0.4209 | |||
Mean Deviation | 0.9131 | |||
Semi Deviation | 0.9575 | |||
Downside Deviation | 1.23 | |||
Coefficient Of Variation | 699.59 | |||
Standard Deviation | 1.5 | |||
Variance | 2.26 | |||
Information Ratio | 0.0615 | |||
Jensen Alpha | 0.1488 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | 0.0749 | |||
Treynor Ratio | 0.4109 | |||
Maximum Drawdown | 10.6 | |||
Value At Risk | (1.96) | |||
Potential Upside | 1.79 | |||
Downside Variance | 1.53 | |||
Semi Variance | 0.9167 | |||
Expected Short fall | (0.99) | |||
Skewness | 2.2 | |||
Kurtosis | 12.77 |