OReilly Automotive Risk Adjusted Performance
ORLY Stock | USD 1,189 11.72 0.98% |
OReilly |
| = | 0.0609 |
ER[a] | = | Expected return on investing in OReilly Automotive |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
OReilly Automotive Risk Adjusted Performance Peers Comparison
OReilly Risk Adjusted Performance Relative To Other Indicators
OReilly Automotive is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 127.59 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for OReilly Automotive is roughly 127.59
Risk Adjusted Performance |
Compare OReilly Automotive to Peers |
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OReilly Automotive Technical Signals
All OReilly Automotive Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0609 | |||
Market Risk Adjusted Performance | 0.1134 | |||
Mean Deviation | 0.8222 | |||
Semi Deviation | 0.916 | |||
Downside Deviation | 1.02 | |||
Coefficient Of Variation | 1311.99 | |||
Standard Deviation | 1.16 | |||
Variance | 1.33 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.0136 | |||
Total Risk Alpha | (0.05) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.1034 | |||
Maximum Drawdown | 7.77 | |||
Value At Risk | (1.55) | |||
Potential Upside | 1.38 | |||
Downside Variance | 1.03 | |||
Semi Variance | 0.8391 | |||
Expected Short fall | (0.82) | |||
Skewness | 2.05 | |||
Kurtosis | 10.66 |