Sacyr SA Risk Adjusted Performance

SCYR Stock  EUR 3.49  0.05  1.45%   
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Sacyr SA has current Risk Adjusted Performance of 0.0995.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0995
ER[a] = Expected return on investing in Sacyr SA
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Sacyr SA Risk Adjusted Performance Peers Comparison

Sacyr Risk Adjusted Performance Relative To Other Indicators

Sacyr SA is currently regarded as top stock in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  61.53  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Sacyr SA is roughly  61.53 
Compare Sacyr SA to Peers

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