Lend Lease Market Risk Adjusted Performance
| LLESY Stock | | | USD 2.45 -0.06 -2.39% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Lend Lease Group are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Additional screening context is available through
Equity Screeners. Lend Lease has a market cap of 3.82 B, operating margin of -0.25%, ROE of -1.81%. Portfolio-level context is available through
Correlation Analysis. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. Reported data is organized for reference and does not imply a course of action. A position in Lend Lease Group is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
Lend Lease Group has current Market Risk Adjusted Performance of 1.94.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.94 | |
| ER[a] | = | Expected return on investing in Lend Lease |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Lend Lease Group ranks first in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
14.09 of Maximum Drawdown per Market Risk Adjusted Performance. At
14.09 , Lend Lease Group's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators