LRLCY (L'Oreal) 1-Year Sharpe Ratio : -1.69 (As of Jan. 19, 2025)

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What is L'Oreal 1-Year Sharpe Ratio?

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2025-01-19), L'Oreal's 1-Year Sharpe Ratio is -1.69.

Competitive Comparison of L'Oreal's 1-Year Sharpe Ratio

For the Household & Personal Products subindustry, L'Oreal's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

L'Oreal's 1-Year Sharpe Ratio Distribution in the Consumer Packaged Goods Industry

For the Consumer Packaged Goods industry and Consumer Defensive sector, L'Oreal's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where L'Oreal's 1-Year Sharpe Ratio falls into.

L'Oreal 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

L'Oreal (OTCPK:LRLCY) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

L'Oreal 1-Year Sharpe Ratio Related Terms

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L'Oreal Business Description

Industry

GURUFOCUS.COM » STOCK LIST » Consumer Defensive » Consumer Packaged Goods » L'Oreal SA (OTCPK:LRLCY) » Definitions » 1-Year Sharpe Ratio

Comparable Companies

Traded in Other Exchanges

LRLCF:USA OR N:Mexico ORp:UK 0NZM:UK OR:France LOR:Germany OR:Austria

Address

41, Rue Martre, Clichy Cedex, Paris, FRA, 92117

Website

https://www.loreal.com

Founded in 1909, L'Oreal has grown into the largest beauty company in the world, participating in categories including skincare (40% of sales), makeup (20%), haircare (27%), fragrance (9%), and sanitary products (4%). The firm also has a diversified geographic footprint, generating 32% of sales in its home market of Western Europe, 27% from North America, 26% in North Asia, and the rest from various emerging markets across South Asia, Latin America, and Africa. L'Oreal owns a mix of premium and mass beauty brands sold through a wide range of channels such as mass retail, drugstores, department stores, travel retail, e-commerce, hair salons, and medi-spas. Leading brands include Lancome, Yves Saint Laurent, Maybelline, Kiehl's, L'Oreal Paris, Kerastase, CeraVe, Garnier, and Armani.