| 0QGU Stock | | | 11.79 0.14 1.17% |
CNH Industrial market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for CNH Industrial NV or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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CNH Industrial NV has current Market Risk Adjusted Performance of 0.3462.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3462 | |
| ER[a] | = | Expected return on investing in CNH Industrial |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
CNH Industrial Market Risk Adjusted Performance Peers Comparison
CNH Market Risk Adjusted Performance Relative To Other Indicators
CNH Industrial NV is rated
third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
55.60 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for CNH Industrial NV is roughly
55.60
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