Daejung Chemicals Market Risk Adjusted Performance

120240 Stock  KRW 12,780  20.00  0.16%   
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Daejung Chemicals Metals has current Market Risk Adjusted Performance of 0.991.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.991
ER[a] = Expected return on investing in Daejung Chemicals
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Daejung Chemicals Market Risk Adjusted Performance Peers Comparison

Daejung Market Risk Adjusted Performance Relative To Other Indicators

Daejung Chemicals Metals is number one stock in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  6.76  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Daejung Chemicals Metals is roughly  6.76 
Compare Daejung Chemicals to Peers

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