120240 Stock | | | KRW 12,780 20.00 0.16% |
Daejung Chemicals market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Daejung Chemicals Metals 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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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
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