Sun Yad Market Risk Adjusted Performance
| 1316 Stock | | | TWD 14.15 0.25 1.74% |
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Sun Yad Construction has current Market Risk Adjusted Performance of 0.94.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.94 | |
| ER[a] | = | Expected return on investing in Sun Yad |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Sun Yad Market Risk Adjusted Performance Peers Comparison
Sun Market Risk Adjusted Performance Relative To Other Indicators
Sun Yad Construction 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
10.62 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Sun Yad Construction is roughly
10.62
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