Chang Hwa Market Risk Adjusted Performance
| 2801 Stock | | | TWD 20.90 -0.05 -0.24% |
This reference presents Market Risk Adjusted Performance data for Chang Hwa Commercial, including the current value, historical trend, and peer comparisons. The pairing of
Chang Hwa Volatility and
Chang Hwa Price History broadens the analytical view on Chang Hwa.
Current Market Risk Adjusted Performance Value
Chang Hwa's Market Risk Adjusted Performance of 2.05 reflects strong risk-adjusted return — return exceeds the risk taken. Chang Hwa has delivered outsized return relative to total volatility, which is uncommon and indicates efficient risk compensation.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 2.05 | |
| ER[a] | = | Expected return on investing in Chang Hwa |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Chang Hwa's Market Risk Adjusted Performance of 2.05 falls above the -0.52 peer average. Values range from -8.0705 (Far Eastern International) to 4.75 (China Development Financial), with tight clustering across the group. Chang Hwa's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Chang Hwa and its peers. Each point represents one equity — position along the horizontal axis shows Market Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Chang Hwa produces
3.69 in Maximum Drawdown for each unit of Market Risk Adjusted Performance, with respective readings of
7.58 and
2.05 . This indicates Maximum Drawdown is significantly higher than Market Risk Adjusted Performance for Chang Hwa.
Methodology, Assumptions & Data Sources
Chang Hwa's Market Risk Adjusted Performance currently stands at 2.05. Market Risk Adjusted Performance for Chang Hwa is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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