Chun Zu Market Risk Adjusted Performance
| 4544 Stock | | | TWD 14.50 0.05 0.34% |
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Chun Zu Machinery has current Market Risk Adjusted Performance of 1.04.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.04 | |
| ER[a] | = | Expected return on investing in Chun Zu |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Chun Zu Market Risk Adjusted Performance Peers Comparison
Chun Market Risk Adjusted Performance Relative To Other Indicators
Chun Zu Machinery 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
6.32 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Chun Zu Machinery is roughly
6.32
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