Accel Entertainment Market Risk Adjusted Performance
| ACEL Stock | | | USD 11.36 -0.01 -0.09% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is Accel Entertainment's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
With Market Risk Adjusted Performance at 0.078, Accel Entertainment shows positive but modest risk-adjusted return. Accel Entertainment has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.078 | |
| ER[a] | = | Expected return on investing in Accel Entertainment |
| 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
The peer group averages 0.65 for Market Risk Adjusted Performance, with Accel Entertainment at 0.078 falling below that level. Readings span -0.4535 (American Woodmark) to 4.73 (Golden Entertainment). Accel Entertainment's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Accel Entertainment 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.
The Maximum Drawdown-to-Market Risk Adjusted Performance ratio for Accel Entertainment sits near
315.87 , with Market Risk Adjusted Performance at
0.08 and Maximum Drawdown at
24.64 . This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for Accel Entertainment.
Methodology, Assumptions & Data Sources
Accel Entertainment's Market Risk Adjusted Performance currently stands at 0.078. The Market Risk Adjusted Performance for Accel Entertainment applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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