Advantest Market Risk Adjusted Performance

ADTTF Stock  USD 62.50  0.00  0.00%   
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Advantest has current Market Risk Adjusted Performance of (3.15).

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
(3.15)
ER[a] = Expected return on investing in Advantest
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Advantest Market Risk Adjusted Performance Peers Comparison

Advantest Market Risk Adjusted Performance Relative To Other Indicators

Advantest is rated below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
Compare Advantest to Peers

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