Avangrid Market Risk Adjusted Performance

AGR Stock  USD 36.15  0.07  0.19%   
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Avangrid has current Market Risk Adjusted Performance of 1.06.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
1.06
ER[a] = Expected return on investing in Avangrid
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Avangrid Market Risk Adjusted Performance Peers Comparison

Avangrid Market Risk Adjusted Performance Relative To Other Indicators

Avangrid is rated fifth in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  0.92  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Avangrid is roughly  1.08 
Compare Avangrid to Peers

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