Al Bad Market Risk Adjusted Performance
| ALBA Stock | | | ILS 3,107 16.00 0.51% |
Al Bad market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Al Bad Massuot Yitzhak or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Al Bad Massuot Yitzhak has current Market Risk Adjusted Performance of 0.9267.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.9267 | |
| ER[a] | = | Expected return on investing in Al Bad |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Al Bad Market Risk Adjusted Performance Peers Comparison
ALBA Market Risk Adjusted Performance Relative To Other Indicators
Al Bad Massuot Yitzhak is rated
fourth in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
22.82 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Al Bad Massuot Yitzhak is roughly
22.82
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