Amanah Leasing Market Risk Adjusted Performance

AMANAH Stock  THB 1.09  0.01  0.93%   
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Amanah Leasing Public has current Market Risk Adjusted Performance of 0.4707.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.4707
ER[a] = Expected return on investing in Amanah Leasing
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Amanah Leasing Market Risk Adjusted Performance Peers Comparison

Amanah Market Risk Adjusted Performance Relative To Other Indicators

Amanah Leasing Public 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  30.61  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Amanah Leasing Public is roughly  30.62 
Compare Amanah Leasing to Peers

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