Amarin PLC Risk Adjusted Performance
| AMRN Stock | | | USD 14.84 -0.06 -0.40% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Amarin PLC's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Amarin PLC carries a Risk Adjusted Performance of 0.0121, consistent with positive but modest risk-adjusted return. Amarin PLC has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0121 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.01 for Risk Adjusted Performance, with Amarin PLC at 0.0121 falling above that level. Readings span -0.156 (Altimmune) to 0.1534 (Alto Neuroscience). Amarin PLC's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Amarin PLC and its peers. Each point represents one equity — position along the horizontal axis shows 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.
Amarin PLC shows nearly
1,308 of Maximum Drawdown per unit of Risk Adjusted Performance (
0.01 versus
15.83 ). This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Amarin PLC.
Methodology, Assumptions & Data Sources
Amarin PLC has a current Risk Adjusted Performance reading of 0.0121. Risk Adjusted Performance for Amarin PLC is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Amarin PLC operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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