Bank of Communications Co Market Risk Adjusted Performance
| BKFCF Stock | | | USD 0.88 0.00 0.00% |
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Bank of Communications has current Market Risk Adjusted Performance of 0.063.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.063 | |
| ER[a] | = | Expected return on investing in Bank of Communications Co |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Bank of Communications Co Market Risk Adjusted Performance Peers Comparison
Bank Market Risk Adjusted Performance Relative To Other Indicators
Bank of Communications 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 reporting about
218.36 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Bank of Communications is roughly
218.36
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