Bellring Brands Market Risk Adjusted Performance
| BRBR Stock | | | USD 16.20 -0.10 -0.61% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is Bellring Brands's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
The Market Risk Adjusted Performance of
-1.09 for Bellring Brands indicates negative risk-adjusted return — volatility has not been compensated by returns. The magnitude indicates that Bellring Brands's losses or underperformance are material relative to the risk taken.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -1.09 | |
| ER[a] | = | Expected return on investing in Bellring Brands |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Bellring Brands's Market Risk Adjusted Performance of -1.0901 falls above the -14.52 peer average. Values range from -153.0643 (Flowers Foods) to 11.42 (Darling Ingredients), with tight clustering across the group. Bellring Brands's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Bellring Brands and its peers. Each point represents one equity — position along the horizontal axis shows Market 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.
Compare Bellring Brands to PeersMethodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for Bellring Brands is -1.09. This Market Risk Adjusted Performance reading for Bellring Brands results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Bellring Brands operates in the consumer defensive sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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