CNB Financial Risk Adjusted Performance
| CCNE Stock | | | USD 30.79 0.55 1.82% |
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 CNB Financial's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At 0.1166, CNB Financial exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. CNB Financial has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1166 | |
Risk Adjusted Performance Peers Comparison
CNB Financial's Risk Adjusted Performance of 0.1166 falls above the 0.05 peer average. Values range from -0.0241 (Metropolitan Bank Holding) to 0.1317 (TrustCo Bank Corp), with wide dispersion across the group. CNB Financial'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 CNB Financial 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.
With Risk Adjusted Performance at
0.12 and Maximum Drawdown at
8.52 , CNB Financial shows a
73.06 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for CNB Financial.
Methodology, Assumptions & Data Sources
CNB Financial's Risk Adjusted Performance currently stands at 0.1166. The Risk Adjusted Performance for CNB Financial is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. CNB Financial operates in the financial services 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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