CLARIVATE PLC Market Risk Adjusted Performance
| CLVT Stock | | | USD 2.78 -0.01 -0.36% |
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 CLARIVATE PLC's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
CLARIVATE PLC has a Market Risk Adjusted Performance of 0.4003, indicating positive but modest risk-adjusted return. CLARIVATE PLC has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4003 | |
| ER[a] | = | Expected return on investing in CLARIVATE PLC |
| 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
Among sector peers, CLARIVATE PLC's Market Risk Adjusted Performance of 0.4003 is above the 0.37 group average. The range runs from -5.662 (Innodata) to 4.56 (ASGN Inc). CLARIVATE PLC'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 CLARIVATE PLC 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.
Comparing Market Risk Adjusted Performance (
0.40 ) to Maximum Drawdown (
48.31 ) for CLARIVATE PLC yields a
120.67 multiple. This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for CLARIVATE PLC.
Methodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for CLARIVATE PLC is 0.4003. The Market Risk Adjusted Performance for CLARIVATE PLC applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. CLARIVATE PLC operates in the industrials 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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