Digi Communications Market Risk Adjusted Performance
| DIGI Stock | | | 134.00 0.40 0.30% |
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Digi Communications NV has current Market Risk Adjusted Performance of 1.64.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.64 | |
| ER[a] | = | Expected return on investing in Digi Communications |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Digi Communications Market Risk Adjusted Performance Peers Comparison
Digi Market Risk Adjusted Performance Relative To Other Indicators
Digi Communications NV is rated
# 4 in market risk adjusted performance category among its peers. It is rated
# 2 in maximum drawdown category among its peers reporting about
5.64 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Digi Communications NV is roughly
5.64
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