Ennis Risk Adjusted Performance
| EBF Stock | | | USD 20.67 -0.12 -0.58% |
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 Ennis's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
With Risk Adjusted Performance at 0.067, Ennis shows positive but modest risk-adjusted return. Ennis has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.067 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Ennis's Risk Adjusted Performance is above the group average of 0.03. Peer readings range from -0.1674 (Byrna Technologies) to 0.1527 (Euroseas), reflecting wide dispersion across the sector. Ennis'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 Ennis 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.
Ennis records a Risk Adjusted Performance of
0.07 and a Maximum Drawdown of
12.13 , yielding roughly
181.03 units of Maximum Drawdown per Risk Adjusted Performance. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Ennis.
Methodology, Assumptions & Data Sources
Ennis' Risk Adjusted Performance currently stands at 0.067. This Risk Adjusted Performance reading for Ennis 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. Ennis operates in the industrials 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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