| FCNCB Stock | | | USD 1,920 28.05 1.44% |
First Citizens market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for First Citizens BancShares or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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First Citizens BancShares has current Market Risk Adjusted Performance of 0.1058.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1058 | |
| ER[a] | = | Expected return on investing in First Citizens |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
First Citizens Market Risk Adjusted Performance Peers Comparison
First Market Risk Adjusted Performance Relative To Other Indicators
First Citizens BancShares is rated
below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
196.60 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for First Citizens BancShares is roughly
196.60
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