| FGPN Stock | | | EUR 11.60 0.10 0.85% |
Ambac Financial market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Ambac Financial Group 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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Ambac Financial Group has current Market Risk Adjusted Performance of 0.3574.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3574 | |
| ER[a] | = | Expected return on investing in Ambac Financial |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Ambac Financial Market Risk Adjusted Performance Peers Comparison
Ambac Market Risk Adjusted Performance Relative To Other Indicators
Ambac Financial Group is rated
# 3 in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
53.88 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Ambac Financial Group is roughly
53.88
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