| FVAL Etf | | | USD 63.26 0.23 0.36% |
Fidelity Value market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Fidelity Value Factor 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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Fidelity Value Factor has current Market Risk Adjusted Performance of 0.1396.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1396 | |
| ER[a] | = | Expected return on investing in Fidelity Value |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Fidelity Value Market Risk Adjusted Performance Peers Comparison
Fidelity Market Risk Adjusted Performance Relative To Other Indicators
Fidelity Value Factor is rated
# 3 ETF in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
30.51 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Fidelity Value Factor is roughly
30.51
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