| G8L Stock | | | EUR 13.50 0.10 0.75% |
GREENLIGHT CAP market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for GREENLIGHT CAP RE 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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GREENLIGHT CAP RE has current Market Risk Adjusted Performance of 0.419.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.419 | |
| ER[a] | = | Expected return on investing in GREENLIGHT CAP |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
GREENLIGHT CAP Market Risk Adjusted Performance Peers Comparison
GREENLIGHT Market Risk Adjusted Performance Relative To Other Indicators
GREENLIGHT CAP RE is rated
# 2 in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
32.85 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for GREENLIGHT CAP RE is roughly
32.85
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