Gelteq Limited Market Risk Adjusted Performance
| GELS Stock | | | 0.47 0.02 4.44% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is Gelteq Limited's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
A Market Risk Adjusted Performance of 3.36 for Gelteq Limited signals strong risk-adjusted return — return exceeds the risk taken. Gelteq Limited has delivered outsized return relative to total volatility, which is uncommon and indicates efficient risk compensation.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 3.36 | |
| ER[a] | = | Expected return on investing in Gelteq Limited |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Gelteq Limited falls above the 0.13 peer average for Market Risk Adjusted Performance. Biofrontera leads at 0.7181 while Evogene registers the lowest at -0.3694. Gelteq Limited's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Gelteq Limited and its peers. Each point represents one equity — position along the horizontal axis shows Market 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.
Comparing Market Risk Adjusted Performance (
3.36 ) to Maximum Drawdown (
36.31 ) for Gelteq Limited yields a
10.80 multiple. This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for Gelteq Limited.
Methodology, Assumptions & Data Sources
Gelteq Limited's Market Risk Adjusted Performance currently stands at 3.36. Market Risk Adjusted Performance for Gelteq Limited is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Gelteq Limited operates in the health care 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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