Hamamatsu Photonics Market Risk Adjusted Performance
| HPHTY Stock | | | USD 5.40 0.47 9.53% |
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Hamamatsu Photonics KK has current Market Risk Adjusted Performance of 0.2927.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2927 | |
| ER[a] | = | Expected return on investing in Hamamatsu Photonics |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Hamamatsu Photonics Market Risk Adjusted Performance Peers Comparison
Hamamatsu Market Risk Adjusted Performance Relative To Other Indicators
Hamamatsu Photonics KK 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
96.68 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Hamamatsu Photonics KK is roughly
96.68
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