| INPR Stock | | | 9,350 50.00 0.54% |
Investec Limited market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Investec Limited NON 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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Investec Limited NON has current Market Risk Adjusted Performance of 0.2563.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2563 | |
| ER[a] | = | Expected return on investing in Investec Limited |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Investec Limited Market Risk Adjusted Performance Peers Comparison
Investec Market Risk Adjusted Performance Relative To Other Indicators
Investec Limited NON is rated
fifth overall in market risk adjusted performance category among its peers. It is rated
fifth overall in maximum drawdown category among its peers reporting about
29.51 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Investec Limited NON is roughly
29.51
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