INTL CONS Market Risk Adjusted Performance
| INR Stock | | | EUR 4.81 0.03 0.62% |
INTL CONS market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for INTL S AIR 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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INTL S AIR has current Market Risk Adjusted Performance of 0.0396.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0396 | |
| ER[a] | = | Expected return on investing in INTL CONS |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
INTL CONS Market Risk Adjusted Performance Peers Comparison
INTL Market Risk Adjusted Performance Relative To Other Indicators
INTL S AIR is rated
below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
303.10 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for INTL S AIR is roughly
303.10
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