Jerónimo Martins Risk Adjusted Performance

JEM Stock  EUR 18.43  0.09  0.49%   
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Jernimo Martins SGPS has current Risk Adjusted Performance of 0.0761.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0761
ER[a] = Expected return on investing in Jerónimo Martins
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Jerónimo Martins Risk Adjusted Performance Peers Comparison

Jerónimo Risk Adjusted Performance Relative To Other Indicators

Jernimo Martins SGPS is rated fifth overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  138.65  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jernimo Martins SGPS is roughly  138.65 
Compare Jerónimo Martins to Peers

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