Linde Plc Market Risk Adjusted Performance
| LIN Stock | | | USD 493.85 -8.02 -1.60% |
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 Linde Plc's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
With Market Risk Adjusted Performance at 2.89, Linde Plc shows strong risk-adjusted return — return exceeds the risk taken. Linde Plc 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) |
| = | 2.89 | |
| ER[a] | = | Expected return on investing in Linde Plc |
| 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
The peer group averages -0.36 for Market Risk Adjusted Performance, with Linde Plc at 2.89 falling above that level. Readings span -5.1002 (Air Products and) to 0.8071 (Sensient Technologies). Linde Plc'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 Linde Plc 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.
Linde Plc shows nearly
1.92 of Maximum Drawdown per unit of Market Risk Adjusted Performance (
2.89 versus
5.55 ). This indicates Maximum Drawdown moderately exceeds Market Risk Adjusted Performance for Linde Plc.
Methodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for Linde Plc is 2.89. The Market Risk Adjusted Performance for Linde Plc applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Linde Plc operates in the basic materials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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