Loar Holdings Market Risk Adjusted Performance
| LOAR Stock | | | 60.10 -1.73 -2.80% |
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 Loar Holdings's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
The current Market Risk Adjusted Performance of
-0.0028 places Loar Holdings at slightly negative risk-adjusted return. Loar Holdings's return has marginally failed to compensate for the volatility experienced.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.0028 | |
| ER[a] | = | Expected return on investing in Loar Holdings |
| 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 -0.08 for Market Risk Adjusted Performance, with Loar Holdings at -0.0028 falling above that level. Readings span -0.6782 (Amentum Holdings) to 0.2984 (IES Holdings). Loar Holdings'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 Loar Holdings 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.
Compare Loar Holdings to PeersMethodology, Assumptions & Data Sources
Loar Holdings' Market Risk Adjusted Performance currently stands at -0.0028. Market Risk Adjusted Performance for Loar Holdings is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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