Amos Luzon Market Risk Adjusted Performance
| LUZN Stock | | | ILS 463.50 2.40 0.52% |
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Amos Luzon Development has current Market Risk Adjusted Performance of 2.06.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 2.06 | |
| ER[a] | = | Expected return on investing in Amos Luzon |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Amos Luzon Market Risk Adjusted Performance Peers Comparison
Amos Market Risk Adjusted Performance Relative To Other Indicators
Amos Luzon Development is rated
fifth overall in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
3.69 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Amos Luzon Development is roughly
3.69
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