Marks Risk Adjusted Performance

MA6 Stock  EUR 4.75  0.02  0.42%   
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Marks and Spencer has current Risk Adjusted Performance of 0.0883.

RAP

 = 

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

RFR

 = 
0.0883
ER[a] = Expected return on investing in Marks
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Marks Risk Adjusted Performance Peers Comparison

Marks Risk Adjusted Performance Relative To Other Indicators

Marks and Spencer is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  104.65  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Marks and Spencer is roughly  104.65 
Compare Marks to Peers

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