MEDIFAST INC Risk Adjusted Performance
| MED Stock | | | USD 12.59 -0.10 -0.79% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is MEDIFAST INC's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
MEDIFAST INC's Risk Adjusted Performance of 0.074 reflects positive but modest risk-adjusted return. MEDIFAST INC has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.074 | |
Risk Adjusted Performance Peers Comparison
MEDIFAST INC falls above the -0.01 peer average for Risk Adjusted Performance. MasterBeef Group Ordinary leads at 0.1311 while Roboai Inc registers the lowest at -0.135. MEDIFAST INC's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for MEDIFAST INC and its peers. Each point represents one equity — position along the horizontal axis shows 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.
With Risk Adjusted Performance at
0.07 and Maximum Drawdown at
25.02 , MEDIFAST INC shows a
338.08 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for MEDIFAST INC.
Methodology, Assumptions & Data Sources
MEDIFAST INC's Risk Adjusted Performance currently stands at 0.074. Risk Adjusted Performance for MEDIFAST INC is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. MEDIFAST INC operates in the consumer cyclical sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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