Momentus Market Risk Adjusted Performance
| MNTS Stock | | | USD 4.79 -0.01 -0.21% |
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 Momentus'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 0.0099 places Momentus at positive but modest risk-adjusted return. Momentus has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0099 | |
| ER[a] | = | Expected return on investing in Momentus |
| 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 2.88 for Market Risk Adjusted Performance, with Momentus at 0.0099 falling below that level. Readings span -3.1152 (Mingzhu Logistics Holdings) to 18.24 (Universal Security Instruments). Momentus's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Momentus 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.
Comparing Market Risk Adjusted Performance (
0.01 ) to Maximum Drawdown (
59.85 ) for Momentus yields a
6,046 multiple. This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for Momentus.
Methodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for Momentus is 0.0099. This Market Risk Adjusted Performance reading for Momentus results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Momentus operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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