| MQG Stock | | | 231.57 2.20 0.96% |
Macquarie market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Macquarie Group or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Macquarie Group has current Market Risk Adjusted Performance of 1.79.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.79 | |
| ER[a] | = | Expected return on investing in Macquarie |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Macquarie Market Risk Adjusted Performance Peers Comparison
Macquarie Market Risk Adjusted Performance Relative To Other Indicators
Macquarie Group is considered to be number one stock in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
3.32 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Macquarie Group is roughly
3.32
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