MSC Industrial Risk Adjusted Performance
| MSM Stock | | | USD 104.28 -0.03 -0.03% |
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 MSC Industrial's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
MSC Industrial registers a Risk Adjusted Performance of 0.1044, reflecting positive but modest risk-adjusted return. MSC Industrial has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1044 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.02 for Risk Adjusted Performance, with MSC Industrial at 0.1044 falling above that level. Readings span -0.1693 (Maximus) to 0.2342 (Powell Industries). MSC Industrial'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 MSC Industrial 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.
MSC Industrial shows nearly
82.00 of Maximum Drawdown per unit of Risk Adjusted Performance (
0.10 versus
8.56 ). This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for MSC Industrial.
Methodology, Assumptions & Data Sources
MSC Industrial's Risk Adjusted Performance currently stands at 0.1044. MSC Industrial's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. MSC Industrial operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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