MSP Recovery Market Risk Adjusted Performance
| MSPR Stock | | | USD 0.04 0.0025 6.68% |
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 MSP Recovery'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 0.299 places MSP Recovery at positive but modest risk-adjusted return. MSP Recovery has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.299 | |
| ER[a] | = | Expected return on investing in MSP Recovery |
| 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 -1.3 for Market Risk Adjusted Performance, with MSP Recovery at 0.299 falling above that level. Readings span -12.3724 (GeneDx Holdings Corp) to 0.383 (Theriva Biologics). MSP Recovery's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for MSP Recovery 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.
MSP Recovery's Market Risk Adjusted Performance reads
0.30 while Maximum Drawdown reads
71.37 , a
238.69 ratio between the two. This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for MSP Recovery.
Methodology, Assumptions & Data Sources
MSP Recovery's Market Risk Adjusted Performance currently stands at 0.299. MSP Recovery's Market 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. MSP Recovery operates in the financials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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