Norfolk Southern Risk Adjusted Performance

NFS Stock  EUR 260.00  2.00  0.76%   
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Norfolk Southern has current Risk Adjusted Performance of 0.0923.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0923
ER[a] = Expected return on investing in Norfolk Southern
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Norfolk Southern Risk Adjusted Performance Peers Comparison

Norfolk Risk Adjusted Performance Relative To Other Indicators

Norfolk Southern is regarded second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  159.82  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Norfolk Southern is roughly  159.82 
Compare Norfolk Southern to Peers

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