Nordrest Holding Market Risk Adjusted Performance
| NREST Stock | | | 305.00 47.50 18.45% |
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Nordrest Holding AB has current Market Risk Adjusted Performance of 0.4458.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4458 | |
| ER[a] | = | Expected return on investing in Nordrest Holding |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Nordrest Holding Market Risk Adjusted Performance Peers Comparison
Nordrest Market Risk Adjusted Performance Relative To Other Indicators
Nordrest Holding AB is rated
below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
28.06 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Nordrest Holding AB is roughly
28.06
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