NKT A/S Market Risk Adjusted Performance
| NRKBF Stock | | | USD 125.72 10.17 8.80% |
NKT A/S market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for NKT AS 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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NKT AS has current Market Risk Adjusted Performance of 0.8759.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8759 | |
| ER[a] | = | Expected return on investing in NKT A/S |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
NKT A/S Market Risk Adjusted Performance Peers Comparison
NKT Market Risk Adjusted Performance Relative To Other Indicators
NKT AS is regarded
second in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
10.05 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for NKT AS is roughly
10.05
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