Natuzzi SpA Market Risk Adjusted Performance

NTZ Stock  USD 4.50  0.25  5.88%   
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Natuzzi SpA has current Market Risk Adjusted Performance of 0.1381.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.1381
ER[a] = Expected return on investing in Natuzzi SpA
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Natuzzi SpA Market Risk Adjusted Performance Peers Comparison

Natuzzi Market Risk Adjusted Performance Relative To Other Indicators

Natuzzi SpA is regarded fifth in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  223.55  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Natuzzi SpA is roughly  223.55 
Compare Natuzzi SpA to Peers

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