ODDITY Tech Market Risk Adjusted Performance
| ODD Stock | | | 16.06 0.57 3.68% |
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 ODDITY Tech's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
ODDITY Tech registers a Market Risk Adjusted Performance of
-1.80, reflecting negative risk-adjusted return — volatility has not been compensated by returns. The magnitude indicates that ODDITY Tech's losses or underperformance are material relative to the risk taken.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -1.80 | |
| ER[a] | = | Expected return on investing in ODDITY Tech |
| 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
Relative to peers, ODDITY Tech's Market Risk Adjusted Performance is below the group average of -0.15. Peer readings range from -1.5141 (Sapiens International) to 0.2963 (NetScout Systems), reflecting tight clustering across the sector. ODDITY Tech's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for ODDITY Tech 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.
Compare ODDITY Tech to PeersMethodology, Assumptions & Data Sources
ODDITY Tech's Market Risk Adjusted Performance currently stands at -1.80. The Market Risk Adjusted Performance for ODDITY Tech is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. ODDITY Tech operates in the consumer defensive 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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