| OTP Stock | | | 21,600 90.00 0.42% |
OTP Bank market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for OTP Bank Nyrt 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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OTP Bank Nyrt has current Market Risk Adjusted Performance of 0.5083.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5083 | |
| ER[a] | = | Expected return on investing in OTP Bank |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
OTP Bank Market Risk Adjusted Performance Peers Comparison
OTP Market Risk Adjusted Performance Relative To Other Indicators
OTP Bank Nyrt is regarded
fourth in market risk adjusted performance category among its peers. It is regarded
third in maximum drawdown category among its peers reporting about
13.90 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for OTP Bank Nyrt is roughly
13.90
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