Parker Hannifin Market Risk Adjusted Performance

PH Stock  USD 706.87  4.19  0.60%   
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Parker Hannifin has current Market Risk Adjusted Performance of 0.2031.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.2031
ER[a] = Expected return on investing in Parker Hannifin
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Parker Hannifin Market Risk Adjusted Performance Peers Comparison

Parker Market Risk Adjusted Performance Relative To Other Indicators

Parker Hannifin 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  55.86  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Parker Hannifin is roughly  55.86 
Compare Parker Hannifin to Peers

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