Pmv Pharmaceuticals Risk Adjusted Performance
| PMVP Stock | | | USD 1.41 -0.01 -0.70% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Pmv Pharmaceuticals's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
A Risk Adjusted Performance of 0.1118 for Pmv Pharmaceuticals signals positive but modest risk-adjusted return. Pmv Pharmaceuticals has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1118 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Pmv Pharmaceuticals's Risk Adjusted Performance of 0.1118 is above the 0.09 group average. The range runs from -0.0154 (Cibus Global LLC) to 0.1677 (Immunic). Pmv Pharmaceuticals's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Pmv Pharmaceuticals and its peers. Each point represents one equity — position along the horizontal axis shows 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.
Pmv Pharmaceuticals's Risk Adjusted Performance reads
0.11 while Maximum Drawdown reads
34.09 , a
304.90 ratio between the two. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Pmv Pharmaceuticals.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Pmv Pharmaceuticals is 0.1118. The Risk Adjusted Performance for Pmv Pharmaceuticals applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Pmv Pharmaceuticals operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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