Pulse Seismic Market Risk Adjusted Performance
| PSD Stock | | | CAD 3.64 -0.03 -0.82% |
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 Pulse Seismic's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
Pulse Seismic's Market Risk Adjusted Performance of 0.0072 reflects positive but modest risk-adjusted return. Pulse Seismic has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0072 | |
| ER[a] | = | Expected return on investing in Pulse Seismic |
| 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
Pulse Seismic's Market Risk Adjusted Performance of 0.0072 falls above the -0.05 peer average. Values range from -0.7353 (Gran Tierra Energy) to 1.35 (Reconnaissance Energy Africa), with tight clustering across the group. Pulse Seismic's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Pulse Seismic 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.
Pulse Seismic shows nearly
2,283 of Maximum Drawdown per unit of Market Risk Adjusted Performance (
0.01 versus
16.44 ). This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for Pulse Seismic.
Methodology, Assumptions & Data Sources
Pulse Seismic has a current Market Risk Adjusted Performance reading of 0.0072. The Market Risk Adjusted Performance for Pulse Seismic is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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