Pure Storage Market Risk Adjusted Performance
| PSTGDelisted Delisted Stock | | | USD 66.97 -1.03 -1.51% |
The Market Risk Adjusted Performance profile for Pure Storage below includes current and historical values with sector peer benchmarks. Interpretation benefits from evaluating the reading alongside sector peer values and recent history. The pairing of
Pure Storage Volatility and
Pure Storage Price History broadens the analytical view on Pure Storage.
Current Market Risk Adjusted Performance Value
Pure Storage's Market Risk Adjusted Performance of 5.05 reflects strong risk-adjusted return — return exceeds the risk taken. Pure Storage has delivered outsized return relative to total volatility, which is uncommon and indicates efficient risk compensation.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 5.05 | |
| ER[a] | = | Expected return on investing in Pure Storage |
| 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
Among sector peers, Pure Storage's Market Risk Adjusted Performance of 5.05 is above the -0.4 group average. The range runs from -7.022 (Sandisk Corp) to 1.1 (Astera Labs). Pure Storage'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 Pure Storage 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.
Pure Storage records a Market Risk Adjusted Performance of
5.05 and a Maximum Drawdown of
20.74 , yielding roughly
4.11 units of Maximum Drawdown per Market Risk Adjusted Performance. This indicates Maximum Drawdown is significantly higher than Market Risk Adjusted Performance for Pure Storage.
Methodology, Assumptions & Data Sources
Pure Storage's Market Risk Adjusted Performance currently stands at 5.05. This Market Risk Adjusted Performance reading for Pure Storage results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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