Quest Resource Market Risk Adjusted Performance
| QRHC Stock | | | USD 1.15 0.07 6.48% |
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 Quest Resource's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
The current Market Risk Adjusted Performance of
-0.82 places Quest Resource at negative risk-adjusted return — volatility has not been compensated by returns. The magnitude indicates that Quest Resource's losses or underperformance are material relative to the risk taken.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.82 | |
| ER[a] | = | Expected return on investing in Quest Resource |
| 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
The peer group averages -0.36 for Market Risk Adjusted Performance, with Quest Resource at -0.8217 falling below that level. Readings span -1.6838 (Ambipar Emergency Response) to 0.7556 (Pyxis Tankers). Quest Resource's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Quest Resource 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.
Compare Quest Resource to PeersMethodology, Assumptions & Data Sources
Quest Resource has a current Market Risk Adjusted Performance reading of -0.82. Quest Resource's Market Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Quest Resource operates in the industrials 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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