Ralph Lauren Market Risk Adjusted Performance
| RL Stock | | | USD 369.07 9.05 2.51% |
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 Ralph Lauren's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
Ralph Lauren's Market Risk Adjusted Performance of 0.036 reflects positive but modest risk-adjusted return. Ralph Lauren has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.036 | |
| ER[a] | = | Expected return on investing in Ralph Lauren |
| 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, Ralph Lauren's Market Risk Adjusted Performance of 0.036 is above the -0.09 group average. The range runs from -0.6031 (Genuine Parts Co) to 0.5855 (Caseys General Stores). Ralph Lauren'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 Ralph Lauren 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.
The Maximum Drawdown-to-Market Risk Adjusted Performance ratio for Ralph Lauren sits near
288.04 , with Market Risk Adjusted Performance at
0.04 and Maximum Drawdown at
10.37 . This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for Ralph Lauren.
Methodology, Assumptions & Data Sources
Ralph Lauren has a current Market Risk Adjusted Performance reading of 0.036. This Market Risk Adjusted Performance reading for Ralph Lauren results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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