RWE AG Market Risk Adjusted Performance

RWE Stock  EUR 31.78  0.23  0.72%   
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RWE AG has current Market Risk Adjusted Performance of 0.1375.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.1375
ER[a] = Expected return on investing in RWE AG
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

RWE AG Market Risk Adjusted Performance Peers Comparison

RWE Market Risk Adjusted Performance Relative To Other Indicators

RWE AG is rated below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  59.39  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for RWE AG is roughly  59.39 
Compare RWE AG to Peers

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