Sega Sammy Market Risk Adjusted Performance
| SGAMF Stock | | | USD 17.40 0.00 0.00% |
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Sega Sammy Holdings has current Market Risk Adjusted Performance of 0.4548.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4548 | |
| ER[a] | = | Expected return on investing in Sega Sammy |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Sega Sammy Market Risk Adjusted Performance Peers Comparison
Sega Market Risk Adjusted Performance Relative To Other Indicators
Sega Sammy Holdings is rated
second in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
43.43 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Sega Sammy Holdings is roughly
43.43
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