| SIFG Stock | | | EUR 12.26 0.30 2.51% |
Sif Holding market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Sif Holding NV or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Sif Holding NV has current Market Risk Adjusted Performance of 1.25.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.25 | |
| ER[a] | = | Expected return on investing in Sif Holding |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Sif Holding Market Risk Adjusted Performance Peers Comparison
Sif Market Risk Adjusted Performance Relative To Other Indicators
Sif Holding NV is currently regarded as top stock in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
6.02 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Sif Holding NV is roughly
6.02
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