Taiwan Semiconductor Market Risk Adjusted Performance

TSMN Stock  MXN 3,900  127.00  3.37%   
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Taiwan Semiconductor Manufacturing has current Market Risk Adjusted Performance of 0.3964.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.3964
ER[a] = Expected return on investing in Taiwan Semiconductor
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Taiwan Semiconductor Market Risk Adjusted Performance Peers Comparison

Taiwan Market Risk Adjusted Performance Relative To Other Indicators

Taiwan Semiconductor Manufacturing is rated third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  36.10  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Taiwan Semiconductor Manufacturing is roughly  36.10 
Compare Taiwan Semiconductor to Peers

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