Thoresen Thai Market Risk Adjusted Performance

TTA Stock  THB 5.65  0.10  1.80%   
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Thoresen Thai Agencies has current Market Risk Adjusted Performance of 0.2891.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.2891
ER[a] = Expected return on investing in Thoresen Thai
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Thoresen Thai Market Risk Adjusted Performance Peers Comparison

Thoresen Market Risk Adjusted Performance Relative To Other Indicators

Thoresen Thai Agencies 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  43.37  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Thoresen Thai Agencies is roughly  43.37 
Compare Thoresen Thai to Peers

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