Telstra Market Risk Adjusted Performance
| TTRAF Pink Sheet | | | USD 3.63 -0.17 -4.47% |
Market Risk Adjusted Performance readings for Telstra Limited are presented with current values, historical context, and comparative peer data. For broader technical analysis across instruments, Market Risk Adjusted Performance data is also available in
Equity Screeners.
Telstra Volatility paired with
Telstra Price History provides supplemental context on Telstra.
Current Market Risk Adjusted Performance Value
With Market Risk Adjusted Performance at 0.7057, Telstra shows favorable risk-adjusted return. Telstra has delivered meaningful return relative to the total risk incurred.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.7057 | |
| ER[a] | = | Expected return on investing in Telstra |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Relative to peers, Telstra's Market Risk Adjusted Performance is above the group average of -6.54. Peer readings range from -64.3713 (China Tower) to 1.86 (SwissCom AG), reflecting tight clustering across the sector. Telstra's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Telstra and its peers. Each point represents one equity — position along the horizontal axis shows Market Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Telstra records a Market Risk Adjusted Performance of
0.71 and a Maximum Drawdown of
16.84 , yielding roughly
23.86 units of Maximum Drawdown per Market Risk Adjusted Performance. This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for Telstra.
Methodology, Assumptions & Data Sources
Telstra's Market Risk Adjusted Performance currently stands at 0.7057. Market Risk Adjusted Performance for Telstra is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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