Grupo Televisa Market Risk Adjusted Performance
| TV Stock | | | USD 2.84 -0.01 -0.35% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is Grupo Televisa's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
Grupo Televisa carries a Market Risk Adjusted Performance of
-0.23, consistent with slightly negative risk-adjusted return. Grupo Televisa's return has marginally failed to compensate for the volatility experienced.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.23 | |
| ER[a] | = | Expected return on investing in Grupo Televisa |
| 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, Grupo Televisa's Market Risk Adjusted Performance is above the group average of -0.31. Peer readings range from -1.444 (Altice USA) to 0.3041 (Gogo Inc), reflecting tight clustering across the sector. Grupo Televisa'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 Grupo Televisa 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.
Compare Grupo Televisa to PeersMethodology, Assumptions & Data Sources
The current Market Risk Adjusted Performance for Grupo Televisa is -0.23. This Market Risk Adjusted Performance reading for Grupo Televisa results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Grupo Televisa operates in the communication services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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