Viking Holdings Market Risk Adjusted Performance
| VIK Stock | | | 86.06 0.01 0.01% |
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 Viking Holdings's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
At 0.1249, Viking Holdings's Market Risk Adjusted Performance indicates positive but modest risk-adjusted return. Viking Holdings has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1249 | |
| ER[a] | = | Expected return on investing in Viking Holdings |
| 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
Viking Holdings falls above the -0.22 peer average for Market Risk Adjusted Performance. Geely Automobile Holdings leads at 0.668 while Stellantis NV registers the lowest at -1.0026. Viking Holdings'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 Viking Holdings 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.
The Maximum Drawdown-to-Market Risk Adjusted Performance ratio for Viking Holdings sits near
116.16 , with Market Risk Adjusted Performance at
0.12 and Maximum Drawdown at
14.51 . This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for Viking Holdings.
Methodology, Assumptions & Data Sources
Viking Holdings' Market Risk Adjusted Performance currently stands at 0.1249. Viking Holdings' Market Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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