Western Alliance Market Risk Adjusted Performance

WAL Stock  USD 91.28  2.11  2.37%   
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Western Alliance Bancorporation has current Market Risk Adjusted Performance of 0.1067.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.1067
ER[a] = Expected return on investing in Western Alliance
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Western Alliance Market Risk Adjusted Performance Peers Comparison

Western Market Risk Adjusted Performance Relative To Other Indicators

Western Alliance Bancorporation is rated below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  183.01  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Western Alliance Bancorporation is roughly  183.01 
Compare Western Alliance to Peers

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