Crédit Agricole Market Risk Adjusted Performance

XCA Stock  EUR 12.54  0.11  0.88%   
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Crdit Agricole SA has current Market Risk Adjusted Performance of 0.7012.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.7012
ER[a] = Expected return on investing in Crédit Agricole
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Crédit Agricole Market Risk Adjusted Performance Peers Comparison

Crédit Market Risk Adjusted Performance Relative To Other Indicators

Crdit Agricole SA is rated second in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  12.08  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Crdit Agricole SA is roughly  12.08 
Compare Crédit Agricole to Peers

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