Zscaler Market Risk Adjusted Performance
| ZS Stock | | | USD 152.79 13.96 10.06% |
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 Zscaler's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
Zscaler has a Market Risk Adjusted Performance of
-0.65, indicating negative risk-adjusted return — volatility has not been compensated by returns. The magnitude indicates that Zscaler's losses or underperformance are material relative to the risk taken.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.65 | |
| ER[a] | = | Expected return on investing in Zscaler |
| 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
Among sector peers, Zscaler's Market Risk Adjusted Performance of -0.6549 is below the 0.35 group average. The range runs from -0.2066 (Electronic Arts) to 0.608 (Datadog). Zscaler's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Zscaler 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 Zscaler to PeersMethodology, Assumptions & Data Sources
Zscaler has a current Market Risk Adjusted Performance reading of -0.65. The Market Risk Adjusted Performance for Zscaler is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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