Zumiez Market Risk Adjusted Performance
| ZUMZ Stock | | | USD 24.46 0.15 0.61% |
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Zumiez Inc has current Market Risk Adjusted Performance of 0.8122.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8122 | |
| ER[a] | = | Expected return on investing in Zumiez |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Zumiez Market Risk Adjusted Performance Peers Comparison
Zumiez Market Risk Adjusted Performance Relative To Other Indicators
Zumiez Inc is rated
first in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
24.12 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Zumiez Inc is roughly
24.12
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