144510 Stock | | | KRW 25,200 50.00 0.20% |
Green Cross market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Green Cross Lab or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Green Cross Lab has current Market Risk Adjusted Performance of 0.8053.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8053 | |
ER[a] | = | Expected return on investing in Green Cross |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Green Cross Market Risk Adjusted Performance Peers Comparison
Green Market Risk Adjusted Performance Relative To Other Indicators
Green Cross Lab is rated
third in market risk adjusted performance category among its peers. It is rated
fifth in maximum drawdown category among its peers reporting about
21.33 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Green Cross Lab is roughly
21.33
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