WSP Global Market Risk Adjusted Performance

1W3 Stock  EUR 164.00  1.00  0.61%   
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WSP Global has current Market Risk Adjusted Performance of 0.5223.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.5223
ER[a] = Expected return on investing in WSP Global
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

WSP Global Market Risk Adjusted Performance Peers Comparison

WSP Market Risk Adjusted Performance Relative To Other Indicators

WSP Global is rated below average in market risk adjusted performance category among its peers. It is rated below average in maximum drawdown category among its peers reporting about  12.40  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for WSP Global is roughly  12.40 
Compare WSP Global to Peers

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