| 1W7 Stock | | | EUR 5.00 0.10 1.96% |
AMBRA SA market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for AMBRA SA A 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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AMBRA SA A has current Market Risk Adjusted Performance of 0.5864.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5864 | |
| ER[a] | = | Expected return on investing in AMBRA SA |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
AMBRA SA Market Risk Adjusted Performance Peers Comparison
AMBRA Market Risk Adjusted Performance Relative To Other Indicators
AMBRA SA A is rated
fifth in market risk adjusted performance category among its peers. It is number one stock in maximum drawdown category among its peers reporting about
43.37 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for AMBRA SA A is roughly
43.37
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