4960 Stock | | | 13.20 0.10 0.75% |
Cheng Mei market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Cheng Mei Materials 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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Cheng Mei Materials has current Market Risk Adjusted Performance of 0.1483.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1483 | |
ER[a] | = | Expected return on investing in Cheng Mei |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Cheng Mei Market Risk Adjusted Performance Peers Comparison
Cheng Market Risk Adjusted Performance Relative To Other Indicators
Cheng Mei Materials is rated
third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
51.95 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Cheng Mei Materials is roughly
51.95
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