Taiwan Optical Market Risk Adjusted Performance

6464 Stock  TWD 78.40  0.10  0.13%   
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Taiwan Optical Platform has current Market Risk Adjusted Performance of 2.71.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
2.71
ER[a] = Expected return on investing in Taiwan Optical
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Taiwan Optical Market Risk Adjusted Performance Peers Comparison

Taiwan Market Risk Adjusted Performance Relative To Other Indicators

Taiwan Optical Platform is rated third in market risk adjusted performance category among its peers. It is rated fourth in maximum drawdown category among its peers reporting about  1.48  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Taiwan Optical Platform is roughly  1.48 
Compare Taiwan Optical to Peers

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