ALV Stock | | | EUR 295.70 2.10 0.71% |
Allianz SE market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Allianz SE 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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Allianz SE has current Market Risk Adjusted Performance of 0.1739.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1739 | |
ER[a] | = | Expected return on investing in Allianz SE |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Allianz SE Market Risk Adjusted Performance Peers Comparison
Allianz Market Risk Adjusted Performance Relative To Other Indicators
Allianz SE is rated
below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
18.33 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Allianz SE is roughly
18.33
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