Credit Agricole Market Risk Adjusted Performance

CIEB Stock   21.04  0.14  0.66%   
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Credit Agricole Egypt has current Market Risk Adjusted Performance of 0.1848.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.1848
ER[a] = Expected return on investing in Credit Agricole
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Credit Agricole Market Risk Adjusted Performance Peers Comparison

Credit Market Risk Adjusted Performance Relative To Other Indicators

Credit Agricole Egypt is rated fifth in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  50.23  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Credit Agricole Egypt is roughly  50.23 
Compare Credit Agricole to Peers

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