CIEB Stock | | | 21.04 0.14 0.66% |
Credit Agricole market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Credit Agricole Egypt 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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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
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