Canon Market Risk Adjusted Performance

CNNA Stock  EUR 30.60  0.20  0.65%   
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Canon Inc has current Market Risk Adjusted Performance of 0.5601.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.5601
ER[a] = Expected return on investing in Canon
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Canon Market Risk Adjusted Performance Peers Comparison

Canon Market Risk Adjusted Performance Relative To Other Indicators

Canon Inc is number one stock in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  16.29  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Canon Inc is roughly  16.29 
Compare Canon to Peers

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