FPMB Stock | | | EUR 38.60 0.42 1.08% |
Freeport McMoRan market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Freeport McMoRan 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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Freeport McMoRan has current Market Risk Adjusted Performance of 0.0254.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0254 | |
ER[a] | = | Expected return on investing in Freeport McMoRan |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Freeport McMoRan Market Risk Adjusted Performance Peers Comparison
Freeport Market Risk Adjusted Performance Relative To Other Indicators
Freeport McMoRan 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
467.35 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Freeport McMoRan is roughly
467.35
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