Hisamitsu Pharmaceutical Market Risk Adjusted Performance

HPX Stock  EUR 25.20  0.20  0.80%   
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Hisamitsu Pharmaceutical Co has current Market Risk Adjusted Performance of 0.1307.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.1307
ER[a] = Expected return on investing in Hisamitsu Pharmaceutical
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Hisamitsu Pharmaceutical Market Risk Adjusted Performance Peers Comparison

Hisamitsu Market Risk Adjusted Performance Relative To Other Indicators

Hisamitsu Pharmaceutical Co is rated # 4 in market risk adjusted performance category among its peers. It is rated # 4 in maximum drawdown category among its peers reporting about  150.72  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Hisamitsu Pharmaceutical Co is roughly  150.72 
Compare Hisamitsu Pharmaceutical to Peers

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