| KOMA Stock | | | EUR 25.20 0.20 0.80% |
KOMATSU market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for KOMATSU LTD SPONS 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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KOMATSU LTD SPONS has current Market Risk Adjusted Performance of 0.1863.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1863 | |
| ER[a] | = | Expected return on investing in KOMATSU |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
KOMATSU Market Risk Adjusted Performance Peers Comparison
KOMATSU Market Risk Adjusted Performance Relative To Other Indicators
KOMATSU LTD SPONS 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
48.20 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for KOMATSU LTD SPONS is roughly
48.20
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