N1WG34 Stock | | | BRL 63.42 0.90 1.44% |
N1WG34 market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for N1WG34 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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N1WG34 has current Market Risk Adjusted Performance of 0.9568.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.9568 | |
ER[a] | = | Expected return on investing in N1WG34 |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
N1WG34 Market Risk Adjusted Performance Peers Comparison
N1WG34 Market Risk Adjusted Performance Relative To Other Indicators
N1WG34 is regarded
fourth in market risk adjusted performance category among its peers. It is regarded
fifth in maximum drawdown category among its peers reporting about
9.56 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for N1WG34 is roughly
9.56
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