| NCL Stock | | | EUR 2.88 0.00 0.00% |
New China market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for New China Life 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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New China Life has current Market Risk Adjusted Performance of 0.9637.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.9637 | |
| ER[a] | = | Expected return on investing in New China |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
New China Market Risk Adjusted Performance Peers Comparison
New Market Risk Adjusted Performance Relative To Other Indicators
New China Life is regarded
third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
39.71 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for New China Life is roughly
39.71
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