Ferrari NV Risk Adjusted Performance

RACE Stock  USD 499.22  4.21  0.84%   
Ferrari NV risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Ferrari NV 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 Equity Screeners to view more equity screening tools
  
Ferrari NV has current Risk Adjusted Performance of 0.1109.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1109
ER[a] = Expected return on investing in Ferrari NV
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Ferrari NV Risk Adjusted Performance Peers Comparison

Ferrari Risk Adjusted Performance Relative To Other Indicators

Ferrari NV is rated fourth in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  93.36  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Ferrari NV is roughly  93.36 
Compare Ferrari NV to Peers

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