| STP Stock | | | 217.00 1.00 0.46% |
Stalprodukt market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Stalprodukt SA 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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Stalprodukt SA has current Market Risk Adjusted Performance of 0.6369.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.6369 | |
| ER[a] | = | Expected return on investing in Stalprodukt |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Stalprodukt Market Risk Adjusted Performance Peers Comparison
Stalprodukt Market Risk Adjusted Performance Relative To Other Indicators
Stalprodukt SA is rated
fourth in market risk adjusted performance category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
10.78 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Stalprodukt SA is roughly
10.78
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