| STX40 Etf | | | 7,652 1.00 0.01% |
Satrix 40 market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Satrix 40 ETF 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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Satrix 40 ETF has current Market Risk Adjusted Performance of 1.02.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.02 | |
| ER[a] | = | Expected return on investing in Satrix 40 |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Satrix 40 Market Risk Adjusted Performance Peers Comparison
Satrix Market Risk Adjusted Performance Relative To Other Indicators
Satrix 40 ETF is rated
third largest ETF in market risk adjusted performance as compared to similar ETFs. It is rated
below average in maximum drawdown as compared to similar ETFs reporting about
3.48 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Satrix 40 ETF is roughly
3.48
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