Taiwan Semiconductor Market Risk Adjusted Performance

TSMC34 Stock  BRL 135.30  0.55  0.41%   
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Taiwan Semiconductor Manufacturing has current Market Risk Adjusted Performance of 0.5217.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.5217
ER[a] = Expected return on investing in Taiwan Semiconductor
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Taiwan Semiconductor Market Risk Adjusted Performance Peers Comparison

Taiwan Market Risk Adjusted Performance Relative To Other Indicators

Taiwan Semiconductor Manufacturing is rated third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  30.57  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Taiwan Semiconductor Manufacturing is roughly  30.57 
Compare Taiwan Semiconductor to Peers

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