VO7 Stock | | | EUR 39.60 3.06 7.17% |
Vornado Realty market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Vornado Realty Trust 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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Vornado Realty Trust has current Market Risk Adjusted Performance of 0.5146.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5146 | |
ER[a] | = | Expected return on investing in Vornado Realty |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Vornado Realty Market Risk Adjusted Performance Peers Comparison
Vornado Market Risk Adjusted Performance Relative To Other Indicators
Vornado Realty Trust is rated
second in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
38.43 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Vornado Realty Trust is roughly
38.43
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