CREDIT AGRICOLE Market Risk Adjusted Performance

XCA Stock  EUR 13.00  0.07  0.54%   
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CREDIT AGRICOLE has current Market Risk Adjusted Performance of 0.2716.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.2716
ER[a] = Expected return on investing in CREDIT AGRICOLE
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

CREDIT AGRICOLE Market Risk Adjusted Performance Peers Comparison

CREDIT Market Risk Adjusted Performance Relative To Other Indicators

CREDIT AGRICOLE is rated below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  21.04  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for CREDIT AGRICOLE is roughly  21.04 
Compare CREDIT AGRICOLE to Peers

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