| ZTOA Stock | | | EUR 18.70 0.10 0.53% |
ZTO Express market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for ZTO Express 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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ZTO Express has current Market Risk Adjusted Performance of 0.0655.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0655 | |
| ER[a] | = | Expected return on investing in ZTO Express |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
ZTO Express Market Risk Adjusted Performance Peers Comparison
ZTO Market Risk Adjusted Performance Relative To Other Indicators
ZTO Express is rated
below average in market risk adjusted performance category among its peers. It is rated
second in maximum drawdown category among its peers reporting about
177.70 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for ZTO Express is roughly
177.70
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