Clariant Market Risk Adjusted Performance
| 0QJS Stock | | | 6.88 -0.11 -1.57% |
The Market Risk Adjusted Performance indicator for Clariant AG is derived from observed market data. Broader indicator relationships are reflected within
Equity Screeners. Clariant has a market cap of 5.87 B, operating margin of 19.49%, ROE of -1.75%. Allocation context is available in
Trending Equities. A position in Clariant AG appears within the mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Clariant AG has current Market Risk Adjusted Performance of
-1.28.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -1.28 | |
| ER[a] | = | Expected return on investing in Clariant |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Clariant AG is rated
below average in market risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
Other Technical Indicators