PennantPark Investment Market Risk Adjusted Performance
| 12P Stock | | | EUR 4.00 -0.25 -5.88% |
This module presents the Market Risk Adjusted Performance indicator for PennantPark Investment using available market inputs. The indicator computation uses normalized market activity data. PennantPark Investment has a market cap of 402.53 M. See
Trending Equities for additional portfolio context. The allocation shows a weighting toward PennantPark Investment. The position is captured in the allocation summary. 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.
For a detailed overview of how to trade PennantPark Stock, see our
How to Trade PennantPark Stock guide.
PennantPark Investment has current Market Risk Adjusted Performance of 5.21.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 5.21 | |
| ER[a] | = | Expected return on investing in PennantPark Investment |
| 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
PennantPark Investment holds the top spot in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
2.39 Maximum Drawdown per unit of Market Risk Adjusted Performance. PennantPark Investment carries a
2.39 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators