Japan Post Market Risk Adjusted Performance
| 4JP Stock | | | 25.60 0.20 0.79% |
This module presents the Market Risk Adjusted Performance indicator for Japan Post Insurance using available market inputs. The underlying data comes from exchange-reported trading records. Japan Post has a market cap of 5.61 B. Allocation context is available in
Trending Equities. Portfolio composition is shown for contextual purposes. The summary draws on available position and value data. This information is provided for contextual purposes. This includes a position in Japan Post Insurance. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. This information is provided for contextual purposes. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
Japan Post Insurance has current Market Risk Adjusted Performance of 10.25.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 10.25 | |
| ER[a] | = | Expected return on investing in Japan Post |
| 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
Japan Post Insurance earns the top ranking in market risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
0.99 of Maximum Drawdown per Market Risk Adjusted Performance. For Japan Post Insurance, Market Risk Adjusted Performance stands at
1.01 times Maximum Drawdown
Other Technical Indicators