Atrium Mortgage Market Risk Adjusted Performance
| AI Stock | | | CAD 11.34 -0.07 -0.61% |
Observed values used in the Market Risk Adjusted Performance indicator for Atrium Mortgage Investment are included in this dataset. The underlying data comes from exchange-reported trading records. Atrium Mortgage has a market cap of 542.19 M, operating margin of 79.23%, ROE of 9.42%. See
Trending Equities for additional portfolio context. The holding in Atrium Mortgage Investment represents an allocation. This is situated within the portfolio mix. 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.
Atrium Mortgage Investment has current Market Risk Adjusted Performance of 5.0E-4.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 5.0E-4 | |
| ER[a] | = | Expected return on investing in Atrium Mortgage |
| 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
Atrium Mortgage Investment lands at
#2 in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
7,747 in Maximum Drawdown for each unit of Market Risk Adjusted Performance.
Other Technical Indicators