Applied Materials Market Risk Adjusted Performance
| AMAT Stock | | | 38.82 0.62 1.62% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Applied Materials. Additional screening context is available through
Equity Screeners.
Applied Materials has current Market Risk Adjusted Performance of 0.5305.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5305 | |
| ER[a] | = | Expected return on investing in Applied Materials |
| 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
Applied Materials holds the
#4 position for market risk adjusted performance relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Market Risk Adjusted Performance ratio near
27.42 . The Maximum Drawdown to Market Risk Adjusted Performance ratio for Applied Materials comes in at
27.42 Other Technical Indicators