Amazon Market Risk Adjusted Performance
| AMZ Stock | | | EUR 180.22 -0.06 -0.03% |
The Market Risk Adjusted Performance calculation for Amazon draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. Related screening structures are referenced through
Equity Screeners. Amazon has a market cap of 1.55 T.
Trending Equities can help frame allocation decisions. The view reflects the current state of portfolio allocation. The view is constructed from recorded portfolio positions. No forward-looking guarantees are expressed or implied by this data. This suggests a position in Amazon Inc. The position sits inside the allocation 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 inflation.
Amazon Inc has current Market Risk Adjusted Performance of
-0.22.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.22 | |
| ER[a] | = | Expected return on investing in Amazon |
| 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
Amazon Inc 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