Perenti Global Market Risk Adjusted Performance
| AUSDF Stock | | | USD 1.46 0.01 0.69% |
This dataset for Perenti Global Limited reflects inputs used in the Market Risk Adjusted Performance calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. This dataset is part of a broader indicator framework including
Equity Screeners. Perenti Global has a market cap of 571.87 M, operating margin of 4.99%, ROE of 3.24%.
Trending Equities can help frame allocation decisions. The view reflects the current state of portfolio allocation. The view is constructed from recorded portfolio positions. This overview is based on available data and does not express a directional view. This suggests a position in Perenti Global Limited. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in median.
Perenti Global Limited has current Market Risk Adjusted Performance of 1.07.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.07 | |
| ER[a] | = | Expected return on investing in Perenti Global |
| 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
Perenti Global Limited ranks
third among pink sheets in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
24.29 Maximum Drawdown per unit of Market Risk Adjusted Performance. Perenti Global Limited carries a
24.29 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators