Julius Baer Market Risk Adjusted Performance
| BAER Stock | | | CHF 56.58 -2.40 -4.07% |
This module presents the Market Risk Adjusted Performance indicator for Julius Baer Gruppe using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. Julius Baer has a market cap of 11.59 B, operating margin of 33.8%, ROE of 10.87%. Review
Trending Equities for a broader allocation view. Current allocation data is available for review. Allocation context is based on the most recent position data. The information is analytical in nature and is not intended as a specific recommendation. This includes a position in Julius Baer Gruppe. The allocation reflects this within the position set. 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.
Julius Baer Gruppe has current Market Risk Adjusted Performance of
-0.10.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.10 | |
| ER[a] | = | Expected return on investing in Julius Baer |
| 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
Julius Baer Gruppe is rated
below average for market risk adjusted performance across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
Other Technical Indicators