BLUESCOPE STEEL Market Risk Adjusted Performance
| BH5 Stock | | | 16.20 0.10 0.62% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for BLUESCOPE STEEL. Availability may differ across exchanges, markets, and reporting intervals.
BLUESCOPE STEEL has current Market Risk Adjusted Performance of 0.8332.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8332 | |
| ER[a] | = | Expected return on investing in BLUESCOPE STEEL |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
BLUESCOPE STEEL Market Risk Adjusted Performance Peers Comparison
BLUESCOPE Market Risk Adjusted Performance Relative To Other Indicators
BLUESCOPE STEEL maintains a
fourth standing in market risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
27.09 of Maximum Drawdown per Market Risk Adjusted Performance. For BLUESCOPE STEEL, Maximum Drawdown stands at
27.09 times Market Risk Adjusted Performance
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