Bank of Nova Scotia Market Risk Adjusted Performance
| BNS Stock | | | CAD 93.61 -0.89 -0.94% |
This module presents the Market Risk Adjusted Performance indicator for Bank of Nova using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. The
Equity Screeners framework provides wider technical analysis context. Bank of Nova Scotia has a market cap of 115.73 B, operating margin of 37.49%, ROE of 10.33%. Use
Trending Equities to explore allocation context. Allocation data is presented for contextual reference. This includes a position in Bank of Nova. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. The dataset reflects available inputs without directional implication. 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.
Bank of Nova has current Market Risk Adjusted Performance of
-0.18.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.18 | |
| ER[a] | = | Expected return on investing in Bank of Nova Scotia |
| 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
Bank of Nova is rated
below average in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
Other Technical Indicators