BrilliA Market Risk Adjusted Performance
| BRIA Stock | | | 1.96 -0.01 -0.51% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for BrilliA. Technical inputs may vary across markets and data providers.
BrilliA has current Market Risk Adjusted Performance of 0.6443.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.6443 | |
| ER[a] | = | Expected return on investing in BrilliA |
| 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
BrilliA is rated
second in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
21.76 of Maximum Drawdown per Market Risk Adjusted Performance. At
21.76 , BrilliA's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators