Banco Santander Market Risk Adjusted Performance
| BSBR Stock | | | USD 5.76 0.03 0.52% |
This dataset for Banco Santander Brasil 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. Banco Santander has a market cap of 47.14 B, operating margin of 27.72%, ROE of 16.46%. 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 data shown is informational and should not be interpreted as guidance. The allocation includes a position in Banco Santander Brasil. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. This overview is based on available data and does not express a directional view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
Banco Santander Brasil has current Market Risk Adjusted Performance of 0.0176.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0176 | |
| ER[a] | = | Expected return on investing in Banco Santander |
| 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
Banco Santander Brasil is ranked
fifth for market risk adjusted performance against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
672.95 against Market Risk Adjusted Performance. Maximum Drawdown runs about
672.95 times Market Risk Adjusted Performance for Banco Santander Brasil
Other Technical Indicators