CAE Market Risk Adjusted Performance
| CAE Stock | | | CAD 38.23 0.63 1.68% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for CAE Inc. Indicator values reflect available price and volume data where applicable.
CAE Inc has current Market Risk Adjusted Performance of 0.0083.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0083 | |
| ER[a] | = | Expected return on investing in CAE |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
CAE Market Risk Adjusted Performance Peers Comparison
CAE Market Risk Adjusted Performance Relative To Other Indicators
CAE Inc 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 producing
1,204 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for CAE Inc sits at
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