Comerica Incorporated Market Risk Adjusted Performance
| CMA Stock | | | USD 7.15 -84.70 -92.22% |
Observed values used in the Market Risk Adjusted Performance indicator for Comerica Incorporated are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. Comerica Incorporated has a market cap of 11.35 B, operating margin of 30.14%, ROE of 10.15%. Portfolio-level context is available through
Trending Equities. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Comerica Incorporated has current Market Risk Adjusted Performance of 7.93.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 7.93 | |
| ER[a] | = | Expected return on investing in Comerica Incorporated |
| 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
Comerica Incorporated ranks first in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
1.15 of Maximum Drawdown per Market Risk Adjusted Performance. At
1.15 , Comerica Incorporated's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators