CommScope Holding Market Risk Adjusted Performance
| COMMDelisted Stock | | | USD 19.58 -0.08 -0.41% |
This technical indicator view for Market Risk Adjusted Performance organizes signals for CommScope Holding Co and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. CommScope Holding has a market cap of 4.22 B, operating margin of 19.8%, ROE of -18.38%.
Trending Equities can help frame allocation decisions. 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.
CommScope Holding Co has current Market Risk Adjusted Performance of 2.3.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 2.3 | |
| ER[a] | = | Expected return on investing in CommScope Holding |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
CommScope Holding Market Risk Adjusted Performance Peers Comparison
CommScope Market Risk Adjusted Performance Relative To Other Indicators
CommScope Holding Co takes the leading position in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
6.59 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for CommScope Holding Co sits at
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