CITIC Market Risk Adjusted Performance
| CTPCF Stock | | | USD 1.43 0.00 0.00% |
Historical market data for CITIC Limited forms the basis of the Market Risk Adjusted Performance indicator shown here. Coverage may vary depending on data availability and normalization methods. CITIC has a market cap of 33.83 B, operating margin of 36.9%, current ratio of 1.63.
Trending Equities can help frame allocation decisions. Portfolio analysis tools can evaluate how CITIC Limited fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence CITIC Limited's company valuation — related indicators include
signals in discontinued.
CITIC Limited has current Market Risk Adjusted Performance of 0.7143.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.7143 | |
| ER[a] | = | Expected return on investing in CITIC |
| 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
CITIC Limited ranks
third among pink sheets in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
34.83 Maximum Drawdown per unit of Market Risk Adjusted Performance. CITIC Limited carries a
34.83 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators