Enbridge Pref Market Risk Adjusted Performance
| ENB-PFC Preferred Stock | | | CAD 22.87 -0.04 -0.17% |
The Market Risk Adjusted Performance profile for Enbridge Pref 11 is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Enbridge Pref has a market cap of 87.06 B, operating margin of 22.85%, ROE of 6.44%.
Investing Opportunities adds portfolio-level perspective. The holding in Enbridge Pref 11 represents an allocation. This is situated within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in employment.
Enbridge Pref 11 has current Market Risk Adjusted Performance of 1.81.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.81 | |
| ER[a] | = | Expected return on investing in Enbridge Pref |
| 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
Enbridge Pref 11 leads all preferred stocks for market risk adjusted performance relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Market Risk Adjusted Performance ratio near
1.67 . The Maximum Drawdown to Market Risk Adjusted Performance ratio for Enbridge Pref 11 comes in at
1.67 Other Technical Indicators