Edgewell Personal Market Risk Adjusted Performance
| EPC Stock | | | USD 19.67 -0.20 -1.01% |
The Market Risk Adjusted Performance profile for Edgewell Personal Care is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. The
Equity Screeners framework provides wider technical analysis context. Edgewell Personal has a market cap of 928.26 M, operating margin of 1.94%, ROE of 0.42%. Portfolio-level context is available through
Investing Opportunities. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. This includes a position in Edgewell Personal Care. The allocation reflects this within the position set. 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.
Edgewell Personal Care has current Market Risk Adjusted Performance of 0.3205.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3205 | |
| ER[a] | = | Expected return on investing in Edgewell Personal |
| 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
Edgewell Personal Care holds the
#4 position 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
34.90 . The Maximum Drawdown to Market Risk Adjusted Performance ratio for Edgewell Personal Care comes in at
34.90 Other Technical Indicators