Espey Mfg Market Risk Adjusted Performance
| ESP Stock | | | USD 53.51 -2.47 -4.41% |
This dataset for Espey Mfg Electronics reflects inputs used in the Market Risk Adjusted Performance calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Espey Mfg has a market cap of 166.38 M, operating margin of 25.3%, ROE of 19.61%. Use
Investing Opportunities to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. A position in Espey Mfg Electronics is indicated here. This is part of the broader portfolio composition. Position allocation is driven by the portfolio construction model. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
Espey Mfg Electronics has current Market Risk Adjusted Performance of 0.6712.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.6712 | |
| ER[a] | = | Expected return on investing in Espey Mfg |
| 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
Espey Mfg Electronics is ranked
third for market risk adjusted performance against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
28.65 against Market Risk Adjusted Performance.
Other Technical Indicators