Fortive Corp Market Risk Adjusted Performance
| FTV Stock | | | USD 54.84 -1.00 -1.79% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Fortive Corp. Technical inputs may vary across markets and data providers.
Fortive Corp has current Market Risk Adjusted Performance of 0.0082.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0082 | |
| ER[a] | = | Expected return on investing in Fortive Corp |
| 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
Fortive Corp falls in the
fourth position for market risk adjusted performance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
1,927 ratio of Maximum Drawdown to Market Risk Adjusted Performance. Fortive Corp's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
1,927 Other Technical Indicators