Great Elm Market Risk Adjusted Performance

GEG Stock  USD 2.10  0.06  2.94%   
Reference data associated with the Market Risk Adjusted Performance technical indicator for Great Elm Group. Availability may differ across exchanges, markets, and reporting intervals.
Great Elm Group has current Market Risk Adjusted Performance of -8.40.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
-8.40
ER[a] = Expected return on investing in Great Elm
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Great Elm Market Risk Adjusted Performance Peers Comparison

Great Market Risk Adjusted Performance Relative To Other Indicators

Great Elm Group is rated below average in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
Compare Great Elm to Peers

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