Genovis AB Market Risk Adjusted Performance
| GENO Stock | | | SEK 16.20 -0.46 -2.76% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Genovis AB. Indicator inputs depend on available historical price observations.
Genovis AB has current Market Risk Adjusted Performance of 13.77.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 13.77 | |
| ER[a] | = | Expected return on investing in Genovis AB |
| 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
Genovis AB earns the top ranking in market risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
1.08 of Maximum Drawdown per Market Risk Adjusted Performance. For Genovis AB, Maximum Drawdown stands at
1.08 times Market Risk Adjusted Performance
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