Henkel Ag Market Risk Adjusted Performance
| HENOY Stock | | | USD 19.08 -0.29 -1.50% |
This dataset for Henkel Ag A reflects inputs used in the Market Risk Adjusted Performance calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. This dataset is part of a broader indicator framework including
Equity Screeners. Henkel Ag has a market cap of 31.37 B, operating margin of 9.98%, ROE of 5.81%. Portfolio-level context is available through
Risk vs Return Analysis. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. All values are presented as reference data. A position in Henkel Ag A is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. Reported data is organized for reference and is not a recommendation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Henkel Ag A has current Market Risk Adjusted Performance of
-0.15.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.15 | |
| ER[a] | = | Expected return on investing in Henkel Ag |
| 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
Henkel Ag A is rated
below average in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
Other Technical Indicators