Huntsman Market Risk Adjusted Performance
| HUN Stock | | | USD 10.41 -1.10 -9.56% |
The Market Risk Adjusted Performance profile for Huntsman is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Huntsman has a market cap of 2 B, operating margin of -3.4%, ROE of -7.12%. See
Risk vs Return Analysis for portfolio-level analysis. Allocation data is presented for contextual reference. Portfolio metrics are derived from available position data. The holding in Huntsman represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. The dataset reflects available inputs without directional implication. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
For a practical introduction to investing in Huntsman Stock, check out our
How to Buy Huntsman guide.
Huntsman has current Market Risk Adjusted Performance of 0.0549.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0549 | |
| ER[a] | = | Expected return on investing in Huntsman |
| 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
Huntsman lands at
#5 in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
398.88 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Huntsman sits at
398.88 Other Technical Indicators