HOYA Market Risk Adjusted Performance
| HYB Stock | | | EUR 150.00 -1.40 -0.92% |
The Market Risk Adjusted Performance signal for HOYA Corporation reflects patterns observed in trading data. Indicator reliability depends on the continuity of available trading data. HOYA has a market cap of 50.71 B, operating margin of 42.74%, ROE of 24.18%. Allocation context is available in
Risk vs Return Analysis. A position in HOYA Corporation appears within the mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
HOYA Corporation has current Market Risk Adjusted Performance of 1.5.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.5 | |
| ER[a] | = | Expected return on investing in HOYA |
| 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
HOYA Corporation holds the top spot in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
7.58 Maximum Drawdown per unit of Market Risk Adjusted Performance. HOYA Corporation carries a
7.58 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators