Illinois Tool Market Risk Adjusted Performance
| ITW Stock | | | USD 261.30 -0.07 -0.03% |
This module presents the Market Risk Adjusted Performance indicator for Illinois Tool Works using available market inputs. The
Equity Screeners framework provides wider technical analysis context. Illinois Tool has a market cap of 76.79 B, operating margin of 26.75%, current ratio of 1.41. Use
Risk vs Return Analysis to view allocation positioning. Illinois Tool Works can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Illinois Tool Works's company valuation — related indicators include
signals in population.
Illinois Tool Works has current Market Risk Adjusted Performance of 0.0863.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0863 | |
| ER[a] | = | Expected return on investing in Illinois Tool |
| 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
Illinois Tool Works is rated
below average for market risk adjusted performance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
94.76 ratio of Maximum Drawdown to Market Risk Adjusted Performance. Illinois Tool Works's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
94.76 Other Technical Indicators