Japan Tobacco Market Risk Adjusted Performance
| JAT Stock | | | EUR 30.98 -0.24 -0.77% |
This technical indicator view for Market Risk Adjusted Performance organizes signals for Japan Tobacco and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Japan Tobacco has a market cap of 55 B, operating margin of 24.62%, ROE of 12.15%. See
Risk vs Return Analysis for portfolio-level analysis. This suggests a position in Japan Tobacco within the portfolio mix. 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.
Japan Tobacco has current Market Risk Adjusted Performance of 0.126.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.126 | |
| ER[a] | = | Expected return on investing in Japan Tobacco |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Japan Tobacco Market Risk Adjusted Performance Peers Comparison
Japan Market Risk Adjusted Performance Relative To Other Indicators
Japan Tobacco ranks
fourth among stocks in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
38.91 Maximum Drawdown per unit of Market Risk Adjusted Performance. Japan Tobacco carries a
38.91 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
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