John B Market Risk Adjusted Performance
| JBSS Stock | | | USD 76.78 2.33 3.13% |
The Market Risk Adjusted Performance indicator for John B is constructed from normalized market data. The
Equity Screeners module supports multi-indicator technical analysis. John B has a market cap of 790.06 M, operating margin of 8.72%, current ratio of 2.31. Allocation context is available in
Risk vs Return Analysis. Adding John B Sanfilippo to a portfolio enables side-by-side comparison with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence John B Sanfilippo's company valuation — related indicators include
signals in main economic indicators.
John B Sanfilippo has current Market Risk Adjusted Performance of 0.913.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.913 | |
| ER[a] | = | Expected return on investing in John B |
| 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
John B Sanfilippo maintains a
second standing in market risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
11.13 of Maximum Drawdown per Market Risk Adjusted Performance. For John B Sanfilippo, Maximum Drawdown stands at
11.13 times Market Risk Adjusted Performance
Other Technical Indicators