JD Sports Market Risk Adjusted Performance
| JD Stock | | | 70.44 -0.56 -0.79% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for JD Sports Fashion. Indicator inputs depend on available historical price observations.
JD Sports Fashion has current Market Risk Adjusted Performance of 0.2721.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2721 | |
| ER[a] | = | Expected return on investing in JD Sports |
| 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
JD Sports Fashion is rated
below average for market risk adjusted performance relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Market Risk Adjusted Performance ratio near
41.44 . The Maximum Drawdown to Market Risk Adjusted Performance ratio for JD Sports Fashion comes in at
41.44 Other Technical Indicators