James River Market Risk Adjusted Performance
| JRVR Stock | | | USD 6.29 0.03 0.48% |
The Market Risk Adjusted Performance indicator for James River is constructed from normalized market data. The depth of trading history affects the precision of the indicator. James River has a market cap of 282.25 M, operating margin of 18.2%, current ratio of 2.29. See
Risk vs Return Analysis for portfolio-level analysis. Adding James River Group to a portfolio enables side-by-side comparison with other holdings. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence James River Group's company valuation — related indicators include
signals in persons.
James River Group has current Market Risk Adjusted Performance of 0.1831.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1831 | |
| ER[a] | = | Expected return on investing in James River |
| 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
James River Group is ranked
third for market risk adjusted performance against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
71.01 against Market Risk Adjusted Performance. Maximum Drawdown runs about
71.01 times Market Risk Adjusted Performance for James River Group
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