ENEOS Holdings Market Risk Adjusted Performance
| JXHGF Pink Sheet | | | USD 8.99 -0.01 -0.11% |
The Market Risk Adjusted Performance reading for ENEOS Holdings is computed from historical trading observations. Values reflect historical observations within the available dataset. ENEOS Holdings has a market cap of 10.62 B, operating margin of 2.85%, current ratio of 1.37. Allocation context is available in
Risk vs Return Analysis. ENEOS Holdings can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence ENEOS Holdings's company valuation — related indicators include
signals in census.
ENEOS Holdings has current Market Risk Adjusted Performance of 3.49.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 3.49 | |
| ER[a] | = | Expected return on investing in ENEOS Holdings |
| 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
ENEOS Holdings holds the top spot in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
4.12 Maximum Drawdown per unit of Market Risk Adjusted Performance. ENEOS Holdings carries a
4.12 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators