Kuehne Nagel Market Risk Adjusted Performance
| KNIN Stock | | | 170.50 -1.25 -0.73% |
The Market Risk Adjusted Performance profile for Kuehne Nagel is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. The
Equity Screeners framework provides wider technical analysis context. Kuehne Nagel has a market cap of 20.25 B, operating margin of 3.49%, ROE of 33.78%. For allocation context, review
Correlation Analysis. Allocation details are provided as informational context. Allocation context is based on the most recent position data. This suggests a position in Kuehne Nagel. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. 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.
Kuehne Nagel has current Market Risk Adjusted Performance of 0.4846.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4846 | |
| ER[a] | = | Expected return on investing in Kuehne Nagel |
| 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
Kuehne Nagel falls in the
second position for market risk adjusted performance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
37.01 ratio of Maximum Drawdown to Market Risk Adjusted Performance. Kuehne Nagel's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
37.01 Other Technical Indicators